Multivariate Regression

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Pietje
Pietje 2012-1-6
Hi all,
How can I perform a multivariate regression? My dependent variable Y has n rows and m columns. I have z independent variables, which have n rows, but columns size is variable. So I want to regress: Y(n*m)=X1(n*1)+X2(n*5)+...+Xp(n*p) Can anyone help?
Many Thanks!

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回答（2 个）

the cyclist
the cyclist 2012-1-6
If you have the Statistics Toolbox, you can do this with the mvregress() function.
Léon
Léon 2012-1-11
Or you might use the following function that does not require the statistics toolbox to be installed
http://www.mathworks.de/matlabcentral/fileexchange/34394-fast-detailed-multivariate-ols-regression
I will add a STATA like output in the command window as well in the near future.

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