Mlm: Multivariate Linear Model

Description

Fit a multivariate multiple linear regression model via the least squares method

Usage

1
Mlm(y, z, constant=TRUE, output=TRUE)

Arguments

y

data matrix of dependent variable. Each column contains one variable.

z

data matrix of the explanatory variables. Each column contains one variable.

constant

A logical switch for including the constant term

output

A logical switch to print the output

Value

beta

coefficient matrix

se.beta

standard errors of the coefficient matrix

residuals

The residual series

sigma

Residual covariance matrix

Author(s)

Ruey S. Tsay


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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