How to do Multivariate Regression Analysis in Matlab

Let's say that I have the model

and the data

X=[1 1 1 1 1; 0 1 2 3 4]';
Y=[1 4 3 8 9; -1 -1 2 3 2]';

How can I fit and evaluate this multivariate data in Matlab?

[Sargondjani]

X(:,1) consists of constants, so I assme you want to regress:

a1 = regress(Y(:,1),X);

a2 = regress(Y(:,2),X);

If you really want to regress Y(:,1) on X(:,1) you will only estimate the mean (since X(:,1) consists of ones). Note that B(0,1) and B(1,1) are collinear, in that case.

Answer 1

[Sahil Jain]

Hi Sebastian. You can use the "mvregress" function to do multivariate linear regression in MATLAB.

X=[1 1 1 1 1; 0 1 2 3 4]';
Y=[1 4 3 8 9; -1 -1 2 3 2]';
beta = mvregress(X,Y)

beta = 2×2

1.0000 -1.0000 2.0000 1.0000