Transcription of Multivariate Regression (Chapter 10)
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Multivariate Regression (Chapter 10)
Multivariate Regression ( chapter 10)This week we ll cover Multivariate Regression and maybe a bit of canonicalcorrelation. Today we ll mostly review univariate Multivariate Multivariate Regression , there are typically multiple dependentvariables as well as multiple independent or explanatory variables. Aspecial case of this is when the explanatory variables are categorical andthe dependent variables are continuous (particularly Multivariate normal),in which case we have MANOVA. For Multivariate Regression , we allow theexplanatory variables to be continuous. This approach generalizes multipleregression much as MANOVA generalizes in Regression , we think of theyvariables as random and thexvariables as fixed.
null hypothesis, H 0: B d = 0. The E and H matrices are given by E = Y0Y Bb0X0Y H = bB0X0Y Bb0 rX 0 rY And the test statistics are given as before. It is also possible to try to pick a subset of the y variables if some of the y variables are not well-explained by the x variables. This can also be done with stepwise procedures. April 29, 2015 31 ...
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