Main Content

Multivariate Regression

Linear regression with a multivariate response variable

Functions

mvregressMultivariate linear regression
mvregresslikeNegative log-likelihood for multivariate regression
polytoolInteractive polynomial fitting
polyconfPolynomial confidence intervals
plsregressPartial least-squares (PLS) regression

Examples and How To

Concepts

  • Multivariate Linear Regression

    Large, high-dimensional data sets are common in the modern era of computer-based instrumentation and electronic data storage.

  • Estimation of Multivariate Regression Models

    When you fit multivariate linear regression models using mvregress, you can use the optional name-value pair 'algorithm','cwls' to choose least squares estimation.

  • Partial Least Squares

    Partial least squares (PLS) constructs new predictor variables as linear combinations of the original predictor variables, while considering the observed response values, leading to a parsimonious model with reliable predictive power.