OLS regression for multiplr Ys, Xs

Hi all,

I need to regress multiple Ys on Xs and Zs so the model to look like:

Yij = aj+ bj*Xij+ kj*Zij

for i=1...n and j=1....256

Is there any code to do so?

Thanks in advance

Panos

Answer 1

[bym]

This example regresses 3 curves 'at once'. I'm sure you can adapt it to your situation

clc;clear;close all
x = sort(rand(20,1));       % independent variable
X = [ones(20,1),x,x.^2];    % vandermonde matrix

y = X*[1 2 3;2 2 3;3 3 5 ]; % dependant variable; arbitrary coefficients
y = y+rand(20,3)*.5;        % add noise

coeff = X\y;                % get coefficients
yhat = X*coeff;             % get predictions

plot(x,yhat);hold on;
plot(x,y,'.')               %plot

Answer 2

[the cyclist]

The function mvregress() in the Statistics Toolbox will do this.