Multivariate regression in Matlab

I have been all over Google trying to find a good function/package to perform multivariate regression (i.e. predict multiple continuous variables given another set of multiple continuous variables).

I wish to use something like fitlm(), since that also gives me p-value statistics and R squared statistics. Does anything like that exist?

Upvotes: 1

Views: 1227

Answers (1)

zdim
zdim

Reputation: 66881

Matlab has a bundle of tools for this, see this page.

I believe that mvregress is the most rounded and mainstream tool. See this page for setting up an analysis with it.

Also, a comment in this post may be useful for alternatives, if needed: it is possible to approach this via separate regression analyses, one for each response variable.

Upvotes: 2

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