Reputation: 1218
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
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