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init
2010 Sep 24
0
multivariate multiple regression coefficient
hi,
I considered multivariate multiple regression for respons, predictor, each 5
dimension.
on going process, through
initb <- eigen(temp)$vectors[,1:3]
temp <- vhalf%*%Kproduct(Ir,initb)
(herein 'vhalf' is root for inverse of covariance matrix
and 'Kproduct' is Kronecker product)
and then process regression. However,
I have tried using the 'lm' function and i get the res...