10. Multivariate Regression

  1. Alvin C. Rencher and
  2. William F. Christensen

Published Online: 1 AUG 2012

DOI: 10.1002/9781118391686.ch10

Methods of Multivariate Analysis, Third Edition

Methods of Multivariate Analysis, Third Edition

How to Cite

Rencher, A. C. and Christensen, W. F. (2012) Multivariate Regression, in Methods of Multivariate Analysis, Third Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118391686.ch10

Publication History

  1. Published Online: 1 AUG 2012
  2. Published Print: 16 JUL 2012

ISBN Information

Print ISBN: 9780470178966

Online ISBN: 9781118391686

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Keywords:

  • multivariate regression;
  • least squares estimation;
  • hypothesis tests;
  • multiple regression;
  • multivariate linear model

Summary

This chapter contains sections titled:

  • Introduction

  • Multiple Regression: Fixed x's

  • Multiple Regression: Random x's

  • Multivariate Multiple Regression: Estimation

  • Multivariate Multiple Regression: Hypothesis Tests

  • Multivariate Multiple Regression: Prediction

  • Measures of Association Between the y's and the x's

  • Subset Selection

  • Multivariate Regression: Random x's