How to store values from multiple regression
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Hi,
I am trying to perform a multiple linear regression: Y = a + bX + e
The dependent variable Y is 16x18 (each column is a time series), the independent variable X is 16x2 (again, each column is a time series and I have 2 variables). I want to regress first column of Y on both columns of X then second column of Y on both columns of X and so on. The constant term, a and the coefficient b should be allowed to change in each regression. In addition, I need to save the resulting a (1x18), b (2x18 for each regression) and e matrices and also find the f-stat, p-value and R2.
The code I am tring is the following:
for i = 1:18
Y = qEMP(:,i);
X = [ones(16,1), k1(:,1:2)];
[beta, bint,r,rint,stats] = regress(Y,X);
end
k1 includes my 2 variables.
This code generates one constant term and 2 coefficients and 16 residuals for the entire regression. However, I need to store constant a, coefficients b and residuals e that results from each and every iteration. Thanks in advance.
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