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2017 | OriginalPaper | Chapter

12. Multivariate Linear Regression

Author : David J. Olive

Published in: Linear Regression

Publisher: Springer International Publishing

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Abstract

This chapter will show that multivariate linear regression with m ≥ 2 response variables is nearly as easy to use, at least if m is small, as multiple linear regression which has m = 1 response variable. Plots for checking the model are given, and prediction regions that are robust to nonnormality are developed. For hypothesis testing, it is shown that the Wilks’ lambda statistic, Hotelling Lawley trace statistic, and Pillai’s trace statistic are robust to nonnormality.

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previous chapter Theory for Linear Models
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Metadata
Title
Multivariate Linear Regression
Author
David J. Olive
Copyright Year
2017
Book
Linear Regression

Print ISBN: 978-3-319-55250-7

Electronic ISBN: 978-3-319-55252-1

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-55252-1_12

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