# Tagged Questions

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### Definition of multivariate regression coefficient

I know that the regression coefficient of $Y$ and $X$ is defined as $$\beta(Y,X) = \frac{\mathrm{Cov}(X,Y)}{\mathrm{Var}(X)}$$ Does this expression also hold in a multivariate regression with $Y$, ...
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### Multivariate Weighted Linear Regression

Very simple. I am looking for a package that does Multivariate Linear Regression with weights on the observations. Does anyone know of a package that does this? I am shocked that I have not been ...
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### Variable selection with restricted cubic splines

Is there any function in R for doing variable selection (backward elimination) in a multiple logistic regression using restricted cubic splines like mvrs procedure for STATA?
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### How to create a composite variable to use as a response variable?

I am a student doing my master's thesis and I have a question regarding my study. I am working with country data for 25 countries and I am looking into cultural values, attitudes and ...
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### How can you relate the coefficients of a multivariate regression of ${\bf Y} \sim {\bf X}$ to the coefficients of ${\bf X} \sim {\bf Y}$?

Is anyone aware of a orthogonal multiple regression library that is implemented in say R, Scipy, Matlab, Octave, etc.? (Or even fortran/C...) If I'm not mistaken, it would not be difficult to write ...
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### Does multi-response linear regression introduce artificial correlation among response residuals?

This is a multi-response linear regression experiment. I generate a random matrix of gaussian noise $\mathcal{N}(0,1)$ sized 10x6 called $Y_N$. I then generate an independent response $X$ via either ...
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### Non-linear least squares SUR

I need to do a seemingly unrelated regression of a non-linear model. Can't figure out how to do it in Stata. Any advice much appreciated. Thanks, Ben
I have a situation in which I have $n$ observations, each with $p$ independent variables and $q$ dependent variables. I would like to build a model or series of models to obtain predictions of the $q$ ...