Timeline for Does multivariate regression produce the same results as multiple, single regressions?
Current License: CC BY-SA 4.0
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| Feb 27, 2020 at 17:59 | comment | added | user275010 | I'm happy to be corrected, if you could provide an example of where they would differ that would be very helpful. Given that the concrete example in the linked comment shows the same results, its quite confusing! | |
| Feb 27, 2020 at 14:38 | comment | added | whuber♦ |
This reads more like a comment on the apparent duplicate thread. As a reply to the unique question you have asked--"could you give an example where multivariate regression produces different results"--it isn't an answer. Moreover, it isn't generally correct, because multivariate regression can give different results than the separate regressions. I suspect the page you are quoting is assuming the response variables are uncorrelated. It uses Stata's mvreg and the technical notes for its manual page confirm that.
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| Feb 27, 2020 at 14:30 | history | answered | user275010 | CC BY-SA 4.0 |