Are there any difference in beta coefficients when doing several multiple regression analysis as compared to doing multivariate regression?


1 Answer 1


The short answer is "no"

x = matrix(rnorm(200),100)
y = matrix(rnorm(200),100)

bhat = solve(t(x)%*%x)%*%t(x)%*%y
bhat1 = solve(t(x)%*%x)%*%t(x)%*%y[,1]
bhat2 = solve(t(x)%*%x)%*%t(x)%*%y[,2]

  • 3
    $\begingroup$ I'd be interested in an explanation that uses some narrative in addition to the code. $\endgroup$
    – rolando2
    Commented Jan 23, 2015 at 0:43

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