1
$\begingroup$

I have a dataset, in which I have multiple OUTPUT vars, let's say $Y_1, Y_2, Y_3$. All are numeric. I also have multiple input, $X_1,X_2,X_3,X_4$. The $Y_1, Y_2$ and $Y_3$ depend on all $X_i$ vars.

I have used linear regression in past. If there was just one $Y$, I could have easily used it. I need to predict $Y_1, Y_2$ and $Y_3$ in this case. How to go about it? Is there a package in sklearn/R which can help? Any algorithm?

That would be your approach towards such a problem?

$\endgroup$
1

1 Answer 1

2
$\begingroup$

You can use Multivariate Multiple Linear Regressior like blow:

fit <- lm(cbind(Y1, Y2) ~ X1 + X2 + X3, data=train_set)
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.