Compositional (version 1.1)

multivreg: Multivariate linear regression

Description

Multivariate linear regression.

Usage

multivreg(y, x, plot = TRUE, xnew = NULL)

Arguments

y

A matrix with the Eucldidean (continuous) data.

x

The predictor variable(s), they have to be continuous.

plot

Should a plot appear or not?

xnew

If you have new data use it, otherwise leave it NULL.

Value

• A list including:
• suma
  A summary as produced by lm, which inlcudes the coefficients, their standard error, t-values, p-values.
• r.squared
  The value of the $R^2$ for each univariate regression.
• resid.outliers
  A vector with number indicating which vectors are potential residual outliers.
• x.leverage
  A vector with number indicating which vectors are potential outliers in the predicto variables space.
• x.leverage
  A vector with number indicating which vectors are potential outliers in the residuals and in the predictor variables space.
• est
  The fitted values if xnew is NULL, or the predicted values otherwise.

Details

The classical multivariate linear regression model is obtained.

References

K.V. Mardia, J.T. Kent and J.M. Bibby (1979). Multivariate Analysis. Academic Press.

See Also

diri.reg, esov.compreg, kl.compreg, ols.compreg, comp.reg

Examples

library(MASS)
x <- iris[, 1:2]
y<- iris[, 3:4]
multivreg(y, x, plot = TRUE)