mls: Multivariate Least-Squares regression
Description
Multivariate Least-Squares regression y = x beta + u
Usage
mls(y, x, df_flag = FALSE)
Arguments
y
left hand side data matrix (one or more columns)
x
right hand side data matrix (one or more columns)
df_flag
flag = TRUE for degrees of freedom correction for the variance
Value
out regression coefficients and related statistics
References
Berta et al. 2020