mls {cif}

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

Author(s)

P. Berta, P. Paruolo, S. Verzillo, PG. Lovaglio

References

Berta et al. 2020