Multivariate multiple linear regression (m independent, n dependent)

Requires two or more columns of measured data, with the dependent variables in the first column(s) and the independents in consecutive columns. The program will ask for the number of dependent variables.

Missing data supported by column average substitution.

The output consists of four main parts.

Overall MANOVA

An overall test of multivariate regression significance.

Tests on independent variables

The test for the overall effect of each independent variable (on all dependent variables) is based on a similar design as the overall MANOVA above, but comparing the residuals of regression with and without the independent variable in question.

Tests on dependent variables

ANOVA tests for the overall effect of all independent variables on each dependent.

Regression coefficients and statistics

The complete set of coefficients and their significances for all combinations of independent and dependent variables.

For mathematical details, see the Past manual.

Published Aug. 31, 2020 8:39 PM - Last modified Aug. 31, 2020 8:39 PM