3.1. Introduction
Regression analysis primarily deals with the issues related to estimating or predicting the expected value of the dependent or response variable using the known values of one or more independent or predictor variables. Usually a model is postulated relating the response variable to the predictor variables with certain unknown coefficients. A model that is linear in these coefficients is often referred to as a linear regression model or simply a linear model.
The multivariate linear regression model is a natural generalization of a (univariate) linear regression model. That is, two or more possibly correlated dependent variables are simultaneously modeled as the linear functions of the same set of predictor variables. For reasons ...
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