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Multivariate Regression

• To: mathgroup at smc.vnet.net
• Subject: [mg125879] Multivariate Regression
• From: Philipp Gunz <philipp.gunz at gmail.com>
• Date: Thu, 5 Apr 2012 05:57:14 -0400 (EDT)
• Delivered-to: l-mathgroup@mail-archive0.wolfram.com

Hi all,
I have three dependent variables (3D principal component scores) and
would like to predict them by a fourth independent variable. I would
like to use Mathematica's LinearModelFit command to do a multivariate
linear regression as I want to plot the 3D equivalent of the
"SinglePredictionBands".
Any suggestions would be very much appreciated. Thanks a lot!
Philipp