Multiple variables OLS Estimation

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Papari
Posts: 10
Joined: Thu Dec 15, 2011 11:35 am

Multiple variables OLS Estimation

Postby Papari » Fri Dec 16, 2011 11:10 am

Hello all,


Is there any way (code, function, etc) to conduct OLS Estimations among multiple series of dependent variables Y and independent ones X1 and X2 ?

Many thanks in advance

Panos
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Multiple variables OLS Estimation

Postby startz » Fri Dec 16, 2011 4:29 pm

It depends what you want to do. The easiest thing to do is to set up a system object. Or just run the equations one at a time.
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