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Multiple variables OLS Estimation

Posted: Fri Dec 16, 2011 11:10 am
by Papari
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

Re: Multiple variables OLS Estimation

Posted: Fri Dec 16, 2011 4:29 pm
by startz
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.