Thanks to all , I solved the problem using William's suggestion. Peter I agree with the theory issue and I will deal with that subsequently, but I wanted to run this once .
Regards The woods are lovely, dark and deep But I have promises to keep And miles to go before I sleep And miles to go before I sleep ----- On Sat, Apr 20, 2013 at 1:41 AM, Daniel Nordlund <djnordl...@frontier.com>wrote: > > -----Original Message----- > > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > > On Behalf Of Nilesh Gupta > > Sent: Friday, April 19, 2013 10:26 AM > > To: r-h...@stat.math.ethz.ch > > Subject: Re: [R] Multiple Multivariate regression in R with 50 > > independentvariables > > > > Ranjan > > > > I have multiple y's(stocks,2300 odd) which i want to run on 3 variables. > > for 500 months. I assume this is multivariate regression for there are > > multiple y's and multiple X's > > as compared to univariate multiple regression wherein there is only one y > > and there are more than X's. If I were to pool these returns into one big > > data ( keeping apart the part where that makes sense from the theory > point > > of view) then that would be an example of univariate multiple regression > > As a further clarification my Y matrix is of order 500X2398 whereas my X > > matrix is of order 500X4. I am expecting a beta matrix of 4X2398, > assuming > > Y = X*Beta formulation > > > > The woods are lovely, dark and deep > > But I have promises to keep > > And miles before I go to sleep > > And miles before I go to sleep > > ----- > > > > Sorry, I don't have any help regarding your regression problem. But, I > see your quote of the last stanza of a Robert Frost poem. Just wanted to > point out that the correct quote is actually > > > The woods are lovely, dark and deep > But I have promises to keep > And miles to go before I sleep > And miles to go before I sleep > > > Dan > > Daniel Nordlund > Bothell, WA USA > > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
