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Method used in regress function?

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Rodolphe on 14 Feb 2012
Edited: a on 12 Oct 2013
I was wondering which method is used in the regress() function. Its not stepwise as there is another dedicated function for that. So is it hierarchical? forced-entry?

Accepted Answer

the cyclist
the cyclist on 14 Feb 2012
If you type "edit regress", you can see the references for the algorithms, including annotations of the particular equations being used. I am not an expert, but I believe it is "forced entry", because all explanatory variables are used, with no implied ordering.
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Rodolphe on 14 Feb 2012
Thanks a lot, mr cyclist :)
I had a minor second issue you may be able to answer about the regress function if you dont mind.
The matrix structure of the response matrix (n-by-1) does not permit to do several multiple regression at once like its the case for other calculation like correlations.
Is there s simple way to do that without using loops or the mvregress function that gives me memory issue due to the obligatory creation of an eye matrix in the model?

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