topic Re: Multivariate regression in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/Multivariate-regression/m-p/86818#M4249 <HTML><HEAD></HEAD><BODY><P>Thanks! </P></BODY></HTML> Thu, 30 May 2013 21:38:16 GMT thdang 2013-05-30T21:38:16Z Multivariate regression https://communities.sas.com/t5/Statistical-Procedures/Multivariate-regression/m-p/86816#M4247 <HTML><HEAD></HEAD><BODY><P>Hi everyone,</P><P>I would like to do a multivariate regression is SAS</P><P>R_t=beta1*(labda1-E(factor1_t))+beta2*factor2_t+beta1*factor1_t+ e</P><P> the thing is labda1 is an estimator of 1 number while betas are estimators of&nbsp; 10*1 vector because R_t consists of time-series data of 10 different portfolios.</P><P>How can I implement this in SAS? Thanks you very much.</P></BODY></HTML> Mon, 27 May 2013 12:44:46 GMT https://communities.sas.com/t5/Statistical-Procedures/Multivariate-regression/m-p/86816#M4247 thdang 2013-05-27T12:44:46Z Re: Multivariate regression https://communities.sas.com/t5/Statistical-Procedures/Multivariate-regression/m-p/86817#M4248 <HTML><HEAD></HEAD><BODY><P>The SAS Forecasting and Econometrics forum can give you far more detailed advice on this question.&nbsp; There are a variety of procedures in SAS/ETS that might apply.</P><P></P><P>Steve Denham</P></BODY></HTML> Thu, 30 May 2013 18:07:26 GMT https://communities.sas.com/t5/Statistical-Procedures/Multivariate-regression/m-p/86817#M4248 SteveDenham 2013-05-30T18:07:26Z Re: Multivariate regression https://communities.sas.com/t5/Statistical-Procedures/Multivariate-regression/m-p/86818#M4249 <HTML><HEAD></HEAD><BODY><P>Thanks! </P></BODY></HTML> Thu, 30 May 2013 21:38:16 GMT https://communities.sas.com/t5/Statistical-Procedures/Multivariate-regression/m-p/86818#M4249 thdang 2013-05-30T21:38:16Z