Hello, I am trying to fit a multivariate linear regression (Y = alpha + beta1 * X1 + beta2 * X2) wherein my 2 input variables (X1, X2) are correlated. I have uncertainties for all the variables (Y, X1, X2). I am using the following code to estimate the values for the intercept and the slopes: wit…

Multivariate Linear Regression with correlated input variables

jonsedar May 5, 2021, 9:20am 2

Hi, a couple of previous threads that might help:

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Multivariate Random Walk Regression v5	3	204	December 8, 2023
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