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

HNLala May 5, 2021, 12:04pm 6

Thanks for the follow up. I just wanted to estimate the covariance of X1 and X2. However, I will be interested in knowing how to do the latter as well.

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Multivariate Linear Regression with correlated input variables

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