Gauss Regression Example
Below is an example of a multivariate regression where the dependent variable is a 100 by 1 uniform random variable, and the independent variables are from a 100 by 5 matrix of normal random numbers.
x = rndn(100,5);
y = rndu(100,1);
call ols("",y,x);
This example can be run either interactively by simply typing these command in Gauss, or non-interactively by entering these commands in a command file and then executing them.



