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Multivariate Normal Regression

Regression analysis, with or without missing data, using likelihood-based methods for multivariate normal regression

Functions

ecmnfish Fisher information matrix
ecmmvnrfish Fisher information matrix for multivariate normal regression model
ecmnhess Hessian of negative log-likelihood function
ecmninit Initial mean and covariance
ecmnobj Multivariate normal negative log-likelihood function
ecmnmle Mean and covariance of incomplete multivariate normal data
ecmnstd Standard errors for mean and covariance of incomplete data
ecmmvnrstd Evaluate standard errors for multivariate normal regression model
ecmmvnrmle Multivariate normal regression with missing data
ecmmvnrobj Log-likelihood function for multivariate normal regression with missing data
mvnrfish Fisher information matrix for multivariate normal or least-squares regression
mvnrmle Multivariate normal regression (ignore missing data)
mvnrobj Log-likelihood function for multivariate normal regression without missing data
mvnrstd Evaluate standard errors for multivariate normal regression model
convert2sur Convert multivariate normal regression model to seemingly unrelated regression (SUR) model
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