Mashinali o‘qitishga kirish Nosirov Xabibullo xikmatullo o‘gli Falsafa doktori (PhD), tret kafedrasi mudiri

The plot shows that each regression line has a different intercept but the same slope. Upon visual inspection, some regression lines appear to fit the data better than others.

Multivariate Regression for Panel Data with Different Slopes

Load the sample data.

load('flu');

The dataset array flu contains national CDC flu estimates, and nine separate regional estimates based on Google® queries.

Extract the response and predictor data.

Y = double(flu(:,2:end-1)); [n,d] = size(Y); x = flu.WtdILI;

The responses in Y are the nine regional flu estimates. Observations exist for every week over a one-year period, so n = 52. The dimension of the responses corresponds to the regions, so d = 9. The predictors in x are the weekly national flu estimates.

Multivariate Regression for Panel Data with Different Slopes

Fit the multivariate regression model yij=αj+βjxij+ϵij, where i=1,…,n and j=1,…,d, with between-region concurrent correlation COV(ϵij,ϵij)=σjj.