**[MV] mvreg** -- Multivariate regression

__Syntax__

**mvreg** *depvars* **=** *indepvars* [*if*] [*in*] [*weight*] [**,** *options*]

*options* Description
-------------------------------------------------------------------------
Model
__nocons__**tant** suppress constant term

Reporting
__l__**evel(***#***)** set confidence level; default is **level(95)**
__cor__**r** report correlation matrix
*display_options* control columns and column formats, row spacing, line
width, display of omitted variables and base and
empty cells, and factor-variable labeling

__noh__**eader** suppress header table from above coefficient table
__not__**able** suppress coefficient table
__coefl__**egend** display legend instead of statistics
-------------------------------------------------------------------------
*indepvars* may contain factor variables; see fvvarlist.
*depvars* and *indepvars* may contain time-series operators; see tsvarlist.
**bayes**, **bootstrap**, **by**, **jackknife**, **mi estimate**, **rolling**, and **statsby** are
allowed; see prefix. For more details, see **[BAYES] bayes: mvreg**.
Weights are not allowed with the **bootstrap** prefix.
**aweight**s are not allowed with the **jackknife** prefix.
**aweight**s and **fweight**s are allowed; see weight.
**noheader**, **notable**, and **coeflegend** do not appear in the dialog box.
See **[MV] mvreg postestimation** for features available after estimation.

__Menu__

**Statistics > Multivariate analysis > MANOVA, multivariate regression,** **and**
**related > Multivariate regression**

__Description__

**mvreg** fits a multivariate regression model for several dependent
variables with the same independent variables.

__Options__

+-------+
----+ Model +------------------------------------------------------------

**noconstant** suppresses the constant term (intercept) in the model.

+-----------+
----+ Reporting +--------------------------------------------------------

**level(***#***)** specifies the confidence level, as a percentage, for confidence
intervals. The default is **level(95)** or as set by **set level**.

**corr** displays the correlation matrix of the residuals between equations.

*display_options*: **noci**, __nopv__**alues**, __noomit__**ted**, **vsquish**, __noempty__**cells**,
__base__**levels**, __allbase__**levels**, __nofvlab__**el**, **fvwrap(***#***)**, **fvwrapon(***style***)**,
**cformat(***%fmt***)**, **pformat(%***fmt***)**, **sformat(%***fmt***)**, and **nolstretch**; see **[R]**
**estimation options**.

The following options are available with **mvreg** but are not shown in the
dialog box:

**noheader** suppresses display of the table reporting F statistics,
R-squared, and root mean squared error above the coefficient table.

**notable** suppresses display of the coefficient table.

**coeflegend**; see **[R] estimation options**.

__Examples__

Setup
**. sysuse auto**

Fit multivariate regression model
**. mvreg headroom trunk turn = price mpg displ gear_ratio length**
**weight**

Replay results, suppressing header and coefficient tables but reporting
correlation matrix
**. mvreg, notable noheader corr**

__Stored results__

**mvreg** stores the following in **e()**:

Scalars
**e(N)** number of observations
**e(k)** number of parameters in each equation
**e(k_eq)** number of equations in **e(b)**
**e(df_r)** residual degrees of freedom
**e(chi2)** Breusch-Pagan chi-squared (**corr** only)
**e(df_chi2)** degrees of freedom for Breusch-Pagan chi-squared
(**corr** only)
**e(rank)** rank of **e(V)**

Macros
**e(cmd)** **mvreg**
**e(cmdline)** command as typed
**e(depvar)** names of dependent variables
**e(eqnames)** names of equations
**e(wtype)** weight type
**e(wexp)** weight expression
**e(r2)** R-squared for each equation
**e(rmse)** RMSE for each equation
**e(F)** F statistic for each equation
**e(p_F)** p-value for F test for each equation
**e(properties)** **b V**
**e(estat_cmd)** program used to implement **estat**
**e(predict)** program used to implement **predict**
**e(marginsok)** predictions allowed by **margins**
**e(marginsnotok)** predictions disallowed by **margins**
**e(marginsdefault)** default **predict()** specification for **margins**
**e(asbalanced)** factor variables **fvset** as **asbalanced**
**e(asobserved)** factor variables **fvset** as **asobserved**

Matrices
**e(b)** coefficient vector
**e(Sigma)** Sigma hat matrix
**e(V)** variance-covariance matrix of the estimators

Functions
**e(sample)** marks estimation sample