<html><head></head><body><div style="color:#000; background-color:#fff; font-family:HelveticaNeue, Helvetica Neue, Helvetica, Arial, Lucida Grande, sans-serif;font-size:16px"><div class="qtdSeparateBR"><br><br></div><div class="yahoo_quoted" id="yui_3_16_0_ym19_1_1475884938377_52403" style="display: block;"><div style="font-family: HelveticaNeue, Helvetica Neue, Helvetica, Arial, Lucida Grande, sans-serif; font-size: 16px;" id="yui_3_16_0_ym19_1_1475884938377_52402"><div style="font-family: HelveticaNeue, Helvetica Neue, Helvetica, Arial, Lucida Grande, sans-serif; font-size: 16px;" id="yui_3_16_0_ym19_1_1475884938377_52401"><div class="y_msg_container" id="yui_3_16_0_ym19_1_1475884938377_52486"><div id="yiv7673087739"><div id="yui_3_16_0_ym19_1_1475884938377_52485"><div style="color:#000;background-color:#fff;font-family:HelveticaNeue, Helvetica Neue, Helvetica, Arial, Lucida Grande, sans-serif;font-size:16px;" id="yui_3_16_0_ym19_1_1475884938377_52484"><div id="yiv7673087739yui_3_16_0_ym19_1_1475884938377_15900">Dear to members,</div><div id="yiv7673087739yui_3_16_0_ym19_1_1475884938377_15929">I want to ask syntax in R to investigate the efficiency of the OLS (ordinary least square) method in multivariate regression and robust multivariate regression. <br></div><div id="yiv7673087739yui_3_16_0_ym19_1_1475884938377_17807">how to calculate efficiency of coefficient multivariate regression (intercept and slope) using R? if p-variate predictors p=4, q-variate response=4, sample size n=50 from multivariate standart Gaussian distributions N(0,I_p+q), m=1000 replications, gamma=0.25. and formula to finite-sample efficiency of the slope is 1/var(B_hat) where</div><div id="yiv7673087739yui_3_16_0_ym19_1_1475884938377_30720" dir="ltr"><img class="yiv7673087739ymail-preserve-class yiv7673087739inline-image-guid-0f5e44b1-2f87-18d9-2bcb-8bb0a98f4970 yiv7673087739rte-inline-saved-image" src="cid:195527e8-3f06-9cb0-4d08-50fec6a4470e@yahoo.com" alt="Inline image" style="width:100%;max-width:153px;max-height:27px;" id="yiv7673087739yui_3_16_0_ym19_1_1475884938377_35066" data-id="23c82dbe-9ce0-6042-b2ae-2259b000fa99"><br></div><div id="yiv7673087739yui_3_16_0_ym19_1_1475884938377_30718">and<br></div><div id="yiv7673087739yui_3_16_0_ym19_1_1475884938377_28650" dir="ltr"><img class="yiv7673087739ymail-preserve-class yiv7673087739inline-image-guid-89cc7a50-682e-9ae3-d53d-6eb9db67d21a yiv7673087739rte-inline-saved-image" src="cid:89bc642c-f589-cbef-1c27-20cf01fc3324@yahoo.com" alt="Inline image" style="width:100%;max-width:363px;max-height:53px;" id="yiv7673087739yui_3_16_0_ym19_1_1475884938377_28721" data-id="14188497-05a9-053d-244c-073a624ff9d7"></div><div dir="ltr" id="yiv7673087739yui_3_16_0_ym19_1_1475884938377_30927">please help me to make the syntax for OLS in multivariate regression...</div><div id="yiv7673087739yui_3_16_0_ym19_1_1475884938377_15963">Thank you...<br></div></div></div></div><br><br></div> </div> </div> </div></div></body></html>