Module RGLM in IMSLSFit a multivariate general linear model.
CALL RGLM (IDO, NROW, NCOL, X, LDX, INTCEP, NCLVAR, INDCL, NEF, NVEF, INDEF, IDEP, INDDEP, IFRQ, IWT, IDUMMY, ISUB, TOL, MAXCL, NCLVAL, CLVAL, IRBEF, B, LDB, R, LDR, D, IRANK, DFE, SCPE, LDSCPE, NRMISS, XMIN, XMAX)| L8f | Simultaneous regression |