The example for multivariate linear regression in the docs does not work.

[YonghyunRyu]

This example does not work because of DimensionMismatch

using MultivariateStats
X = rand(1000, 3)
A0, b0 = rand(3, 5), rand(1, 5)
Y = (X * A0 .+ b0) + 0.1 * randn(1000, 5)

# solve using llsq
sol = llsq(X, Y)

# extract results
A, b = sol[1:end-1,:], sol[end,:]

# do prediction
Yp = X * A .+ b

[wildart]

Prediction calculation must have transposed b vector

Yp = X * A .+ b'