That doesn't work, one would get two different answers depending on the order of execution.
The physics is: Overlay error on a Silicon wafer. One wafer has many flash fields, each flash field has multiple locations where the overlay error is measured (as: dX,dY offset). If one contemplates that the error is caused by a rotation of the flash field then we can say (dX,dY)=(-Y,X)*RotAngle. If in addition we have a scaling error: (dX,dY)=(X*XScale,Y*YScale) than the total model is: dX~X*XScale-Y*RotAngle dY~Y*YScale+X*RotAngle Now I want to find the values for XScale, YScale and RotAngle Length(dX)==length(dY)==length(X)==length(Y)==number of measured sites on a wafer Hope this clarifies... -----Original Message----- From: David Winsemius [mailto:dwinsem...@comcast.net] Sent: Monday, December 13, 2010 6:06 PM To: Bastiaan Bergman Cc: r-help@r-project.org Subject: Re: [R] multivariate multi regression On Dec 13, 2010, at 8:46 PM, Bastiaan Bergman wrote: > Hello, > > > I want to model my data with the following model: > > > Y1=X1*coef1+X2*coef2 > Y2=X1*coef2+X2*coef3 > > > Note: coef2 appears in both lines > > Xi, Yi is input versus output data respectively > > How can I do this in R? > > I got this far: > > lm(Y1~X1+X2,mydata) > > now how do I add the second line of the model including the cross > dependency? The usual way would be to extract coef2 from the object returned from the first invocation of lm(...) and use it to calculate an offset term in a second model. It would not have any variance calculated since you are forcing it to be what was returned in the first model. Now, what is it that you are really trying to do with this procedure? -- David. David Winsemius, MD West Hartford, CT ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.