One possibility is function gls() from package nlme.
Best,
Dimitris
On 8/25/2011 8:22 PM, DHIMAN BHADRA wrote:
Hello everyone,
I need to fit a bivariate normal regression model to a dataset where the
same covariate (say, X) influences two separate but correlated responses
(say, Y1 and Y2). So, the bivariate
model would look like :
Y1 = a1 + b1*X + e1
Y2 = a2 + b2*X + e2
where e1 and e2 are error terms which can be correlated. Is there any
package in R which can help me fit this model ? Any help will be
appreciated.
Best regards,
Dhiman Bhadra
Worcester Polytechnic Institute,
100 Institute Road, Worcester, Ma : 01609.
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Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center
Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
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