Another way would be to consider this as a path model and use the sem or lavaan package to fit this model. Here is an example:
x <- rnorm(1000) e1 <- rnorm(1000) e2 <- e1 + rnorm(1000) e1 <- e1 + rnorm(1000) y1 <- 2 + 1*x + e1 y2 <- 4 + 2*x + e2 dat <- data.frame(x, y1, y2) model <- 'y1 ~ x y2 ~ x' fit <- sem(model, data=dat) summary(fit) However, note that you could just as well run two separate regressions: summary(lm(y1 ~ x)) summary(lm(y2 ~ x)) The results are virtually identical. Best, Wolfgang > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On Behalf Of Dimitris Rizopoulos > Sent: Thursday, August 25, 2011 20:28 > To: DHIMAN BHADRA > Cc: r-help@r-project.org > Subject: Re: [R] Bivariate normal regression in R > > 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. > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > 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. > > > > -- > Dimitris Rizopoulos > Assistant Professor > Department of Biostatistics > Erasmus University Medical Center > > Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands > Tel: +31/(0)10/7043478 > Fax: +31/(0)10/7043014 > Web: http://www.erasmusmc.nl/biostatistiek/ > > ______________________________________________ > 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. ______________________________________________ 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.