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
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> PLEASE do read the posting guide http://www.R-project.org/posting-
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> and provide commented, minimal, self-contained, reproducible code.
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