Hi, cbind the dependent variables such as in: x=rnorm(100) e1=rnorm(100) e2=rnorm(100) e3=rnorm(100)
y1=2*x+e1 y2=-1*x+e2 y3=0.7*x+e3 reg=lm(cbind(y1,y2,y3)~x) summary(reg) Cheers, Daniel ------------------------- cuncta stricte discussurus ------------------------- -----Ursprüngliche Nachricht----- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Rnewb Gesendet: Tuesday, October 27, 2009 9:44 PM An: r-help@r-project.org Betreff: [R] re gression with multiple dependent variables? i have a series of regressions i need to run where everything is the same except for the dependent variable, e.g.: lm(y1 ~ x1+x2+x3+x4+x5, data=data) lm(y2 ~ x1+x2+x3+x4+x5, data=data) lm(y3 ~ x1+x2+x3+x4+x5, data=data) is it possible to run all these regs with a single command? given that the bulk of the work for linear regressions is inverting a matrix that depends only on the independent variables, it seems like a waste to do it over and over for each new dependent variable. thanks, Rnewb -- View this message in context: http://www.nabble.com/regression-with-multiple-dependent-variables--tp260880 25p26088025.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
