[R] how to do regression analysis for multiple dependent variables at once

[Thomas Lumley]

On Sat, 15 Feb 2003, Jonathan Baron wrote:
>
> lm(cbind(d1,d2,d3,d4,d5)~x1*x2)
>
> This is because the dependent variable in lm() can be a matrix
> instead of a vector.
>
> It says this in "In introduction to R" under "Formula for
> statistical models."  But I could not find this in the help page
> for lm() or formula().

There's an allusion to it in describing the value returned by lm(), but
I'll add an actual description.

	-thomas