[R] multivariate regression using R
Peter Dalgaard
p.dalgaard at biostat.ku.dk
Fri Jul 8 00:35:10 CEST 2005
"Lusk, Jeffrey J" <jjlusk at purdue.edu> writes:
> Does anyone know if there is a way to run multivariate linear regression
> in R? I tried using the lm function (e.g., lm(dv1, dv2~iv1+iv2+iv3),
> but got error messages. Is my syntax wrong, or do I need a particular
> package?
You need a matrix response: lm(cbind(dv1,dv2)~iv1+iv2+iv3) should do.
There is an anova() method for comparing the resulting "mlm" objects.
And yes, your syntax is wrong: you're calling lm with 2 arguments, dv1
and dv2~iv1+iv2+iv3.
--
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