[R] Speed up computing: looping through data?

[Andy Weller]

Dear all,

Please excuse my ignorance, but I am having difficulty with this, and am 
unable to find help on the website/Google.

I have a series of explanatory variables that I am aiming to get 
parsimony out of.

For example, if I have 10 variables, a-j, I am initially looking at the 
linear relationships amongst them:

my.lm1 <- lm(a ~ b+c+d+e+f+g+h+i+j, data=my.data)
summary(my.lm1)
my.lm2 <- lm(b ~ a+c+d+e+f+g+h+i+j, data=my.data)
etc

Instead of repeatedly typing this in, is there a way to construct a 
(for) loop of some description to semi-automate this process?

In addition, I have several response variables. Instead of examining 
these individually against the explanatory variables, is there a way to 
'group' all response and explanatory variables and then look at all the 
linear relationship amongst all these variables? I have tried:

my.group1 <- c(a,b,c,d,e,f,g,h,i,j)
my.group2 <- c(k,l,m,n,o,p,q,r,s,t)
my.lm3 <- lm(my.group1 ~ my.group2)

to no avail.

Thanks for your help, Andy