[R] lm for matrix of response...

Prof Brian Ripley ripley at stats.ox.ac.uk
Mon Jun 11 07:51:07 CEST 2007

On Sun, 10 Jun 2007, vinod gullu wrote:

> Dear All,
> 1)Can I use lm() to fit more than one response in
> single expression. e.g data is a matrix of these
> variables
> R1 R2 R3  X Y Z
> 1 2 1 1 2 3
> ....
> Now i wnat to fit R1:R3 ~ X+Y+Z.

?lm says

      If 'response' is a matrix a linear model is fitted separately by
      least-squares to each column of the matrix.

so cbind(R1,R2,R3) ~ X+Y+Z

> 2) How can i use Singular Value decomposition (SVD) as
> an alternate to lsq.

See ?svd.

Note that SVD is not a model-fitting criterion, and can be used to fit by 
least squares.  If you mean something else, please study the posting guide 
and tell us precisely what you mean, with references.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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