[R] re gression with multiple dependent variables?

Ben Bolker bolker at ufl.edu
Wed Oct 28 02:57:43 CET 2009

Rnewb wrote:
> 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

It's right there in TFM ... (?lm)

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

Y <- cbind(y1,y2,y3)


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