[R] re gression with multiple dependent variables?
bolker at ufl.edu
Wed Oct 28 02:57:43 CET 2009
> 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.
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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