[R] linear regression between two lists of vectors?

[Peng Yu]

Hi,

I am not familiar enough with statistics yet. Please excuse me if my
question is wrong.

In the simplest form of linear regression, the data points are two
list of scalars x_1, ..., x_n and y_1, ..., y_n. I am wondering if
there is a linear regression for two lists of vectors X_1, ..., X_n
and Y_1, ..., Y_n.

'lm' on two vectors, which works. But it seems that 'lm' does not work
on two matrices. Is there a way to do a linear regression on two lists
of vectors?

Regards,
Peng