[R] how to run linear regression models at once

wangwallace talenttree at gmail.com
Fri Jan 7 16:04:40 CET 2011

hey, folks,

I have two very simple questions. I am not quite sure if I can do this using

so, I am analyzing a large data frame with thousands of variables. For

Dependent variables: d1, d2, d3 (i.e., there are three dependent variables)

Independent variables: s1, s2, s3, ......s1000 (i.e., there are 1000
independent variables)

now I want to run simple linear regression analyses of dependent variables
on independent variables. A laborious way to do this is running 1000 linear
regression models for each dependent variable separately. This would take a
lot of time. My question is: 

1) is there a easy way to run all 1000 linear regression analyses for each
dependent variable at once?  
2) after running all 1000 linear regression analyses at once, how can I
write 3000 regression weights (1000 regression weights for each dependent
variable)  and its significance level in to a file (e.g., csv, excel, ect).

Many thanks in advance!!
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