Rnewb, Have you given any thought to multivariate linear regression (i.e. MAOVA in which there are multiple dependent variables )? This type of regression makes a number of assumptions beyond the "usual" regression model including multivariate normality of the outcome variables, but can be very useful in the situation you describe. John
John David Sorkin M.D., Ph.D. Chief, Biostatistics and Informatics University of Maryland School of Medicine Division of Gerontology Baltimore VA Medical Center 10 North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing) >>> "Daniel Malter" <dan...@umd.edu> 10/27/2009 11:17 PM >>> Hi, cbind the dependent variables such as in: x=rnorm(100) e1=rnorm(100) e2=rnorm(100) e3=rnorm(100) y1=2*x+e1 y2=-1*x+e2 y3=0.7*x+e3 reg=lm(cbind(y1,y2,y3)~x) summary(reg) Cheers, Daniel ------------------------- cuncta stricte discussurus ------------------------- -----Ursprüngliche Nachricht----- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Rnewb Gesendet: Tuesday, October 27, 2009 9:44 PM An: r-help@r-project.org Betreff: [R] re gression with multiple dependent variables? 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 -- View this message in context: http://www.nabble.com/regression-with-multiple-dependent-variables--tp260880 25p26088025.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Confidentiality Statement: This email message, including any attachments, is for th...{{dropped:6}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
