you need to be more clear on your question...

what is it (exactly) that you want? Is it the following?

y1 ~ x1 + ... + xm
y2 ~ x1 + ... + xm
...
yn ~ x1 + ... + xm

?

if so:

lm(cbind(y1, y2, ..., yn) ~ x1+x2+...+xm)

b

On Dec 24, 2009, at 3:33 PM, Hao Cen wrote:

> Hi,
> 
> I have multiple responses y1, y2, .., yn, and would like to do linear
> regression for each of them with x1, x2, ..., xm. Instead of doing
> regression n times, it it possible to do it all at once?
> 
> I tried lm(y1+y2 ~ x1 + x2 + x3) and lm added y1 y2 and then did the
> regression.
> 
> thanks
> 
> Jeff
> 
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