[R] regression for several responses

[Thomas W Blackwell]

Martin  -

My recollection is that if the left hand side in a model formula
is a matrix (in your case an [n x 100] matrix) then either lm()
or glm() will return a matrix of coefficients.  These are the point
estimates for a multivariate regression (meaning, multivariate
response).  I hunted just a bit:  help("lm"), help("glm"),
help.search("multivariate"),  but I have not found where this
behavior is documented in R.  I'm sure it is documented somewhere.

-  tom blackwell  -  u michigan medical school  -  ann arbor  -

On Fri, 27 Jun 2003, Martin Wegmann wrote:

> hello,
>
> I only want to get the slope of a linear regression of ca. 100 variables
> against time.
>
> I can do for each response (100 times)
> var1.lm <- lm(response~predictor)
>
> but I thought that there might be an easier way of doing this. If I am
> including more variables it is doing a multiple regression and the output
> (slope) differs.