[R] multivariate multi regression

[David Winsemius]

On Dec 13, 2010, at 8:46 PM, Bastiaan Bergman wrote:

> Hello,
>
>
> I want to model my data with the following model:
>
>
> Y1=X1*coef1+X2*coef2
> Y2=X1*coef2+X2*coef3
>
>
> Note: coef2 appears in both lines
>
> Xi, Yi is input versus output data respectively
>
> How can I do this in R?
>
> I got this far:
>
> lm(Y1~X1+X2,mydata)
>
> now how do I add the second line of the model including the cross
> dependency?

The usual way would be to extract coef2 from the object returned from  
the first invocation of lm(...)  and use it to calculate an offset  
term in a second model. It would not have any variance calculated  
since you are forcing it to be what was returned in the first model.  
Now, what is it that you are really trying to do with this procedure?

-- 
David.


David Winsemius, MD
West Hartford, CT