[R] FW: multivariate regression

[Mark Difford]

Deniz,

>> There are 3 F statistics, R2 and p-values. But I want just one R2 and
>> pvalue for my multivariate 
>> regression model.

Which is as it should.

Maybe the following will help, but we are making the dependent variables the
independent variables, which may or may not be what you really have in mind.
(Otherwise, as Uwe has said, you need to specify how "this one R^2 / p-value
should be defined from your point of view".)

> summary(lm(X~Y))

Call:
lm(formula = X ~ Y)

Residuals:
    Min      1Q  Median      3Q     Max 
-20.329  -9.770   0.271  11.167  18.986 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)  
(Intercept)   65.663     31.464   2.087    0.082 .
Y1            -4.232      4.616  -0.917    0.395  
Y2             6.846      4.181   1.637    0.153  
Y3            -4.145      4.616  -0.898    0.404  
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 

Residual standard error: 16.64 on 6 degrees of freedom
Multiple R-squared: 0.3641,     Adjusted R-squared: 0.04622 
F-statistic: 1.145 on 3 and 6 DF,  p-value: 0.4041
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