I've done a lot of research on this very topic and found a few solutions. But all the ways I've discovered involve loops.
Applying it to what you want, the best way I've found is to do (stolen from an experienced R user, of course): y<-array(rnorm(100),dim=c(10,10)) x<-array(rnorm(100),dim=c(10,10)) regg<-list() for(i in 1:ncol(y)) { regg[[i]]<-lm(y[,i]~x[,i]) } Now the reason I've stuck onto the list() method is because the output is still in lm() format. So you can write neat functions to extract every statistic you want off summary(regg[[N]]). ----- ---- Isaac Research Assistant Quantitative Finance Faculty, UTS -- View this message in context: http://r.789695.n4.nabble.com/Linear-regression-using-matrices-tp4260945p4260988.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.