[R] multivariate regression and lm()

2012-03-16 Thread Ernest Lo
Hello, I would like to perform a multivariate regression analysis to model the relationship between m responses Y1, ... Ym and a single set of predictor variables X1, ..., Xr. Each response is assumed to follow its own regression model, and the error terms in each model can be correlated. Based

Re: [R] multivariate regression and lm()

2012-03-16 Thread John Fox
Dear Ernest, The ML estimator for the mulitvariate linear model assuming multinormal errors is the same as equation-by-equation LS, but multivariate tests performed for all of the responses on the resulting multivariate linear model object (e.g., by anova() or Anova() in the car package) will

Re: [R] multivariate regression

2011-02-05 Thread Uwe Ligges
On 04.02.2011 13:54, Deniz SIGIRLI wrote: How can I run multivariate linear regression in R (I have got 3 dependent variables and only 1 independent variable)? I tried lm function, but it gave different R2 and p values for every dependent variable. I need one R2 and p value for the model.

[R] multivariate regression

2011-02-04 Thread Deniz SIGIRLI
How can I run multivariate linear regression in R (I have got 3 dependent variables and only 1 independent variable)? I tried lm function, but it gave different R2 and p values for every dependent variable. I need one R2 and p value for the model.

Re: [R] multivariate regression

2011-02-04 Thread John Sorkin
: Deniz SIGIRLI denizsigi...@hotmail.com To: r-help@r-project.org Sent: 2/4/2011 7:54:56 AM Subject: [R] multivariate regression How can I run multivariate linear regression in R (I have got 3 dependent variables and only 1 independent variable)? I tried lm function, but it gave different R2 and p

Re: [R] Multivariate Regression Trees: how to identify sample units?

2010-09-14 Thread Gavin Simpson
On Tue, 2010-09-07 at 19:23 -0300, afso...@unisinos.br wrote: Dear friends, I am sudying the mvpart package, that implements Multivariate Regression Trees, aiming at applying it to a biogeographical dataset of tree speces in southern South America. My doubt is how to access plot

[R] Multivariate Regression Trees: how to identify sample units?

2010-09-07 Thread afsouza
Dear friends, I am sudying the mvpart package, that implements Multivariate Regression Trees, aiming at applying it to a biogeographical dataset of tree speces in southern South America. My doubt is how to access plot identities after the tree is produced. For us it is rather important,

Re: [R] Multivariate Regression with Weights

2008-08-09 Thread Arne Henningsen
-Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Sent: Monday, August 04, 2008 5:15 PM To: Zhang Yanwei - Princeton-MRAm Subject: RE: [R] Multivariate Regression with Weights the systemfit package can do that and the documentation is quite nice also

Re: [R] Multivariate Regression with Weights

2008-08-09 Thread Arne Henningsen
On Saturday 09 August 2008 23:25, Arne Henningsen wrote: -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Sent: Monday, August 04, 2008 5:15 PM To: Zhang Yanwei - Princeton-MRAm Subject: RE: [R] Multivariate Regression with Weights the systemfit package

Re: [R] Multivariate regression with constraints

2008-08-08 Thread Zhang Yanwei - Princeton-MRAm
: Friday, August 08, 2008 12:57 PM To: Zhang Yanwei - Princeton-MRAm Cc: r-help@r-project.org Subject: Re: [R] Multivariate regression with constraints Hi Zhang , take a look to sur package http://www.systemfit.org/ regards, Patrizio Frederic

Re: [R] Multivariate regression with constraints

2008-08-08 Thread Zhang Yanwei - Princeton-MRAm
PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Zhang Yanwei - Princeton-MRAm Sent: Friday, August 08, 2008 1:26 PM To: Patrizio Frederic Cc: r-help@r-project.org Subject: Re: [R] Multivariate regression with constraints Thanks. If I set the coefficient of p1 equal to zero, then I only have three

[R] Multivariate Regression with Weights

2008-08-04 Thread Zhang Yanwei - Princeton-MRAm
Hi all, I'd like to fit a multivariate regression with the variance of the error term porportional to the predictors, like the WLS in the univariate case. y_1~x_1+x_2 y_2~x_1+x_2 var(y_1)=x_1*sigma_1^2 var(y_2)=x_2*sigma_2^2 cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2 How can I specify

Re: [R] Multivariate Regression with Weights

2008-08-04 Thread Zhang Yanwei - Princeton-MRAm
Subject: RE: [R] Multivariate Regression with Weights the systemfit package can do that and the documentation is quite nice also. On Mon, Aug 4, 2008 at 4:39 PM, Zhang Yanwei - Princeton-MRAm wrote: Hi all, I'd like to fit a multivariate regression with the variance of the error term