From: Thomas W Blackwell (tblackw@umich.edu)
Date: Sat 28 Jun 2003 - 04:49:36 EST
Message-id: <Pine.SOL.4.44.0306271444140.28076-100000@zektor.gpcc.itd.umich.edu>
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.
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