#I have got 3 dependent variables:
Y<-matrix(c(3,5,6,3,4,2,4,5,3,2,3,5,6,3,4,2,4,5,3,2,3,5,6,3,4,2,4,5,3,2), nrow
= 10, ncol=3, byrow=TRUE)
#I've got one independent variable:
X<-matrix(c(42,54,67,76,45,76,54,87,34,65), nrow = 10, ncol=1, byrow=TRUE)
summary(lm(Y~X))
and the result is as below:
Response Y1 :
Call:
lm(formula = Y1 ~ X)
Residuals:
Min 1Q Median 3Q Max
-1.5040 -0.8838 -0.3960 1.1174 2.1162
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 4.43507 1.70369 2.603 0.0315 *
X -0.01225 0.02742 -0.447 0.6668
---
Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1
Residual standard error: 1.401 on 8 degrees of freedom
Multiple R-squared: 0.02435, Adjusted R-squared: -0.09761
F-statistic: 0.1997 on 1 and 8 DF, p-value: 0.6668
Response Y2 :
Call:
lm(formula = Y2 ~ X)
Residuals:
Min 1Q Median 3Q Max
-1.4680 -0.8437 -0.2193 0.9050 1.9960
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.37994 1.50111 0.919 0.385
X 0.03867 0.02416 1.601 0.148
Residual standard error: 1.235 on 8 degrees of freedom
Multiple R-squared: 0.2426, Adjusted R-squared: 0.1479
F-statistic: 2.562 on 1 and 8 DF, p-value: 0.1481
Response Y3 :
Call:
lm(formula = Y3 ~ X)
Residuals:
Min 1Q Median 3Q Max
-1.7689 -0.7316 -0.1943 1.1448 2.0933
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 4.38913 1.70626 2.572 0.033 *
X -0.01149 0.02746 -0.418 0.687
---
Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1
Residual standard error: 1.403 on 8 degrees of freedom
Multiple R-squared: 0.0214, Adjusted R-squared: -0.1009
F-statistic: 0.175 on 1 and 8 DF, p-value: 0.6867
There are 3 F statistics, R2 and p-values. But I want just one R2 and pvalue
for my multivariate regression model.
> Date: Fri, 4 Feb 2011 08:23:39 -0500
> From: [email protected]
> To: [email protected]; [email protected]
> Subject: Re: [R] multivariate regression
>
> Please help us help you. Follow the posting rules and send us a copy of your
> code and output.
> John
> John Sorkin
> Chief Biostatistics and Informatics
> Univ. of Maryland School of Medicine
> Division of Gerontology and Geriatric Medicine
> [email protected]
> -----Original Message-----
> From: Deniz SIGIRLI <[email protected]>
> To: <[email protected]>
>
> 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 values for every dependent variable. I need one R2 and p
> value for the model.
> [[alternative HTML version deleted]]
>
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