Here is another approach using the same data as in John Fox's reply. His is probably superior but this does have the advantage that its very simple. Note that it gives the same coefficients and R squared to several decimal places. We just simulate a data set with the given means and variance covariance matrix
> library(car) # for Duncan > library(MASS) # for mvrnorm > set.seed(1) > DF <- mvrnorm(10000, colMeans(data), var(data), empirical = TRUE) > summary(lm(prestige ~ income + education, as.data.frame(DF))) Call: lm(formula = prestige ~ income + education, data = as.data.frame(DF)) Residuals: Min 1Q Median 3Q Max -49.0377 -8.7332 0.2068 8.8342 50.2737 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -6.064663 0.277576 -21.85 <2e-16 *** income 0.598733 0.007756 77.19 <2e-16 *** education 0.545834 0.006368 85.71 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 13.06 on 9997 degrees of freedom Multiple R-Squared: 0.8282, Adjusted R-squared: 0.8281 F-statistic: 2.409e+04 on 2 and 9997 DF, p-value: < 2.2e-16 On 10/14/06, John Sorkin <[EMAIL PROTECTED]> wrote: > R 2.2.0 > windows XP > > How can I perform a regression analyses using a vector of means, a > variance-covariance matrix? I looked at the help screen for lm and did > not see any option for using the afore mentioned structures as input to > lm. > Thanks, > John > > John Sorkin M.D., Ph.D. > Chief, Biostatistics and Informatics > Baltimore VA Medical Center GRECC, > University of Maryland School of Medicine Claude D. Pepper OAIC, > University of Maryland Clinical Nutrition Research Unit, and > Baltimore VA Center Stroke of Excellence > > University of Maryland School of Medicine > Division of Gerontology > Baltimore VA Medical Center > 10 North Greene Street > GRECC (BT/18/GR) > Baltimore, MD 21201-1524 > > (Phone) 410-605-7119 > (Fax) 410-605-7913 (Please call phone number above prior to faxing) > [EMAIL PROTECTED] > > Confidentiality Statement: > This email message, including any attachments, is for the so...{{dropped}} > > ______________________________________________ > R-help@stat.math.ethz.ch 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. > ______________________________________________ R-help@stat.math.ethz.ch 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.