How can I express multiple response variables for linear model?
For example, I can do this with single response variable
lm(Y1 ~ X1+X2+X3, data=somedata)
But if I want to use Y1-Y100 response variable in the model, how can I do that?
UPDATE: I am hasty. I just found an answer from http://www.mail-archive.com/r-help@r-project.org/msg73770.html
with(data, lm.fit(x=cbind(Intercept=1,x1,x2,x3), y=cbind(y1,y2,y3)))
and this one works too
lm(cbind(Y1,Y2,Y3) ~ X1+X2+X3, data=somedata)