For my thesis work, I have to deal with Multivariate multiple regression, while in my studies I only have dealt with multivariate regression (one regressand and multiple regressors). Now I have multiple response variables (Y) which are continuous.
My understanding is that although lm() handles vector Y's on the left-hand side of the model formula, it really just fits m separate lm models.
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To @Rainer Duesing
In my work, I'm dealing with a functional response so I wrote the response data on a common finite grid and now what I need to predict is the row-stacked matrix Y.
You can use the lm() function to conduct a multivariate regression. You'll just need to add the cbind() command to specify the DVs in the following way:
model
Blaine Tomkins many thanks for the great reference. Virginie Marchionni Only from a pactical point of view: why are you interested in a multivariate regression instead of simple multiple regression models?
Take a look in mvlm and mvabund. I believe you'll find some useful.
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