hi, I considered multivariate multiple regression for respons, predictor, each 5 dimension. on going process, through initb <- eigen(temp)$vectors[,1:3] temp <- vhalf%*%Kproduct(Ir,initb) (herein 'vhalf' is root for inverse of covariance matrix and 'Kproduct' is Kronecker product) and then process regression. However, I have tried using the 'lm' function and i get the result, like this. ( 'xi' is 25 by 1 vector ) > reg <- lm(xi~temp) > > reg Call: lm(formula = xi ~ temp) Coefficients: (Intercept) temp1 temp2 temp3 temp4 temp5 temp6 temp7 -3.704e-15 2.434e-02 4.087e-02 NA -5.241e-01 -1.213e-02 NA -1.960e-02 temp8 temp9 temp10 temp11 temp12 temp13 temp14 temp15 6.516e-03 NA -6.651e-02 8.865e-02 NA 4.272e-02 -3.085e-02 NA Coefficients for multiple of three are 'NA'. I'd like get any value, so i directly tried to calculate using matrix. That result, > ginv(t(temp)%*%temp)%*%t(temp)%*%xi [,1] [1,] 0.0239396255 [2,] 0.0402622882 [3,] -0.0058317229 [4,] -0.5216032391 [5,] -0.0083355651 [6,] 0.0362961561 [7,] -0.0195581411 [8,] 0.0065824700 [9,] 0.0006407087 [10,] -0.0668295201 [11,] 0.0881623108 [12,] -0.0046706822 [13,] 0.0427419205 [14,] -0.0308143260 [15,] 0.0003160107 why don't I get coefficient value using the 'lm' function? and what's different to two way? I really need your help. I waiting your answer ! [1][Nmn9OQFrSBLEKLcn6umQCQ00] [@from=sluvsek&rcpt=r%2Dhelp%40r%2Dproject%2Eorg%2E&msgid=%3C20100924155914% 2EHM%2EM000000000E5rHm%40sluvsek%2Ewwl1049%2Ehanmail%2Enet%3E] References 1. mailto:sluvsek at hanmail.net