R help - Apr 2013 - Multiple Multivariate regression in R with 50 independent variables

Hello all

Is there a method/package in R in which I can do regressions for more than
50 independent variables ?

Regards
The woods are lovely, dark and deep
But I have promises to keep
And miles before I go to sleep
And miles before I go to sleep
-----

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On Apr 18, 2013, at 21:24 , Nilesh Gupta wrote:
> Hello all
> 
> Is there a method/package in R in which I can do regressions for more than
> 50 independent variables ?
What's wrong with lm() et al.?

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com

Thanks to all , I solved the problem using William's suggestion.
Peter I agree with the theory issue and I will deal with that subsequently,
but I wanted to run this once .

Regards

The woods are lovely, dark and deep
But I have promises to keep
And miles to go before I sleep
And miles to go before I sleep
-----


On Sat, Apr 20, 2013 at 1:41 AM, Daniel Nordlund
<djnordlund@frontier.com>wrote:
> > -----Original Message-----
> > From: r-help-bounces@r-project.org
[mailto:r-help-bounces@r-project.org]
> > On Behalf Of Nilesh Gupta
> > Sent: Friday, April 19, 2013 10:26 AM
> > To: r-help@stat.math.ethz.ch
> > Subject: Re: [R] Multiple Multivariate regression in R with 50
> > independentvariables
> >
> > Ranjan
> >
> > I have multiple y's(stocks,2300 odd) which i want to run on 3
variables.
> > for 500 months. I assume this is multivariate regression for there are
> > multiple y's and multiple X's
> > as compared to univariate multiple regression wherein there is only
one y
> > and there are more than X's. If I were to pool these returns into
one big
> > data ( keeping apart the part where that makes sense from the theory
> point
> > of view) then that would be an example of univariate multiple
regression
> > As a further clarification my Y matrix is of order 500X2398 whereas my
X
> > matrix is of order 500X4. I am expecting a beta matrix of 4X2398,
> assuming
> > Y = X*Beta formulation
> >
> > The woods are lovely, dark and deep
> > But I have promises to keep
> > And miles before I go to sleep
> > And miles before I go to sleep
> > -----
> >
>
> Sorry, I don't have any help regarding your regression problem.  But, I
> see your quote of the last stanza of a Robert Frost poem.  Just wanted to
> point out that the correct quote is actually
>
>
> The woods are lovely, dark and deep
> But I have promises to keep
> And miles to go before I sleep
> And miles to go before I sleep
>
>
> Dan
>
> Daniel Nordlund
> Bothell, WA USA
>
>
>
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