Hi, I am not familiar enough with statistics yet. Please excuse me if my question is wrong. In the simplest form of linear regression, the data points are two list of scalars x_1, ..., x_n and y_1, ..., y_n. I am wondering if there is a linear regression for two lists of vectors X_1, ..., X_n and Y_1, ..., Y_n. 'lm' on two vectors, which works. But it seems that 'lm' does not work on two matrices. Is there a way to do a linear regression on two lists of vectors? Regards, Peng