How can I run multivariate linear regression in R (I have got 3 dependent variables and only 1 independent variable)? I tried lm function, but it gave different R2 and p values for every dependent variable. I need one R2 and p value for the model. [[alternative HTML version deleted]]
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John Sorkin
Chief Biostatistics and Informatics
Univ. of Maryland School of Medicine
Division of Gerontology and Geriatric Medicine
JSorkin at grecc.umaryland.edu
-----Original Message-----
From: Deniz SIGIRLI <denizsigirli at hotmail.com>
To: <r-help at r-project.org>
Sent: 2/4/2011 7:54:56 AM
Subject: [R] multivariate regression
How can I run multivariate linear regression in R (I have got 3 dependent
variables and only 1 independent variable)? I tried lm function, but it gave
different R2 and p values for every dependent variable. I need one R2 and p
value for the model.
[[alternative HTML version deleted]]
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On 04.02.2011 13:54, Deniz SIGIRLI wrote:> > How can I run multivariate linear regression in R (I have got 3 dependent variables and only 1 independent variable)? I tried lm function, but it gave different R2 and p values for every dependent variable. I need one R2 and p value for the model.Well, then you have to tell us how this one R^2 / p-value should be defined from your point of view. Uwe Ligges> [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
#I have got 3 dependent variables:
Y<-matrix(c(3,5,6,3,4,2,4,5,3,2,3,5,6,3,4,2,4,5,3,2,3,5,6,3,4,2,4,5,3,2),
nrow = 10, ncol=3, byrow=TRUE)
#I've got one independent variable:
X<-matrix(c(42,54,67,76,45,76,54,87,34,65), nrow = 10, ncol=1, byrow=TRUE)
summary(lm(Y~X))
and the result is as below:
Response Y1 :
Call:
lm(formula = Y1 ~ X)
Residuals:
Min 1Q Median 3Q Max
-1.5040 -0.8838 -0.3960 1.1174 2.1162
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 4.43507 1.70369 2.603 0.0315 *
X -0.01225 0.02742 -0.447 0.6668
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 1.401 on 8 degrees of freedom
Multiple R-squared: 0.02435, Adjusted R-squared: -0.09761
F-statistic: 0.1997 on 1 and 8 DF, p-value: 0.6668
Response Y2 :
Call:
lm(formula = Y2 ~ X)
Residuals:
Min 1Q Median 3Q Max
-1.4680 -0.8437 -0.2193 0.9050 1.9960
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.37994 1.50111 0.919 0.385
X 0.03867 0.02416 1.601 0.148
Residual standard error: 1.235 on 8 degrees of freedom
Multiple R-squared: 0.2426, Adjusted R-squared: 0.1479
F-statistic: 2.562 on 1 and 8 DF, p-value: 0.1481
Response Y3 :
Call:
lm(formula = Y3 ~ X)
Residuals:
Min 1Q Median 3Q Max
-1.7689 -0.7316 -0.1943 1.1448 2.0933
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 4.38913 1.70626 2.572 0.033 *
X -0.01149 0.02746 -0.418 0.687
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 1.403 on 8 degrees of freedom
Multiple R-squared: 0.0214, Adjusted R-squared: -0.1009
F-statistic: 0.175 on 1 and 8 DF, p-value: 0.6867
There are 3 F statistics, R2 and p-values. But I want just one R2 and pvalue for
my multivariate regression model.
> Date: Fri, 4 Feb 2011 08:23:39 -0500
> From: jsorkin@grecc.umaryland.edu
> To: denizsigirli@hotmail.com; r-help@r-project.org
> Subject: Re: [R] multivariate regression
>
> Please help us help you. Follow the posting rules and send us a copy of
your code and output.
> John
> John Sorkin
> Chief Biostatistics and Informatics
> Univ. of Maryland School of Medicine
> Division of Gerontology and Geriatric Medicine
> JSorkin@grecc.umaryland.edu
> -----Original Message-----
> From: Deniz SIGIRLI <denizsigirli@hotmail.com>
> To: <r-help@r-project.org>
>
> Sent: 2/4/2011 7:54:56 AM
> Subject: [R] multivariate regression
>
>
> How can I run multivariate linear regression in R (I have got 3 dependent
variables and only 1 independent variable)? I tried lm function, but it gave
different R2 and p values for every dependent variable. I need one R2 and p
value for the model.
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
> Confidentiality Statement:
> This email message, including any attachments, is for ...{{dropped:5}}
Deniz,>> There are 3 F statistics, R2 and p-values. But I want just one R2 and >> pvalue for my multivariate >> regression model.Which is as it should. Maybe the following will help, but we are making the dependent variables the independent variables, which may or may not be what you really have in mind. (Otherwise, as Uwe has said, you need to specify how "this one R^2 / p-value should be defined from your point of view".)> summary(lm(X~Y))Call: lm(formula = X ~ Y) Residuals: Min 1Q Median 3Q Max -20.329 -9.770 0.271 11.167 18.986 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 65.663 31.464 2.087 0.082 . Y1 -4.232 4.616 -0.917 0.395 Y2 6.846 4.181 1.637 0.153 Y3 -4.145 4.616 -0.898 0.404 --- Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 Residual standard error: 16.64 on 6 degrees of freedom Multiple R-squared: 0.3641, Adjusted R-squared: 0.04622 F-statistic: 1.145 on 3 and 6 DF, p-value: 0.4041 -- View this message in context: http://r.789695.n4.nabble.com/multivariate-regression-tp3260141p3263712.html Sent from the R help mailing list archive at Nabble.com.