I am quite new to R and I am having trouble figuring out how to select variables in a multivariate linear regression in R. My google-foo also did not find anything. Pretend I have the following formulas: P = aX + bY Q = cZ + bY I have a data frame with column P, Q, X, Y, Z and I need to find a, b and c. If I do a simple multivariate regression: result <- lm( cbind( P, Q ) ~ X + Y + Z - 1 ) It calculates a coefficient for "c" on P's regression and for "a" on Q's regression. If I calculate the regressions individually then "b" will be different in each regression. How can I select the variables to consider in a multivariate regression? I.e., how do I tell R to ignore cZ when calculating P, and ignore aX when calculating Q? Thank you, Edson -- Edson Tirelli Principal Software Engineer Red Hat Business Systems and Intelligence Group [[alternative HTML version deleted]]