On Sun, 18 Feb 2007 07:46:56 +0000 (GMT) Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
On Sat, 17 Feb 2007, Ranjan Maitra wrote:
Dear list,
I have a 4-dimensional array Y of dimension 330 x 67 x 35 x 51. I have a
design matrix X of dimension 330 x 4. I want to fit a linear regression
of each
lm( Y[, i, j, k] ~ X). for each i, j, k.
Can I do it in one shot without a loop?
Yes.
YY <- YY
dim(YY) <- c(330, 67*35*51)
fit <- lm(YY ~ X)
Actually, I am also interested in getting the p-values of some of the
coefficients -- lets say the coefficient corresponding to the second
column of the design matrix. Can the same be done using array-based
operations?
Use lapply(summary(fit), function(x) coef(x)[3,4]) (since there is a
intercept, you want the third coefficient).
In this context, can one also get the variance-covariance matrix of the coefficients?