I have the following lm with a vector of dependent variables:
> fit<-lm(cbind(X1m, X3m, X6m, X1y, X2y, X3y, X5y, X6y, X10y,
X20y, X
I've found tidy in the broom package useful for this:
fit <- lm(y ~ x, data.frame(x=1:10, y=rnorm(10))) # dummy example
library(broom)
tidy(fit)
# result is a data.frame:
# term estimate std.error statistic p.value
#1 (Intercept) -0.3317979 1.2034887 -0.2756967 0.7897685
#2 x -0.0663678 0.1939598 -0.3421730 0.7410364