 <p>"mlm" model class is not widely known by <code>lm()</code> users. For an introductory example, please refer to <a href="http://stackoverflow.com/q/39262534/4891738">Fitting a linear model with multiple LHS</a>. Also read <a href="http://stackoverflow.com/q/15296833/4891738">Run lm with multiple responses and weights</a> for the limitations of "mlm".</p> <hr> <p>R does not have full support for "mlm" class at the moment. Here is an overview:</p> <ul> <li><p>The following generic functions work and would return a matrix:</p> <pre><code>coef(), residuals(), fitted(), vcov() </code></pre></li> <li><p>The following generic functions work and would return a list:</p> <pre><code>summary(), anova() </code></pre></li> <li><p>The following generic functions have limited support for "mlm":</p> <pre><code>predict() </code></pre></li> <li><p>The following generic functions do not work at all for "mlm":</p> <pre><code>rstandard(), plot(), confint() </code></pre></li> </ul> <hr> <p>The aim of this wiki page is to direct "mlm" users to efficient solutions of various inference and diagnostic tasks. Here is a good collection:</p> <p><strong>Model Summary</strong></p> <ul> <li><a href="http://stackoverflow.com/q/19740292/4891738">Obtain standard errors of regression coefficients for an “mlm” object returned by <code>lm()</code></a></li> <li><a href="http://stackoverflow.com/q/15820623/4891738">Obtain t-statistic for regression coefficients of an “mlm” object returned by <code>lm()</code></a></li> <li><a href="http://stackoverflow.com/q/28442141/4891738">Get confidence intervals for regression coefficients of “mlm” object returned by <code>lm()</code></a></li> <li><a href="http://stackoverflow.com/q/15254543/4891738">Obtain residual standard errors of an “mlm” object returned by <code>lm()</code></a></li> </ul> <p><strong>Model Prediction</strong></p> <ul> <li><a href="http://stackoverflow.com/q/39553770/4891738">Prediction of 'mlm' linear model object from <code>lm()</code></a></li> <li><a href="http://stackoverflow.com/q/40710992/4891738">Applying lm() and predict() to multiple columns in a data frame</a></li> </ul> <p><strong>Model Diagnostic</strong></p> <ul> <li><a href="http://stackoverflow.com/q/39562631/4891738">Obtain standardised residuals and “Residual v.s. Fitted” plot for “mlm” object from <code>lm()</code></a></li> </ul> <hr> <p>Please read above questions carefully, and only ask a new question when it is not answered in above.</p>