Thank you so much for your time. I am running an analysis where I explore the association of the same predictors across multiple outcomes (these outcomes are correlated). My understanding is that when I run this in R:
lm.all <- lm(cbind(outcome1, outcome2, outcome3) ~ age + sex + education, data = df)
That when using
summary(lm.all) the output is the same as running multiple univariate regressions (so per each outcome). How do I take into account the correlations between my outcomes?