Consider the obama_vs_mccain dataset:

 

                  State Region Obama McCain Turnout Unemployment Income Population Catholic Protestant ...
1               Alabama     IV 38.74  60.32    61.6          5.9  22732    4802982        6         80 
2                Alaska      X 37.89  59.42    68.0          6.6  29382     721523       NA         NA 
3               Arizona     IX 44.91  53.39    55.7          7.1  25203    6412700       29         44 
4              Arkansas     VI 38.86  58.72    53.1          5.8  20977    2926229        8         79 
5            California     IX 60.94  36.91    62.0          8.2  29020   37341989       37         35 
6              Colorado   VIII 53.66  44.71    70.8          5.4  29679    5044930       21         49 
7           Connecticut      I 60.59  38.22      NA          6.2  36468    3581628       38         36 
8  District of Columbia    III 92.46   6.53    62.0          7.4  40846     601723       13         59 
9              Delaware    III 61.91  36.93    66.7          5.9  28935     900877       26         48 
10              Florida     IV 50.91  48.10    67.4          7.3  26503   18900773       27         49 
...

 

Run a linear regression of Obama as the dependent variable and Turnout, Unemployment, Income, Protestant, Black and Urbanization as the (main) independent variables (the last two variables are not shown above, but you can trust that they are contained in the dataset). Exclude the District of Columbia, which will be an outlier. Store your result in an object called obama_lm.

(from: Cotton, 2013, Learning R, O’Reilly)