lm.gls {MASS} R Documentation

## Fit Linear Models by Generalized Least Squares

### Description

Fit linear models by Generalized Least Squares

### Usage

lm.gls(formula, data, W, subset, na.action, inverse = FALSE,
method = "qr", model = FALSE, x = FALSE, y = FALSE,
contrasts = NULL, ...)


### Arguments

 formula a formula expression as for regression models, of the form response ~ predictors. See the documentation of formula for other details. data an optional data frame, list or environment in which to interpret the variables occurring in formula. W a weight matrix. subset expression saying which subset of the rows of the data should be used in the fit. All observations are included by default. na.action a function to filter missing data. inverse logical: if true W specifies the inverse of the weight matrix: this is appropriate if a variance matrix is used. method method to be used by lm.fit. model should the model frame be returned? x should the design matrix be returned? y should the response be returned? contrasts a list of contrasts to be used for some or all of ... additional arguments to lm.fit.

### Details

The problem is transformed to uncorrelated form and passed to lm.fit.

### Value

An object of class "lm.gls", which is similar to an "lm" object. There is no "weights" component, and only a few "lm" methods will work correctly. As from version 7.1-22 the residuals and fitted values refer to the untransformed problem.

gls, lm, lm.ridge