| 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
|
data |
an optional data frame, list or environment in which to interpret the
variables occurring in |
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 |
method |
method to be used by |
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 |
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.