lsfit {stats}

R Documentation

Find the Least Squares Fit

Description

The least squares estimate of \beta in the model

\bold{Y} = \bold{X \beta} + \bold{\epsilon}

is found.

Usage

lsfit(x, y, wt = NULL, intercept = TRUE, tolerance = 1e-07,
      yname = NULL)

Arguments

x	a matrix whose rows correspond to cases and whose columns correspond to variables.
y	the responses, possibly a matrix if you want to fit multiple left hand sides.
wt	an optional vector of weights for performing weighted least squares.
intercept	whether or not an intercept term should be used.
tolerance	the tolerance to be used in the matrix decomposition.
yname	names to be used for the response variables.

Details

If weights are specified then a weighted least squares is performed with the weight given to the j-th case specified by the j-th entry in wt.

If any observation has a missing value in any field, that observation is removed before the analysis is carried out. This can be quite inefficient if there is a lot of missing data.

The implementation is via a modification of the LINPACK subroutines which allow for multiple left-hand sides.

Value

A list with the following named components:

coef	the least squares estimates of the coefficients in the model (\beta as stated above).
residuals	residuals from the fit.
intercept	indicates whether an intercept was fitted.
qr	the QR decomposition of the design matrix.

References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

See Also

lm which usually is preferable; ls.print, ls.diag.

Examples

##-- Using the same data as the lm(.) example:
lsD9 <- lsfit(x = unclass(gl(2, 10)), y = weight)
ls.print(lsD9)

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