MASS (version 7.3-47)

lm.gls:

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 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.

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.

Details

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

See Also

gls, lm, lm.ridge