lmWithCov: Uses covariance/correlation matrix for calculate OLS
Description
Calculate regression coefficients and \(R^2\) for an OLS regression.
Could be used with dominanceAnalysis to
perform a dominance analysis without the original data.
Usage
lmWithCov(f, x)
Arguments
f
formula for lm model
x
correlation/covariance matrix
Value
coef
regression coefficients
r.squared
\(R^2\) or coefficient of determination
formula
formula provided as parameter
cov
covariance/correlation matrix provided as parameter
# NOT RUN {cov.m<-matrix(c(1,0.2,0.3, 0.2,1,0.5,0.3,0.5,1),3,3,
dimnames=list(c("x1","x2","y"),c("x1","x2","y")))
lm.cov<-lmWithCov(y~x1+x2,cov.m)
da<-dominanceAnalysis(lm.cov)
# }