misaem (version 1.0.1)

miss.lm.fit: Fitting Linear Regression Model with Missing Values

Description

This function is used inside miss.lm to fit linear regression model with missing values, by EM algorithm.

Usage

miss.lm.fit(x, y, control = list())

Arguments

x

design matrix with missingness \(N \times p\).

y

response vector \(N \times 1\).

control

a list of parameters for controlling the fitting process. For miss.lm.fit this is passed to miss.lm.control.

Value

a list with following components:

coefficients

Estimated \(\beta\).

ll

Observed log-likelihood.

s.resid

Estimated standard error for residuals.

s.err

Standard error for estimated parameters.

mu.X

Estimated \(\mu\).

Sig.X

Estimated \(\Sigma\).

Examples

# NOT RUN {
## For examples see example(miss.lm)
# }