An object returned by the gls
function, inheriting from class
"gls"
and representing a generalized least squares fitted linear
model. Objects of this class have methods for the generic functions
anova
, coef
, fitted
, formula
,
getGroups
, getResponse
, intervals
, logLik
,
plot
, predict
, print
, residuals
,
summary
, and update
.
The following components must be included in a legitimate "gls"
object.
an approximate covariance matrix for the
variance-covariance coefficients. If apVar = FALSE
in the list
of control values used in the call to gls
, this
component is equal to NULL
.
a list containing an image of the gls
call that
produced the object.
a vector with the estimated linear model coefficients.
a list of the contrast matrices used to represent factors in the model formula. This information is important for making predictions from a new data frame in which not all levels of the original factors are observed. If no factors are used in the model, this component will be an empty list.
a list with basic dimensions used in the model fit,
including the components N
- the number of observations in
the data and p
- the number of coefficients in the linear
model.
a vector with the fitted values.
an object inheriting from class glsStruct
,
representing a list of linear model components, such as
corStruct
and varFunc
objects.
a vector with the correlation structure grouping factor, if any is present.
the log-likelihood at convergence.
the estimation method: either "ML"
for maximum
likelihood, or "REML"
for restricted maximum likelihood.
the number of iterations used in the iterative algorithm.
a vector with the residuals.
the estimated residual standard error.
an approximate covariance matrix of the coefficients estimates.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
gls
, glsStruct