lm.gls
From MASS v7.347
by Brian Ripley
Fit linear models by Generalized Least Squares
 Keywords
 models
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 offormula
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
.
Details
The problem is transformed to uncorrelated form and passed 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 7.122 the residuals and
fitted values refer to the untransformed problem.
See Also
Community examples
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