R: Fit Linear Models by Generalized Least Squares

lm.gls {MASS}

R Documentation

Fit Linear Models by Generalized Least Squares

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, list or environment 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