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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Fit Linear Models by Generalized Least Squares</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for lm.gls {MASS}"><tr><td>lm.gls {MASS}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2> Fit Linear Models by Generalized Least Squares </h2> <h3>Description</h3> <p>Fit linear models by Generalized Least Squares </p> <h3>Usage</h3> <pre> lm.gls(formula, data, W, subset, na.action, inverse = FALSE, method = "qr", model = FALSE, x = FALSE, y = FALSE, contrasts = NULL, ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>formula</code></td> <td> <p>a formula expression as for regression models, of the form <code>response ~ predictors</code>. See the documentation of <code>formula</code> for other details. </p> </td></tr> <tr valign="top"><td><code>data</code></td> <td> <p>an optional data frame in which to interpret the variables occurring in <code>formula</code>. </p> </td></tr> <tr valign="top"><td><code>W</code></td> <td> <p>a weight matrix. </p> </td></tr> <tr valign="top"><td><code>subset</code></td> <td> <p>expression saying which subset of the rows of the data should be used in the fit. All observations are included by default. </p> </td></tr> <tr valign="top"><td><code>na.action</code></td> <td> <p>a function to filter missing data. </p> </td></tr> <tr valign="top"><td><code>inverse</code></td> <td> <p>logical: if true <code>W</code> specifies the inverse of the weight matrix: this is appropriate if a variance matrix is used. </p> </td></tr> <tr valign="top"><td><code>method</code></td> <td> <p>method to be used by <code>lm.fit</code>. </p> </td></tr> <tr valign="top"><td><code>model</code></td> <td> <p>should the model frame be returned? </p> </td></tr> <tr valign="top"><td><code>x</code></td> <td> <p>should the design matrix be returned? </p> </td></tr> <tr valign="top"><td><code>y</code></td> <td> <p>should the response be returned? </p> </td></tr> <tr valign="top"><td><code>contrasts</code></td> <td> <p>a list of contrasts to be used for some or all of </p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>additional arguments to <code><a href="../../stats/html/lmfit.html">lm.fit</a></code>. </p> </td></tr></table> <h3>Details</h3> <p>The problem is transformed to uncorrelated form and passed to <code><a href="../../stats/html/lmfit.html">lm.fit</a></code>. </p> <h3>Value</h3> <p>An object of class <code>"lm.gls"</code>, which is similar to an <code>"lm"</code> object. There is no <code>"weights"</code> component, and only a few <code>"lm"</code> methods will work correctly. As from version 7.1-22 the residuals and fitted values refer to the untransformed problem. </p> <h3>See Also</h3> <p><code><a href="../../nlme/html/gls.html">gls</a></code>, <code><a href="../../stats/html/lm.html">lm</a></code>, <code><a href="lm.ridge.html">lm.ridge</a></code> </p> <hr /><div style="text-align: center;">[Package <em>MASS</em> version 7.3-51.4 <a href="00Index.html">Index</a>]</div> </body></html>