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<table width="100%" summary="page for lm.gls {MASS}"><tr><td>lm.gls {MASS}</td><td 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>
a formula expression as for regression models, of the form
<code>response ~ predictors</code>.
See the documentation of <code>formula</code> for other details.
</td></tr>
<tr valign="top"><td><code>data</code></td>
<td>
an optional data frame in which to interpret the variables occurring
in <code>formula</code>.
</td></tr>
<tr valign="top"><td><code>W</code></td>
<td>
a weight matrix.
</td></tr>
<tr valign="top"><td><code>subset</code></td>
<td>
expression saying which subset of the rows of the data should be used
in the fit. All observations are included by default.
</td></tr>
<tr valign="top"><td><code>na.action</code></td>
<td>
a function to filter missing data.
</td></tr>
<tr valign="top"><td><code>inverse</code></td>
<td>
logical: if true <code>W</code> specifies the inverse of the weight matrix: this
is appropriate if a variance matrix is used.
</td></tr>
<tr valign="top"><td><code>method</code></td>
<td>
method to be used by <code>lm.fit</code>.
</td></tr>
<tr valign="top"><td><code>model</code></td>
<td>
should the model frame be returned?
</td></tr>
<tr valign="top"><td><code>x</code></td>
<td>
should the design matrix be returned?
</td></tr>
<tr valign="top"><td><code>y</code></td>
<td>
should the response be returned?
</td></tr>
<tr valign="top"><td><code>contrasts</code></td>
<td>
a list of contrasts to be used for some or all of
</td></tr>
<tr valign="top"><td><code>...</code></td>
<td>
additional arguments to <code><a href="../../stats/html/lmfit.html">lm.fit</a></code>.
</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="../../VGAM/html/notdocumentedyet.html">lm</a></code>, <code><a href="lm.ridge.html">lm.ridge</a></code>
</p>
<hr><div align="center">[Package <em>MASS</em> version 7.2-44 <a href="00Index.html">Index]</a></div>
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