Fitting Linear Models

Usage

lm(formula, data, subset, weights, na.action=na.omit,
   method="qr", model=TRUE, singular.ok = TRUE)

lm.fit[.null] (x, y,    method = "qr", tol = 1e-7, ...)
lm.wfit[.null](x, y, w, method = "qr", tol = 1e-7, ...)

Arguments

formula a symbolic description of the model to be fit. The details of model specification are given below.
data an optional data frame containing the variables in the model. By default the variables are taken from the environment which lm is called from.
subset an optional vector specifying a subset of observations to be used in the fitting process.
weights an optional vector of weights to be used in the fitting process.
na.action a function which indicates what should happen when the data contain NAs. The default action (na.omit) is to omit any incomplete observations. The alternative action na.fail causes lm to print an error message and terminate if there are any incomplete observations.
model logical. If TRUE (default), the model.frame is also returned.
singular.ok logical, defaulting to TRUE. FALSE is not yet implemented.
method currently, only method="qr" is supported.
tol tolerance for the qr decomposition. Default is 1e-7.
... currently disregarded.

Description

lm is used to fit linear models. It can be used to carry out regression, single stratum analysis of variance and analysis of covariance.

Models for lm are specified symbolically. A typical model has the form response ~ terms where response is the (numeric) response vector and terms is a series of terms which specifies a linear predictor for response. A terms specification of the form first+second indicates all the terms in first together with all the terms in second with duplicates removed. A specification of the form first:second indicates the the set of terms obtained by taking the interactions of all terms in first with all terms in second. The specification first*second indicates the cross of first and second. This is the same as first+second+first:second.

Value

lm returns an object of class "lm".

The functions summary and anova are used to obtain and print a summary and analysis of variance table of the results. The generic accessor functions coefficients, effects, fitted.values and residuals extract various useful features of the value returned by lm.

See Also

summary.lm for summaries and anova.lm for the ANOVA table. The generic functions coefficients, effects, residuals, fitted.values; lm.influence for regression diagnostics, and glm for generalized linear models.

Examples

## Annette Dobson (1990) "An Introduction to Statistical Modelling".
## Page 9: Plant Weight Data.
ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
group <- gl(2,10,20,labels=c("Ctl","Trt"))
weight <- c(ctl,trt)
anova(lm.D9 <- lm(weight~group))
summary(lm.D90 <- lm(weight ~ group -1))# omitting intercept
summary(resid(lm.D9) - resid(lm.D90)) #- residuals almost identical

plot(lm.D9)# Residuals, Fitted,..


[Package Contents]