lm {base} | R Documentation |
lm
is used to fit linear models.
It can be used to carry out regression,
single stratum analysis of variance and
analysis of covariance.
lm(formula, data, subset, weights, na.action=na.omit, method="qr", model=TRUE, singular.ok = TRUE) lm.fit (x, y, method = "qr", tol = 1e-7, ...) lm.wfit(x, y, w, method = "qr", tol = 1e-7, ...) lm.fit.null (x, y, method = "qr", tol = 1e-7, ...) lm.wfit.null(x, y, w, method = "qr", tol = 1e-7, ...)
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. If specified, weighted least squares is used
with weights weights (that is, minimizing sum(w*e^2) );
otherwise ordinary least squares is used. |
na.action |
a function which indicates what should happen
when the data contain NA s. 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. |
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
.
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
.
summary.lm
for summaries and anova.lm
for
the ANOVA table. aov
for a difference interface.
The generic functions coefficients
, effects
,
residuals
, fitted.values
;
lm.influence
for regression diagnostics, and
glm
for generalized linear models.
## Annette Dobson (1990) "An Introduction to Generalized Linear Models". ## 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 opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0)) plot(lm.D9, las = 1) # Residuals, Fitted,.. par(opar)