R: Fitter Functions for Linear Models

lm.fit {base}

R Documentation

Fitter Functions for Linear Models

Description

These are the basic computing engines called by lm used to fit linear models. These should usually not be used directly unless by experienced users.

Usage

lm.fit (x, y,    offset = NULL, method = "qr", tol = 1e-7, ...)
lm.wfit(x, y, w, offset = NULL, 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, ...)

Arguments

x

design matrix of dimension n * p.

y

vector of observations of length n.

w

vector of weights (length n) to be used in the fitting process for the wfit functions. Weighted least squares is used with weights w, i.e., sum(w * e^2) is minimized.

offset

numeric of length n). This can be used to specify an a priori known component to be included in the linear predictor during fitting.

method

currently, only method="qr" is supported.

tol

tolerance for the qr decomposition. Default is 1e-7.

...

currently disregarded.

Details

The functions lm.{w}fit.null are called by lm.fit or lm.wfit respectively, when x has zero columns.

Value

a list with components

coefficients

p vector

residuals

n vector

fitted.values

n vector

effects

n vector; ......

weights

n vector — only for the *wfit* functions.

rank

integer, giving the rank

df.residual

degrees of freedom of residuals

qr

the QR decomposition, see qr.

Examples

set.seed(129)
n <- 7 ; p <- 2
X <- matrix(rnorm(n * p), n,p) # no intercept!
y <- rnorm(n)
w <- rnorm(n)^2

str(lmw <- lm.wfit(x=X, y=y, w=w))

str(lm. <- lm.fit (x=X, y=y))

str(lm0 <-  lm.fit.null (x=X, y=y))
str(lmw0 <- lm.wfit.null(x=X, y=y,w=w))

[Package base version 1.6.1 ]