lm                   package:stats                   R Documentation

_F_i_t_t_i_n_g _L_i_n_e_a_r _M_o_d_e_l_s

_D_e_s_c_r_i_p_t_i_o_n:

     'lm' is used to fit linear models. It can be used to carry out
     regression, single stratum analysis of variance and analysis of
     covariance (although 'aov' may provide a more convenient interface
     for these).

_U_s_a_g_e:

     lm(formula, data, subset, weights, na.action,
        method = "qr", model = TRUE, x = FALSE, y = FALSE, qr = TRUE,
        singular.ok = TRUE, contrasts = NULL, offset, ...)

_A_r_g_u_m_e_n_t_s:

 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.
           If not found in 'data', the variables are taken from
          'environment(formula)', typically the environment from which
          'lm' is called.

  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 is set by the 'na.action' setting
          of 'options', and is 'na.fail' if that is unset. The
          "factory-fresh" default is 'na.omit'.

  method: the method to be used; for fitting, currently only
          'method="qr"' is supported; 'method="model.frame"' returns
          the model frame (the same as with 'model = TRUE', see below).

model, x, y, qr: logicals.  If 'TRUE' the corresponding components of
          the fit (the model frame, the model matrix, the response, the
          QR decomposition) are returned.

singular.ok: logical. If 'FALSE' (the default in S but not in R) a
          singular fit is an error.

contrasts: an optional list. See the 'contrasts.arg' of
          'model.matrix.default'.

  offset: this can be used to specify an _a priori_ known component to
          be included in the linear predictor during fitting.  An
          'offset' term can be included in the formula instead or as
          well, and if both are specified their sum is used.

     ...: additional arguments to be passed to the low level regression
          fitting functions (see below).

_D_e_t_a_i_l_s:

     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 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'.  If 'response'  is a matrix a
     linear model is fitted to each column of the matrix. See
     'model.matrix' for some further details.  The terms in the formula
     will be re-ordered so that main effects come first, followed by
     the interactions, all second-order, all third-order and so on: to
     avoid this pass a 'terms' object as the formula.

     A formula has an implied intercept term.  To remove this use
     either 'y ~ x - 1' or 'y ~ 0 + x'.  See 'formula' for more details
     of allowed formulae.

     'lm' calls the lower level functions 'lm.fit', etc, see below, for
     the actual numerical computations.  For programming only, you may
     consider doing likewise.

     All of 'weights', 'subset' and 'offset' are evaluated in the same
     way as variables in 'formula', that is first in 'data' and then in
     the environment of 'formula'.

_V_a_l_u_e:

     'lm' returns an object of 'class' '"lm"' or for multiple responses
     of class 'c("mlm", "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'.

     An object of class '"lm"' is a list containing at least the
     following components:

coefficients: a named vector of coefficients

residuals: the residuals, that is response minus fitted values.

fitted.values: the fitted mean values.

    rank: the numeric rank of the fitted linear model.

 weights: (only for weighted fits) the specified weights.

df.residual: the residual degrees of freedom.

    call: the matched call.

   terms: the 'terms' object used.

contrasts: (only where relevant) the contrasts used.

 xlevels: (only where relevant) a record of the levels of the factors
          used in fitting.

       y: if requested, the response used.

       x: if requested, the model matrix used.

   model: if requested (the default), the model frame used.


     In addition, non-null fits will have components 'assign',
     'effects' and (unless not requested) 'qr' relating to the linear
     fit, for use by extractor functions such as 'summary' and
     'effects'.

_N_o_t_e:

     Offsets specified by 'offset' will not be included in predictions
     by 'predict.lm', whereas those specified by an offset term in the
     formula will be.

_A_u_t_h_o_r(_s):

     The design was inspired by the S function of the same name
     described in Chambers (1992).  The implementation of model formula
     by Ross Ihaka was based on Wilkinson & Rogers (1973).

_R_e_f_e_r_e_n_c_e_s:

     Chambers, J. M. (1992) _Linear models._ Chapter 4 of _Statistical
     Models in S_ eds J. M. Chambers and T. J. Hastie, Wadsworth &
     Brooks/Cole.

     Wilkinson, G. N. and Rogers, C. E. (1973) Symbolic descriptions of
     factorial models for analysis of variance. _Applied Statistics_,
     *22*, 392-9.

_S_e_e _A_l_s_o:

     'summary.lm' for summaries and 'anova.lm' for the ANOVA table;
     'aov' for a different interface.

     The generic functions 'coef', 'effects', 'residuals', 'fitted',
     'vcov'.

     'predict.lm' (via 'predict') for prediction, including confidence
     and prediction intervals.

     'lm.influence' for regression diagnostics, and 'glm' for
     *generalized* linear models.

     The underlying low level functions, 'lm.fit' for plain, and
     'lm.wfit' for weighted regression fitting.

_E_x_a_m_p_l_e_s:

     ## 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)

     ## model frame :
     stopifnot(identical(lm(weight ~ group, method = "model.frame"),
                         model.frame(lm.D9)))

