Fitted gls Object
An object returned by the gls
function, inheriting from class "gls"
and representing a generalized least squares fitted linear model. Objects of this class have methods for the generic functions anova
, coef
, fitted
, formula
, getGroups
, getResponse
, intervals
, logLik
, plot
, predict
, print
, residuals
, summary
, and update
.
The following components must be included in a legitimate "gls"
object. - apVar: an approximate covariance matrix for the variance-covariance coefficients. If apVar = FALSE
in the list of control values used in the call to gls
, this component is equal to NULL
.
call: a list containing an image of the gls
call that produced the object.
coefficients: a vector with the estimated linear model coefficients.
contrasts: a list of the contrast matrices used to represent factors in the model formula. This information is important for making predictions from a new data frame in which not all levels of the original factors are observed. If no factors are used in the model, this component will be an empty list.
dims: a list with basic dimensions used in the model fit, including the components N
- the number of observations in the data and p
- the number of coefficients in the linear model.
fitted: a vector with the fitted values.
modelStruct: an object inheriting from class glsStruct
, representing a list of linear model components, such as corStruct
and varFunc
objects.
groups: the correlation structure grouping factor, if any is present.
logLik: the log-likelihood at convergence.
method: the estimation method: either "ML"
for maximum likelihood, or "REML"
for restricted maximum likelihood.
numIter: the number of iterations used in the iterative algorithm.
residuals: a vector with the residuals.
sigma: the estimated residual standard error.
varBeta: an approximate covariance matrix of the coefficients estimates.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
gls
, glsStruct