

lsfit {base}                                 R Documentation

_F_i_n_d _t_h_e _L_e_a_s_t _S_q_u_a_r_e_s _F_i_t

_D_e_s_c_r_i_p_t_i_o_n_:

     The least squares estimate of b in the model

                           y = X b + e

     is found.

_U_s_a_g_e_:

     lsfit(x, y, wt, intercept=TRUE, tolerance=1e-07, yname=NULL)

_A_r_g_u_m_e_n_t_s_:

       x: a matrix whose rows correspond to cases and whose
          columns correspond to variables.

       y: the responses, possibly matrix valued if you want
          to fit multiple left hand sides.

      wt: an optional vector of weights for performing
          weighted least squares.

intercept: whether or not an intercept term should be used.

tolerance: the tolerance to be used in the matrix decomposi-
          tion.

   yname: an unused parameter for compatibility.

_D_e_t_a_i_l_s_:

     If weights are specified then a weighted least squares
     is performed with the weight given to the jth case
     specified by the jth entry in `wt'.

     If any observation has a missing value in any field,
     that observation is removed before the analysis is car-
     ried out.  This can be quite inefficient if there is a
     lot of missing data.

     The implementation is via a modification of the LINPACK
     subroutines which allow for multiple left-hand sides.

_V_a_l_u_e_:

     A list with the following named components:

    coef: the least squares estimates of the coefficients in
          the model (stated below).

residuals: residuals from the fit.

intercept: indicates whether an intercept was fitted.

      qr: the QR decomposition of the design matrix.

_S_e_e _A_l_s_o_:

     `lm' which usually is preferable; `ls.print',
     `ls.diag'.

_E_x_a_m_p_l_e_s_:

     ##-- Using the same data as the lm(.) example:
     lsD9 <- lsfit(x = codes(gl(2,10)), y = weight)
     ls.print(lsD9)

