glsObject {nlme}R Documentation

Fitted gls Object

Description

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.

Value

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 with the contrasts 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..
glsStruct an object inheriting from class glsStruct, representing a list of linear model components, such as corStruct and varFunc objects.
groups a vector with 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.

Author(s)

Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu

See Also

gls, glsStruct


[Package nlme version 3.1-80 Index]