miss.lm.fit: Fitting Linear Regression Model with Missing Values

miss.lm.fitR Documentation

Fitting Linear Regression Model with Missing Values

Description

This function is used inside miss.lm to fit linear regression model with missing values, by EM algorithm.

Usage

miss.lm.fit(x, y, control = list())

Arguments

x

design matrix with missingness N \times p.

y

response vector N \times 1.

control

a list of parameters for controlling the fitting process. For miss.lm.fit this is passed to miss.lm.control.

Value

a list with following components:

coefficients

Estimated \beta.

ll

Observed log-likelihood.

s.resid

Estimated standard error for residuals.

s.err

Standard error for estimated parameters.

mu.X

Estimated \mu.

Sig.X

Estimated \Sigma.

Examples

## For examples see example(miss.lm)

misaem documentation built on Sept. 12, 2025, 1:08 a.m.