# calculate_lm: Calculate a linear model using PCSS In jackmwolf/pcsstools: Tools for Regression Using Pre-Computed Summary Statistics

 calculate_lm R Documentation

## Calculate a linear model using PCSS

### Description

`calculate_lm` describes the linear model of the last listed variable in `means` and `covs` as a function of all other variables in `means` and `covs`.

### Usage

``````calculate_lm(
means,
covs,
n,
keep_pcss = FALSE,
terms = NULL
)
``````

### Arguments

 `means` a vector of means of all model predictors and the response with the last element the response mean. `covs` a matrix of the covariance of all model predictors and the response with the order of rows/columns corresponding to the order of `means`. `n` sample size `add_intercept` logical. If `TRUE` adds an intercept to the model. `keep_pcss` logical. If `TRUE`, returns `means` and `covs`. `terms` terms

### Value

an object of class `"pcsslm"`.

An object of class `"pcsslm"` is a list containing at least the following components:

 `call` the matched call `terms` the `terms` object used `coefficients` a `p x 4` matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value. `sigma` the square root of the estimated variance of the random error. `df` degrees of freedom, a 3-vector `p, n-p, p*`, the first being the number of non-aliased coefficients, the last being the total number of coefficients. `fstatistic` a 3-vector with the value of the F-statistic with its numerator and denominator degrees of freedom. `r.squared` `R^2`, the 'fraction of variance explained by the model'. `adj.r.squared` the above `R^2` statistic 'adjusted', penalizing for higher `p`. `cov.unscaled` a `p x p` matrix of (unscaled) covariances of the `coef[j], j=1,...p`. `Sum Sq` a 3-vector with the model's Sum of Squares Regression (SSR), Sum of Squares Error (SSE), and Sum of Squares Total (SST).

### References

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wolf_using_2021pcsstools

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wolf_computationally_2020pcsstools

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