wlm: GLS/WLS using lm.

In variani/wls: Weighted Least Squares (GLS)

Description

GLS/WLS using lm.

Usage

wlm(formula, data, ..., varcov = NULL, transform = NULL,
  dtol = decompose_tol(), dmethod = decompose_method(), verbose = 0)

Arguments

formula	Formula.
data	Data.
...	Arguments passed to lm.
varcov	Variance-covariance (relative) matrix of residuals.
dtol	Tolerance for decompose_varcov. The default value is output of decompose_tol function.
dmethod	One of the following methods for decomposition: "evd", "chol_evd" or "chol".

Value

A modified output of lm.

Examples

# @ http://www.biostat.jhsph.edu/~iruczins/teaching/jf/ch5.pdf

# data
data(longley)
nobs <- nrow(longley)

rho <- 0.64417
V <- diag(nobs)
V <- rho^abs(row(V) - col(V))
  
mod <- wlm(Employed ~ GNP + Population, data = longley, varcov = V)

variani/wls documentation built on May 3, 2019, 4:34 p.m.