R: Fitted gls Object

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)

José Pinheiro and Douglas Bates bates@stat.wisc.edu

Fitted gls Object

Description

Value

Author(s)

See Also