Язык программирования R/Линейные модели

Материал из Викиучебника — открытых книг для открытого мира

Для построения линейной модели можно использовать функцию lm()

lm(formula, data, subset, weights, na.action,
   method = "qr", model = TRUE, x = FALSE, y = FALSE, qr = TRUE,
   singular.ok = TRUE, contrasts = NULL, offset, ...)

Аргументы формулы[править]

formula an object of class "formula" (or one that can be coerced to that class): a symbolic description of the model to be fitted. The details of model specification are given under ‘Details’. data

an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which lm is called. subset

an optional vector specifying a subset of observations to be used in the fitting process. weights

an optional vector of weights to be used in the fitting process. Should be NULL or a numeric vector. If non-NULL, weighted least squares is used with weights weights (that is, minimizing sum(w*e^2)); otherwise ordinary least squares is used. See also ‘Details’, na.action

a function which indicates what should happen when the data contain NAs. The default is set by the na.action setting of options, and is na.fail if that is unset. The ‘factory-fresh’ default is na.omit. Another possible value is NULL, no action. Value na.exclude can be useful. method

the method to be used; for fitting, currently only method = "qr" is supported; method = "model.frame" returns the model frame (the same as with model = TRUE, see below). model, x, y, qr

logicals. If TRUE the corresponding components of the fit (the model frame, the model matrix, the response, the QR decomposition) are returned. singular.ok

logical. If FALSE (the default in S but not in R) a singular fit is an error. contrasts

an optional list. See the contrasts.arg of model.matrix.default. offset

this can be used to specify an a priori known component to be included in the linear predictor during fitting. This should be NULL or a numeric vector of length equal to the number of cases. One or more offset terms can be included in the formula instead or as well, and if more than one are specified their sum is used. See model.offset. ...

additional arguments to be passed to the low level regression fitting functions (see below).

См. также[править]