miss.lm.fit {misaem}R 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)

[Package misaem version 1.0.1 Index]