Linear Regression with Non-Constant Variances


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Documentation for package ‘lmvar’ version 1.2.1

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AIC.lmvar AIC for an object of class 'lmvar'
alias.lmvar Aliased coefficients in an 'lmvar' object
beta_sigma_names Unique names for beta_sigma
coef.lmvar Extracts coefficients from an 'lmvar' object.
cv.lm Cross-validation for an object of class 'lm'
cv.lmvar Cross-validation for an object of class 'lmvar'
dfree Degrees of freedom for an object of class 'lmvar'
fisher Fisher information matrix for an object of class 'lmvar'
fitted.lmvar Fitted values for an 'lmvar' object
lmvar Linear regression with non-constant variances
logLik.lmvar Log-likelihood for an object of class 'lmvar'
nobs.lmvar Number of observations for an object of class 'lmvar'
predict.lmvar Predictions for model matrices
print.cvlmvar Print method for an object of class 'cvlmvar'
print.summary_lmvar Print method for the summary of an 'lmvar' object.
residuals.lmvar Residuals from an 'lmvar' object
summary.lmvar Summary overview for an object of class 'lmvar'
vcov.lmvar Variance-covarience matrix of the coefficients beta for an object of class 'lmvar'