Linear Statistical Models

Abstract

Linear models form the core of classical statistics, and S provides extensive facilities to fit and manipulate them. These work with a version of the Wilkinson-Rogers syntax (Wilkinson & Rogers, 1973) for specifying models which we discuss in the Section 6.2, and which is also used for generalized linear models, models for survival analysis and tree-based models in later chapters. The main function for fitting linear models is lm, which provides our first example of a style of S functions we shall see repeatedly in later chapters, producing a fitted model object which is then analysed by generic functions.