Fit single factor models

Fit single factor models

sfModel(formula, data, response, factor, time, constrained = FALSE,
  save.data = TRUE, correlation = NULL)

Arguments

formula	a formula of the form y ~ factor + time
data	a data frame in which formula is evaluated
constrained	a logical indicating whether the model parameters are constrained
correlation	an optional nlme::corStruct object describing the within-group correlation structure. See the documentation of nlme::corClasses for a description of the available nlme::corStruct classes. If a grouping variable is to be used, it must be specified in the form argument to the nlme::corStruct constructor. Defaults to NULL, corresponding to uncorrelated errors.

Value

an lm object with some additional attributes

Examples

data(EconUK)
sfModel(iGDP ~ iK + iYear, data = EconUK)
#> Generalized least squares fit by REML
#>   Model: log(iGDP) ~ iK + iYear 
#>   Data: data 
#>   Log-restricted-likelihood: 90.73298
#> 
#> Coefficients:
#> (Intercept)          iK       iYear 
#> -0.07143534  0.10760947  0.01775149 
#> 
#> Degrees of freedom: 51 total; 48 residual
#> Residual standard error: 0.0318531 
sfModel(response = "iGDP", factor = "iK", time = "iYear", data = EconUK)
#> Generalized least squares fit by REML
#>   Model: log(iGDP) ~ iK + iYear 
#>   Data: data 
#>   Log-restricted-likelihood: 90.73298
#> 
#> Coefficients:
#> (Intercept)          iK       iYear 
#> -0.07143534  0.10760947  0.01775149 
#> 
#> Degrees of freedom: 51 total; 48 residual
#> Residual standard error: 0.0318531