lm.gls {MASS}  R Documentation 
Fit linear models by Generalized Least Squares
lm.gls(formula, data, W, subset, na.action, inverse = FALSE, method = "qr", model = FALSE, x = FALSE, y = FALSE, contrasts = NULL, ...)
formula 
a formula expression as for regression models, of the form
response ~ predictors .
See the documentation of formula for other details.

data 
an optional data frame in which to interpret the variables occurring
in formula .

W 
a weight matrix. 
subset 
expression saying which subset of the rows of the data should be used in the fit. All observations are included by default. 
na.action 
a function to filter missing data. 
inverse 
logical: if true W specifies the inverse of the weight matrix: this
is appropriate if a variance matrix is used.

method 
method to be used by lm.fit .

model 
should the model frame be returned? 
x 
should the design matrix be returned? 
y 
should the response be returned? 
contrasts 
a list of contrasts to be used for some or all of 
... 
additional arguments to lm.fit .

The problem is transformed to uncorrelated form and passed to
lm.fit
.
An object of class "lm.gls"
, which is similar to an "lm"
object. There is no "weights"
component, and only a few "lm"
methods will work correctly. As from version 7.122 the residuals and
fitted values refer to the untransformed problem.