[R] Information theoretic approach in GLS

From: Tímea Vincze <orsolyatvincze_at_gmail.com>
Date: Fri, 01 Apr 2011 14:36:35 +0300

Dear R-Users,

Am I right if I say that comparisons among gls models with differing fixed effects, but same correlation stuctures, fitted by REML is not meaningful? I need to use ML fit to get comparable AIC, BIC values? And the same is applied to likelihood ratio statistics?
I don't really know what's the differece between the two fitting methods. Does anybody have a good documentation for understanding them? Would much esaier to understand restrictions of REMLfit if I see the mathematical background of it.


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