Re: [R] Multivariate Maximum Likelihood Estimation

From: Konrad BLOCHER <kb25532_at_sgh.waw.pl>
Date: Wed, 6 Feb 2008 12:45:34 +0100 (CET)

I get this message:

Error: could not find function "gls" (and also) Error: could not find function "lm.gls"

Which package is that in?

Thanks,

KB

> Have you tried gls()?
>
>
> ------------------------------------------------------------------------
> ----
> ir. Thierry Onkelinx
> Instituut voor natuur- en bosonderzoek / Research Institute for Nature
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> Do not put your faith in what statistics say until you have carefully
> considered what they do not say. ~William W. Watt
> A statistical analysis, properly conducted, is a delicate dissection of
> uncertainties, a surgery of suppositions. ~M.J.Moroney
>
> -----Oorspronkelijk bericht-----
> Van: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org]
> Namens Konrad BLOCHER
> Verzonden: woensdag 6 februari 2008 12:12
> Aan: r-help_at_r-project.org
> Onderwerp: [R] Multivariate Maximum Likelihood Estimation
>
> Hi,
>
> I am trying to perform Maximum Likelihood estimation of a Multivariate

> model (2 independent variables + intercept) with autocorrelated errors
> of
> 1st order (ar(1)).
>
> Does R have a function for that? I could only find an univariate option
> (ar.mle function) and when writing my own I find that it is pretty
> memory-consuming (and sometimes wrong) so there must be a better way.
>
> Thanks,
>
> KB
>
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>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 06 Feb 2008 - 12:00:17 GMT

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