Re: [R] Multivariate Maximum Likelihood Estimation

From: ONKELINX, Thierry <Thierry.ONKELINX_at_inbo.be>
Date: Wed, 6 Feb 2008 17:17:21 +0100

It seems like you didn't look at the examples in the helpfiles. See ?gls and ?corAR1.




ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and Forest
Cel biometrie, methodologie en kwaliteitszorg / Section biometrics, methodology and quality assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium
tel. + 32 54/436 185
Thierry.Onkelinx_at_inbo.be
www.inbo.be

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 16:42 Aan: r-help_at_r-project.org
Onderwerp: Re: [R] Multivariate Maximum Likelihood Estimation

OK I got gls running but this is the error message that I got:

> gls_results <- gls(LnWRPK ~ LnWGDP+LnWYIELD,correlation = corAR1)

Error in switch(mode(x), "NULL" = structure(NULL, class = "formula"), :   invalid formula

Google didn't give any results unfortunately.

Help! :)

Thanks,

KB

> Have you tried gls()?
>
>
>




> ir. Thierry Onkelinx
> Instituut voor natuur- en bosonderzoek / Research Institute for Nature
and Forest
> Cel biometrie, methodologie en kwaliteitszorg / Section biometrics,
methodology and quality assurance
> Gaverstraat 4
> 9500 Geraardsbergen
> Belgium
> tel. + 32 54/436 185
> Thierry.Onkelinx_at_inbo.be
> www.inbo.be
>
> 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
>
> ______________________________________________
> R-help@r-project.org mailing list
> 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.
>


R-help_at_r-project.org mailing list
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.

R-help_at_r-project.org mailing list
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 - 16:22:52 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Wed 06 Feb 2008 - 17:30:12 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive