[R] Residuals in gls

From: Panos Hadjinicolaou <Panos.Hadjinicolaou_at_atm.ch.cam.ac.uk>
Date: Sat 16 Apr 2005 - 03:50:00 EST


Dear R-helpers,

I am doing a multiple linear regression of an ozone time-series on time and other explanatory variables. I have been using the "lm" model but I am recently experimenting with "gls".

With the "lm" model I was able to look at the residuals by $res in the "summary
(lm(...))" and then check with "acf" for autocorrelation in these residuals
which had the same "length" with the original time-series.

A similar action in "gls" would return only 5 values for residuals
(Min,Q1,Med,Q3,Max). So I am estimating the residuals for the predicted
time-series by subtracting $fitted from my original time-series. I would like to ask if this a correct thing to do.

Thanks for reading,

Panos


Dr Panos Hadjinicolaou

Centre for Atmospheric Science, Dept. of Chemistry University of Cambridge
Lensfield Road
Cambridge CB2 1EW, UK

Work: +44 1223 763815
Home: +44 1223 327417

Fax: +44 1223 763823



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