[R] nlme: "Deficient rank in gls_loglik" when creating corAR1()

From: David Hugh-Jones <davidhughjones_at_gmail.com>
Date: Wed 04 May 2005 - 01:53:40 EST

I have a bunch of data which is structured by year and US state, so I have created a nlme groupedData object for it:

DEPVAR ~ YEAR | ABREV Now I am trying to run a gls regression on it. I want the error correlation structure to be AR1 with a different rho for each state, so I do

> mdyn.1.1 = gls(model = DEPVAR ~ BLAH + BLAH, data=gd2, corr=corAR1(form= ~ YEAR | ABREV),na.action=na.omit)

YEAR and ABREV are always present; DEPVAR is absent for one state.

I get the following error message:

Error in logLik.glsStruct(glsSt, glsPars) :

        Deficient rank in gls_loglik

Can anyone enlighten me? The error message goes away if I just do corAR1(form = ~1), but this is not meaningful for my data.


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