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

From: David Hugh-Jones <davidhughjones_at_gmail.com>
Date: Wed 04 May 2005 - 04:00:52 EST

Is this a bug? Should I attach a test case?

D

On 03/05/05, David Hugh-Jones <davidhughjones@gmail.com> wrote:
> I have a bunch of data which is structured by year and US state, so I
> have created a nlme groupedData object for it:
>
> formula(gd2)
> 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.
>
> Cheers
> David
>



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