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

From: Douglas Bates <bates_at_stat.wisc.edu>
Date: Wed 04 May 2005 - 09:05:44 EST

David Hugh-Jones wrote:
> Is this a bug? Should I attach a test case?

Try setting verbose=TRUE in the call to gls first and see if that gives you any insight into what is happening.

> 
> 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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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed May 04 09:14:18 2005

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