From: Dimitris Rizopoulos <dimitris.rizopoulos_at_med.kuleuven.be>

Date: Wed 25 May 2005 - 20:49:29 EST

Dimitris Rizopoulos

Ph.D. Student

Biostatistical Centre

School of Public Health

Catholic University of Leuven

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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 25 21:08:20 2005

Date: Wed 25 May 2005 - 20:49:29 EST

Hi Sean,

As you already guessed and as also the help-page ACF.lme() indicates:

"The autocorrelation function is useful for investigating serial

correlation models for equally spaced data."

Since you don't have equally spaced time points, you should use:

"corCAR1(form = ~ Time | TankID)", which would indicate that "Time" is

the position variable and *not* the order of the observations (i.e.,
when you use "form = ~ 1 | TankID").

Since you assume continuous time and you also fit a random-intercepts model, I think that the correct tool to use is the semi-variogram (i.e., look at "?Variogram()") and maybe you could also consider other correlation structures such as corExp() or corGaus().

I hope it helps.

Best,

Dimitris

Dimitris Rizopoulos

Ph.D. Student

Biostatistical Centre

School of Public Health

Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium

Tel: +32/16/336899 Fax: +32/16/337015 Web: http://www.med.kuleuven.ac.be/biostat/ http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm

- Original Message ----- From: "Sean Connolly" <sean.connolly@jcu.edu.au> To: <r-help@stat.math.ethz.ch> Sent: Wednesday, May 25, 2005 11:07 AM Subject: [R] question: corCAR1 in lme

Hello all,

I am trying to use lme to examine how a response variable (Chla)
changes

over time in different treatments (2 Temp & 2 Light levels). Within
each

treatment combination, there are two replicate tanks (each with unique
TankID) with coral fragments in them. All tanks are subject to the
same

environment until Time=0, when treatments are imposed, and Chla is
measured

for each tank at six times, including Time 0 just as the experiment
commences. The model is:

Chla.1 <- lme(Chla ~ Temp*Light* Time - Temp*Light, random = ~1 |
TankID,

method="ML")

The reasoning here is that each tank’s intercept (Chla at Time 0) is a
random draw from a common distribution regardless of treatment, but
that

the trend in Chla over time may vary among treatment combinations.
Based

on the help files, two separate threads from the archives, and the
Pinheiro

and Bates nlme 3.0 manual, I became confused about which of two ways
to

check for a first-order temporal autocorrelation:

Chla.1b <- lme(Chla ~ Temp*Light* Time - Temp*Light, random = ~1 |
TankID,

corr = corCAR1(form = ~Time | TankID), method="ML")

Chla.1c <- lme(Chla ~ Temp*Light* Time - Temp*Light, random = ~1 |
TankID,

corr = corCAR1(form = ~1 | TankID), method="ML")

Comparing these fits with inspection of
plot(ACF(chla.model1),alpha=0.05)

suggests to me that there are problems with both of my attempts. For
the

ACF plot, the correlation at lag 1 is about –0.3, and sticks out
beyond the

confidence limits. By contrast, the two models' correlation
parameters are

not negative (phi = +0.13 and ~0 respectively), and the log-likelihood
values are identical to the original model, suggesting no evidence of
autocorrelation. Our times are not equally spaced (they vary from 5-8
days

apart), and I gather than ACF assumes they are, but my troubleshooting
(summarized below) suggests to me that my problem is bigger than this.
I

think I have not used corCAR1 properly, and am hoping someone can
point me

in the right direction.

Attempted troubleshooting:

- To check whether the discrepancy between ACF and the lme fits was due entirely to the unequal spacing of measurements, I created a bogus time variable (Time2) that was equally spaced (running from 0 to 5 in steps of 1). I then re-fit all of the above models with Time2 replacing Time in the function calls, and get the same kinds of problems (phi ~ 0 in the model fits, while ACF plot suggests a negative correlation at lag 1).
- Still using the bogus equally-spaced time variable, I replaced corCAR1 with corAR1. Now, the two different specifications of “form” yield identical parameter estimates and MLLs; the estimates of phi agree with those from the ACF plot; and the models actually do fit better than the equivalent model without autocorrelation.

Any advice would be greatly appreciated.

Sincerely,

Sean Connolly

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R-help@stat.math.ethz.ch mailing list

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 25 21:08:20 2005

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