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

[David Hugh-Jones]

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

D

On 03/05/05, David Hugh-Jones <davidhughjones at 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
>