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

[David Hugh-Jones]

I tried that but it didn't make any difference to the output.

David

On 04/05/05, Douglas Bates <bates at stat.wisc.edu> wrote:
> 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 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
> >>
> >
> >
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