[R] Extracting Phi from gls/lme

Peter Dalgaard p.dalgaard at biostat.ku.dk
Thu Jul 13 13:59:14 CEST 2006

John Logsdon <j.logsdon at quantex-research.com> writes:

> I am trying to extract into a scalar the value of Phi from the printed
> output of gls or lme using corAR1 correlation.  ie I want the estimate of
> the autocorrelation.  I can't see how to do this and haven't seen it
> anywhere in str(model.lme).
> I can get all the other information - fixed and random effects etc.
> Is there an obvious way so that I can save the brick wall some damage?

Just be soft in the head...

Seriously, I think the recipe is to drill down into model.lme until
you find the corAR1 class object,  like this, I think.

x <- model.lme$modelStruct$corStruct

   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907

More information about the R-help mailing list