[R] Extracting Phi from gls/lme
John Logsdon
j.logsdon at quantex-research.com
Thu Jul 13 14:29:47 CEST 2006
Peter
This looks very promising:
x<-mod.lme$model$Struct$corStruct
Correlation structure of class corAR1 representing
Phi
-0.1996813
which is the value I want.
Yippee (save the bricks)
But:
coef(x,unconstrained=FALSE)
[1] -0.4048011
and any attempt to coerce x into a scalar always returns -0.404...
This is not an obvious transformation of the -0.1996813 I think.
Looking at str(x) returns the first line:
Classes 'corAR1', 'corStruct' atomic [1:1] -0.405
Not a -0.199 ... in sight in the attributes various.
How does summary.lme/gls do it?
Best wishes
John
John Logsdon "Try to make things as simple
Quantex Research Ltd, Manchester UK as possible but not simpler"
j.logsdon at quantex-research.com a.einstein at relativity.org
+44(0)161 445 4951/G:+44(0)7717758675 www.quantex-research.com
On 13 Jul 2006, Peter Dalgaard wrote:
> John Logsdon <j.logsdon at quantex-research.com> writes:
>
> > I am trying to extract into a scalar the value of Phi from the printed
> > output of gls or lme using corAR1 correlation. ie I want the estimate of
> > the autocorrelation. I can't see how to do this and haven't seen it
> > anywhere in str(model.lme).
> >
> > I can get all the other information - fixed and random effects etc.
> >
> > Is there an obvious way so that I can save the brick wall some damage?
>
> Just be soft in the head...
>
> Seriously, I think the recipe is to drill down into model.lme until
> you find the corAR1 class object, like this, I think.
>
> x <- model.lme$modelStruct$corStruct
> coef(x,unconstrained=FALSE).
>
> --
> 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
>
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