[R] Goodness of fit measures for model with autocorrelation?
Wilson, Andrew
eiaaw at exchange.lancs.ac.uk
Tue Oct 10 09:18:02 CEST 2006
I wonder if anyone can help me with this query?
I am undertaking textual content analyses which result in time series
data (i.e., relative frequency counts of word categories in successive
segments of a larger text or in successive individual texts in a
temporal order). In regard to the content category that interests me,
previous research has suggested an underlying five-stage psychological
process and has proposed a fifth-degree polynomial as a general model
for this in texts:
cat_freq ~ I(time) + I(time^2) + I(time^3) + I(time^4) + I(time^5)
I want to test the adequacy of this model on new data.
If I fit the model using lm, I get two measures of goodness of fit: RSq
and the significance of the ANOVA. However, autocorrelation is normally
present in these data, so I should instead be using gls with an
appropriate autocorrelation process such as cor(AR1). However, gls in R
does not offer the RSq and ANOVA measures.
Is there any way of getting these measures for a gls fit, or is there
perhaps even a better way of testing the theoretical model on new data?
Many thanks,
Andrew Wilson
Email: eiaaw at exchange.lancs.ac.uk
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