[R] GLS with nlme

Ben Bolker bolker at ufl.edu
Sat Nov 3 00:50:37 CET 2007

Janmaat, John wrote:
> Hello All,
> This is my third time attempting to post this message.  I don't see it
> in the archive, so I'm guessing it is not getting through.  If I am
> wrong, my apologies.
> I am trying to do a GLS regression, (X'V^-1X)^-1X'V^-1y, using the gls()
> function from the nlme package.  I have the covariance matrix V.  I have
> been searching for a way to specify the correlation structure using V,
> and have had little luck.  I have found a few other messages from people
> who have had the same problem.  Is there a way to do this?  If it
> requires building my own corStruct, where can I look for information to
> do this?
> Thanks,
> John.
> --

  Don't know if it came through or not before, and not sure of the
answer, but just to give you _an_ answer -- if the answer isn't
in Pinheiro and Bates (2000), then you'll probably have to dig
through the code (which is scary).

  Ben Bolker

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