[R-sig-eco] SEM with time series?

[Ben Bolker]

On 11/29/2010 11:05 AM, Mudrak, Erika [EEOBS] wrote:
> I am helping a colleague with stats analysis, and though it's a
> seemingly simple setup, it's becoming quite complicated! The system
> is a deciduous forest with treefall gaps of different carefully
> chosen sizes.  The response variable is amount of NH3 found in the
> rainwater collected under each gap, sampled once a month during the
> growing season.    Explanatory variables includes gap size (main
> variable of interest), soil temperature, soil moisture, microbial
> biomass, etc....   They are all continuous variables, so we would
> like to do a regression context. We expect the response variable to
> be autocorrelated over time, so that leads us to want to do a
> time-series regression.  But the other explanatory variables may also
> be correlated with each other and autocorrelated across time.
> There are also lots of instances of missing data, for example when no
> rainfall occurred, there was no opportunity to measure the chemical
> composition of it. Is there a way to do structural equation modeling
> (to account for correlation between explanatory variables) with a
> time series component (to account for autocorrelation of explanatory
> variables)?  Or is there another more appropriate technique? Thank
> you, Erika Mudrak

  My guess (not having done much of this stuff myself) is that a full
Bayesian setup (WinBUGS etc.) would be the simplest (!!) way to handle
this kind of problem.  Of course, there's a lot of conceptual and
programming overhead in learning to set it up ... if you want to go this
route and you are new to Bayesian stats and WinBUGS I would suggest
McCarthy's book for basics and one or more of (1) Clark [comprehensive
and oriented toward ecology but dense in places] (2) Gelman and Hill
[extremely clear treatment of multi-level modeling in general] or (3) my
book [not as specific to Bayes/WinBUGS, but long on general explanation]
for tackling your real problem.

  good luck ...

  Ben Bolker