[R-sig-eco] SEM with time series?
Etienne Laliberte
etiennelaliberte at gmail.com
Tue Nov 30 01:07:04 CET 2010
Dear Erika,
You may want to consider this approach:
Shipley, B. 2009. Confirmatory path analysis in a generalized multilevel
context. Ecology 90:363-368.
Cheers
Etienne
-----Original Message-----
From: r-sig-ecology-bounces at r-project.org
[mailto:r-sig-ecology-bounces at r-project.org] On Behalf Of Ben Bolker
Sent: Tuesday, 30 November 2010 12:23 AM
To: r-sig-ecology at r-project.org
Subject: Re: [R-sig-eco] SEM with time series?
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
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