[R-sig-Geo] Group-wise error variance and autocorrelation

Tim Keitt tkeitt at gmail.com
Thu Jul 19 18:51:42 CEST 2007


Sorry, I've got Pinheiro and Bates sitting on my desk and should have
reread some chapters before posting -- it looks like I can accomplish
the task by building some custom pdMat classes.

THK

On 7/19/07, Santiago Beguería Portugués <sbegueria at eead.csic.es> wrote:
> Hi Tim,
>
> The nlme package allows to model the variance structure of the
> within-group errors. It also allows to include spatial correlation
> structures, in principle it is possible to define a grouping factor too,
> although I've never used it.
>
> Santiago Beguería Portugués
>
>
> > Date: Wed, 18 Jul 2007 10:09:34 -0500
> > From: "Tim Keitt" <tkeitt at gmail.com>
> > Subject: [R-sig-Geo] Group-wise error variance and autocorrelation
> > To: "R geostat list" <r-sig-geo at stat.math.ethz.ch>
> > Message-ID:
> >       <6262c54c0707180809v4b7a1318o2547c793f5e45e48 at mail.gmail.com>
> > Content-Type: text/plain; charset=ISO-8859-1; format=flowed
> >
> > I'm trying to specify a model where the fixed effects are
> >
> > dep ~ group + group:indep
> >
> > and the error variance and spatial autocorrelation vary by group. I've
> > tried lme but AFAICT it only supports heteroscedasticity and
> > autocorrelation within groups. Any pointers?
> >
> > THK
> >
> >
>
>
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>
> ---------------------------------
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>
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-- 
Timothy H. Keitt, University of Texas at Austin
Contact info and schedule at http://www.keittlab.org/tkeitt/
Reprints at http://www.keittlab.org/tkeitt/papers/
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