[R-sig-ME] lme question: separate serial correlation parameters by strata
Weigand, Stephen D.
Weigand.Stephen at mayo.edu
Wed Mar 14 22:28:40 CET 2007
I'm not sure if this is appropriate for this list since this may
be a very elementary question, but here it is:
I am working with data similar to the BodyWeight data set in the
nlme package (Appendix A3 and pages 104 and 245 of Pinheiro & Bates)
I'd like to fit a model such as this
fit <- lme(weight ~ Time * Diet,
data = BodyWeight,
random = ~ Time,
correlation = corCAR1(form = ~ Time))
but with a separate phi for each level of Diet.
My reasoning is that the autocorrelation may decay over time at
different rates for the three diets. (When I fit a separate
model for each diet, I get estimates for phi of 0.85 for diet 1,
0.83 for diet 2, and 0.53 for diet 3. I take this as some
empirical support for this approach)
Can I do this using lme? (I'm using R 2.4.1 on
sparc-sun-solaris2.10 with nlme version 3.1-78.)
Thank you,
Stephen
--
::::::::::::::::::::::::::::::::::
Stephen Weigand
Division of Biostatistics
Mayo Clinic Rochester, Minn., USA
Phone (507) 266-1650, fax 284-9542
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