[R-sig-ME] gls and AR>1 [Coefficient matrix not invertible]

Luca Borger lborger at uoguelph.ca
Thu May 7 19:35:18 CEST 2009


Hello,

> you have not specified the variable which indicates time. I am not sure
> which variable is used by default.


If I understand correctly, if the position variable is not defined (form 
=~1) the within-group order of the positions is used by default (P&B 2000 
p.236).

HTH

Cheers,

Luca

---------------------------
Luca Börger, PhD
Postdoctoral Research Fellow
Department of Integrative Biology
University of Guelph
Guelph, Ontario, Canada N1G 2W1

office +1 519 824 4120 ext. 52975
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fax:     +1 519 767 1656

email: lborger at uoguelph.ca
www.researcherid.com/rid/C-6003-2008
http://uoguelph.academia.edu/LucaBorger



----- Original Message ----- 
From: "ONKELINX, Thierry" <Thierry.ONKELINX at inbo.be>
To: "Jon Loehrke" <jloehrke at umassd.edu>; <r-sig-mixed-models at r-project.org>
Sent: Thursday, May 07, 2009 4:38 AM
Subject: Re: [R-sig-ME] gls and AR>1 [Coefficient matrix not invertible]


> Dear Jon,
>
> It seems to me like you are trying to fit a model that is too complex
> for your dataset. Are you sure you have enough data? Furthermore I think
> you have not specified the variable which indicates time. I am not sure
> which variable is used by default.
>
> HTH,
>
> Thierry
>
>
> ------------------------------------------------------------------------
> ----
> ir. Thierry Onkelinx
> Instituut voor natuur- en bosonderzoek / Research Institute for Nature
> and Forest
> Cel biometrie, methodologie en kwaliteitszorg / Section biometrics,
> methodology and quality assurance
> Gaverstraat 4
> 9500 Geraardsbergen
> Belgium
> tel. + 32 54/436 185
> Thierry.Onkelinx at inbo.be
> www.inbo.be
>
> To call in the statistician after the experiment is done may be no more
> than asking him to perform a post-mortem examination: he may be able to
> say what the experiment died of.
> ~ Sir Ronald Aylmer Fisher
>
> The plural of anecdote is not data.
> ~ Roger Brinner
>
> The combination of some data and an aching desire for an answer does not
> ensure that a reasonable answer can be extracted from a given body of
> data.
> ~ John Tukey
>
> -----Oorspronkelijk bericht-----
> Van: r-sig-mixed-models-bounces at r-project.org
> [mailto:r-sig-mixed-models-bounces at r-project.org] Namens Jon Loehrke
> Verzonden: woensdag 6 mei 2009 14:17
> Aan: r-sig-mixed-models at r-project.org
> Onderwerp: [R-sig-ME] gls and AR>1 [Coefficient matrix not invertible]
>
> Hi Mixed Modelers,
>
> I have  been using gls() to run some AR[2] models and
> occasionally
> receive the following error:
>
> gls(Y~x1 + x2 + x3 + x4 + x5 + x6, data=na.omit(herrdata),  method
> ='ML',corr=corARMA(p = 2, q = 0))
>
> Error in `coef<-.corARMA`(`*tmp*`, value = c(7.49067599726739,
> -15.2313908862033 :
>   Coefficient matrix not invertible
>
> I do not understand the problem enough to create a dataset and
> post
> an example.  However, I have established
> a few things:
>
> if I use method='REML' then the error goes away
> if I reduce the number of parameters, the error goes away
> if I utilize an AR[1] correlation structure, the error goes away
>
> Would it be possible for somebody to explain this error to me?
>
> Thank you very much, Jon
>
> sessionInfo()
> R version 2.8.1 Patched (2009-01-19 r47650)
> i386-apple-darwin9.6.0
>
> locale:
> en_US.UTF-8/en_US.UTF-8/C/C/en_US.UTF-8/en_US.UTF-8
>
> attached base packages:
> [1] grid      stats     graphics  grDevices utils     datasets
> methods   base
>
> other attached packages:
> [1] nlme_3.1-90        car_1.2-9          xtable_1.5-4
> MASS_7.2-45        RColorBrewer_1.0-2 lattice_0.17-20
> reshape_0.8.2      plyr_0.1.3
>
>
> Jon Loehrke
> Graduate Research Assistant
> Department of Fisheries Oceanography
> School for Marine Science and Technology
> University of Massachusetts
> 200 Mill Road, Suite 325
> Fairhaven, MA 02719
> jloehrke at umassd.edu
>
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