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

Fri May 8 15:48:50 CEST 2009

Hello,

yes, by all means. By defining the position variable the function is also 
able to accomodate missing values (i.e., the values of the position variable 
do not need to be consecutive).

Cheers,

Luca

----- Original Message ----- 
From: "ONKELINX, Thierry" <Thierry.ONKELINX at inbo.be>
To: "Luca Borger" <lborger at uoguelph.ca>; "Jon Loehrke" 
<jloehrke at umassd.edu>; <r-sig-mixed-models at r-project.org>
Sent: Friday, May 08, 2009 5:19 AM
Subject: RE: [R-sig-ME] gls and AR>1 [Coefficient matrix not invertible]

Dear Luca,

That seems reasonable. But that means that the order is important. So I 
still prefer to put the time variable explicitly in the correlation 
structure. Better save that sorry ;-)

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: Luca Borger [mailto:lborger at uoguelph.ca]
Verzonden: donderdag 7 mei 2009 19:35
Aan: ONKELINX, Thierry; Jon Loehrke; r-sig-mixed-models at r-project.org
Onderwerp: Re: [R-sig-ME] gls and AR>1 [Coefficient matrix not invertible]

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
lab     +1 519 824 4120 ext. 53594
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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>
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> and any annex are purely those of the writer and may not be regarded as
> stating
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> duly
> signed document.
>
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>

Dit bericht en eventuele bijlagen geven enkel de visie van de schrijver weer
en binden het INBO onder geen enkel beding, zolang dit bericht niet 
bevestigd is
door een geldig ondertekend document. The views expressed in  this message
and any annex are purely those of the writer and may not be regarded as 
stating
an official position of INBO, as long as the message is not confirmed by a 
duly
signed document.