[R-sig-ME] correlation structure with AR(1)

Ben Bolker bolker at ufl.edu
Thu Sep 3 18:54:58 CEST 2009


FMH wrote:
> Dear All,
> 
> Could someone please advice me the difference between lme function
> with correlation structure of the residual from AR(1) process and
> without this correlation structure. I found from the help menu shown
> below that if we do not declare any value in corAR1, by default, the
> function will assume there is no autocorrelation i.e. 0.
> 
> Does this meant we can just simply ignore the correlation structure
> in the model and just use a simple command in lme without including
> corAR1? Please correct me if i'm wrong.
> 
> ###################################################################################
>  Usage corAR1(value, form, fixed)
> 
> Arguments value the value of the lag 1 autocorrelation, which must be
> between -1 and 1. Defaults to 0 (no autocorrelation). 
> ###################################################################################
> 

  You're a little confused.  What the help page means is that if you
simply define a "corAR1" object, it will have its autocorrelation
parameter set to zero:

corAR1()

However, when you pass corAR1 to the lme function, it fits the
autocorrelation parameter (changing it to something other than zero).
If you wanted to specify a starting value other than zero for phi, then
you can specify a value.

  Ben Bolker




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