[R-sig-ME] Error message in the confidence interval for the autocorrelation

FMH kagba2006 at yahoo.com
Tue Oct 27 11:19:11 CET 2009


Dear All,

I have fitted two different mixed models, with the AR(1) and AR(2) correlation structure, respectively, and tried to find the confidence interval of the intervals of the aurocorrelation estimation i.e.  phi1 in the first model and phi1 and phi2 in the second model, via 'intervals' command. The first model worked fine as it gives the required confidence interval for phi1, but there is an error message for the second model, as shown below.

###################################################################################
> (lme2 <- lme(Temp ~ t1 + t2, data, random = ~ t1 + t2 | group, correlation = corARMA(p = 2, form = ~ t1 | group)))
> intervals(lme2)
###################################################################################
 
Error in intervals.lme(lme2) : 
Cannot get confidence intervals on var-cov components: Non-positive definite approximate variance-covariance
Calls: intervals -> intervals.lme
Execution halted
 
###################################################################################
 
Could someone please tell me the meaning of this error and i'd be grateful for any advice or suggestion on the best way to tackle on this problem?
 
Cheers
Fir


    



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