[R-sig-ME] interpretation of range value from lme model with exponential correlation structure
janeemwilkinson at gmail.com
Thu Nov 20 05:53:20 CET 2014
I am fitting a model using the lme function with an exponential correlation
lme(y~fixed1+fixed2, random =~1|subject,
How do I interpret the range value?
In a paper I described the range as the distance at which observations are
uncorrelated but a reviewer has said this is incorrect and that the range
specifies the rate at which the correlation tends to zero.
I thought that the usual interpretation of the range was that observations
separated by less than the range are spatially autocorrelated, whereas
observations further apart than the range are not.
>From the help file for corExp, letting d denote the range and n denote the
nugget effect, the correlation between two observations a distance r apart
is (1-n)*exp(-r/d). So when the distance=range, the correlation will be
(1-n)*exp(-1), which will not be zero.
Any help would be much appreciated.
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