[R-sig-ME] acf() and lme

[Thierry Onkelinx]

Dear David,

1) It is safer to use ACF(model) because ACF() was created to handle
nlme objects. And thus can take the correct design structure into
account. acf() probably worked because the data was sorted first along
ID and then along time.
2) acf() doesn't. It uses the current order in the data.

Best regards,
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature
and Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
Kliniekstraat 25
1070 Anderlecht
Belgium

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


2015-08-31 9:06 GMT+02:00 David Villegas Ríos <chirleu op gmail.com>:
> Dear list,
>
> I'm running a model like this using lme (nlme):
>
> model=lme(res~t1+t2+poly(month,3)+location,random=~1|ID,data=dataset,method="REML")
>
> where "res" is the response variable, "t1", "t2" and "month" are
> explanatory variables and "ID" is individual identity.
>
> If I extract the normalized residuals and run acf(residuals), there is
> evidence for strong autocorrelation (in this case, temporal
> autocorrelation, since data were collected in a monthly basis over 3 years).
>
> So I can run the same model incorporating the autocorrelation structure.
>
> model=lme(res~t1+t2+poly(t3,3)+location,random=~1|ID,correlation=corAR1(form=~tim),data=dataset,method="REML")
>
> where "tim" is a time dummy variable.
>
> This model is much better according to AIC and anova, and if I run
> acf(residuals) now, the plot seems ok.
>
> However, my questions are:
>
> 1. How does acf know which observations are potentionally correlated
> (because they share the same ID in this case) and which are not if I only
> pass the residuals?
>
> 2. How does acf know which is the correct time order of the observations?
>
> Thanks in advance,
>
> David
>
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>
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