[R-sig-ME] Question about gls

[Louise Ryan]

Hi there,

I am using your function gls in R to fit some AR models (it is part of a larger thing I am trying to do). I can see from the printed output that the function is estimating the AR parameter.  But I CANNOT for the life of me figure out how to extract this parameter so I can use it for something else.

Here’s a bit of code that simulates some data and runs the model.

#####
# Set true parameter values:
beta0True <- 0.3
beta1True <- 1.6
sigmaTrue <- 0.5
rhoTrue <- 0.2

# Generate data:
set.seed(1)
n <- 500
x <- seq(0,1,length=n)
epsilon <- rep(NA,n)
epsilon[1] <- sigmaTrue*rnorm(1)
for (i in 2:n) {epsilon[i] <- rhoTrue*epsilon[i-1] + sigmaTrue*rnorm(1)}
y <- beta0True + beta1True*x + epsilon

fit.gls <- gls(y~x,  correlation=corAR1())
print(summary(fit.gls))
###########################

For my little simulation, the parameter Phi is being estimated as .1748786.

I have looked at attributes(fit.gls) and just cannot figure out where this estimate is stored!

I’d appreciate your help!

Louise
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