[R-sig-ME] [FORGED] Re: Question about gls --- whoops!!!

[Louise Ryan]

Yes, it is very weird. I tried all sorts of things and many gave me that strange second number.

But the good news is that I now have a solution that works!!  Thank you so much :)

Louise

Sent from my iPhone

> On 24 Mar 2018, at 8:30 am, Rolf Turner <r.turner at auckland.ac.nz> wrote:
>
>> On 24/03/18 10:52, Rolf Turner wrote:
>>> On 24/03/18 08:58, Andrzej Galecki wrote:
>>> Hi Louise,
>>>
>>> One possible way ...
>>>
>>> mSt <- fit.gls$modelStruct
>>> cSt <- mSt$corStruct
>>> coef(cSt, unconstrained = FALSE)
>>>
>>> #       Phi
>>> # 0.1748786
>> Not exactly obvious, but, is it?  How on earth would one ever figure this out, except by appealing to r-sig-mixed-models?
>> Looking at str(fit.gls) one sees that there is a (list) component "modelStruct" and that this component in turn has a component "corStruct".  If one is an optimist, one might try
>>     fit.gls$modelStruct$corStruct
>> which (mirabile dictu!) gives:
>> Correlation structure of class corAR1 representing
>>       Phi
>> 0.1748786
>> Again if one is an optimist, one might try stripping away all the unwanted baggage by doing
>>     as.vector(fit.gls$modelStruct$corStruct)
>> giving:
>> [1] 0.3533897
>> Bingo.
>
> Nope!  ***NOT*** bingo!!!  Louise just pointed out to me that what I got by applying as.vector(), i.e. 0.3533897, is not the same as the number one gets by just typing fit.gls$modelStruct$corStruct, which is 0.1748786 --- which is what Andrzej's approach gives (and which would
> appear to be the right answer).  Bit of a duhhh on my part.
>
> Setting unconstrained=FALSE as in Andrzej's approach seems to be crucial.  I missed that bit ....
>
> But it still mystifies me why as.vector() doesn't give the same numeric value as is obtained from just printing the object in question.  Also
> looking at the code of nlme:::coef.corStruct I would have thought that
> this function would simply throw an error when unconstrained is set to FALSE.  (Just type "nlme:::coef.corStruct" and you'll see what I mean.)
>
> If I set foo <- nlme:::coef.corStruct and then do
>
>    foo(fit.gls$modelStruct$corStruct)
>
> I do indeed get an error.  WTF?
>
> There would appear to be no way for the results to be different (look
> at the code) --- but different they are.
>
> But that sort of nonsense is to be expected when S4 classes and methods are involved in any way.
>
> cheers,
>
> Rolf
>
> --
> Technical Editor ANZJS
> Department of Statistics
> University of Auckland
> Phone: +64-9-373-7599 ext. 88276

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