Multivariate Maximum Likelihood Estimation
OK I got gls running but this is the error message that I got:
gls_results <- gls(LnWRPK ~ LnWGDP+LnWYIELD,correlation = corAR1)
Error in switch(mode(x), "NULL" = structure(NULL, class = "formula"), : invalid formula Google didn't give any results unfortunately. Help! :) Thanks, KB
Have you tried gls()? ------------------------------------------------------------------------
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ir. Thierry Onkelinx Instituut voor natuur- en bosonderzoek / Research Institute for Nature
and Forest
Cel biometrie, methodologie en kwaliteitszorg / Section biometrics,
methodology and quality assurance
Gaverstraat 4 9500 Geraardsbergen Belgium tel. + 32 54/436 185 Thierry.Onkelinx at inbo.be www.inbo.be Do not put your faith in what statistics say until you have carefully
considered what they do not say. ~William W. Watt
A statistical analysis, properly conducted, is a delicate dissection of
uncertainties, a surgery of suppositions. ~M.J.Moroney
-----Oorspronkelijk bericht----- Van: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
Namens Konrad BLOCHER
Verzonden: woensdag 6 februari 2008 12:12 Aan: r-help at r-project.org Onderwerp: [R] Multivariate Maximum Likelihood Estimation Hi, I am trying to perform Maximum Likelihood estimation of a Multivariate
model (2 independent variables + intercept) with autocorrelated errors of
1st order (ar(1)). Does R have a function for that? I could only find an univariate option
(ar.mle function) and when writing my own I find that it is pretty memory-consuming (and sometimes wrong) so there must be a better way.
Thanks, KB
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