Message-ID: <200504151750.j3FHo16m016535@hypatia.math.ethz.ch>
Date: 2005-04-15T17:50:00Z
From: Panos Hadjinicolaou
Subject: Residuals in gls
Dear R-helpers,
I am doing a multiple linear regression of an ozone time-series on time and
other explanatory variables. I have been using the "lm" model but I am recently
experimenting with "gls".
With the "lm" model I was able to look at the residuals by $res in the "summary
(lm(...))" and then check with "acf" for autocorrelation in these residuals
which had the same "length" with the original time-series.
A similar action in "gls" would return only 5 values for residuals
(Min,Q1,Med,Q3,Max). So I am estimating the residuals for the predicted
time-series by subtracting $fitted from my original time-series. I would like to
ask if this a correct thing to do.
Thanks for reading,
Panos
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Dr Panos Hadjinicolaou
Centre for Atmospheric Science, Dept. of Chemistry
University of Cambridge
Lensfield Road
Cambridge CB2 1EW, UK
Work: +44 1223 763815
Home: +44 1223 327417
Fax: +44 1223 763823