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fitting growth curves

1 message · Jose Pinheiro

#
There is a continuous AR(1) class, corCAR1, in the nlme library which
should be used in the case when the times are unequally spaced and
measured on a continuous scale. This is equivalent to the correlation
structure implemented in elliptic. There are other correlation classes
in nlme that can be used with continuous, unequallly spaced times,
such as the spatial correlation structures. In the case of a
"classical" AR(1) model, because the autocorrelation parameter is
allowed to take negative values (unlike in the continuous AR(1) case,
where it is restricted to be non-negative), the times need to be
integer valued (as stated in the help page for corAR1, the correlation
class for AR(1) in nlme). Note that, even in this case, the times are
not required to be equally spaced.

Regards,
--Jose'

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 Jose' Pinheiro
 Bell Laboratories			jcp at research.bell-labs.com
 600 Mountain Avenue, Room 2C-258	office:	(908) 582-2390
 Murray Hill, NJ 07974	   		fax:	(908) 582-3340
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