nlme: "Deficient rank in gls_loglik" when creating corAR1()

I have a bunch of data which is structured by year and US state, so I
have created a nlme groupedData object for it:

formula(gd2)
DEPVAR ~ YEAR | ABREV

Now I am trying to run a gls regression on it. I want the error
correlation structure to be AR1 with a different rho for each state,
so I do

mdyn.1.1 = gls(model = DEPVAR ~ BLAH + BLAH, data=gd2, corr=corAR1(form= ~ YEAR | ABREV),na.action=na.omit)

YEAR and ABREV are always present; DEPVAR is absent for one state.

I get the following error message:

Error in logLik.glsStruct(glsSt, glsPars) :
        Deficient rank in gls_loglik

Can anyone enlighten me? The error message goes away if I just do
corAR1(form = ~1), but this is not meaningful for my data.

Cheers
David

Is this a bug? Should I attach a test case?

D

On 03/05/05, David Hugh-Jones <davidhughjones at gmail.com> wrote:

I have a bunch of data which is structured by year and US state, so I
have created a nlme groupedData object for it:

formula(gd2)
DEPVAR ~ YEAR | ABREV

Now I am trying to run a gls regression on it. I want the error
correlation structure to be AR1 with a different rho for each state,
so I do

mdyn.1.1 = gls(model = DEPVAR ~ BLAH + BLAH, data=gd2, corr=corAR1(form= ~ YEAR | ABREV),na.action=na.omit)

YEAR and ABREV are always present; DEPVAR is absent for one state.

I get the following error message:

Error in logLik.glsStruct(glsSt, glsPars) :
       Deficient rank in gls_loglik

Can anyone enlighten me? The error message goes away if I just do
corAR1(form = ~1), but this is not meaningful for my data.

Cheers
David

David Hugh-Jones wrote:

Is this a bug? Should I attach a test case?

Try setting verbose=TRUE in the call to gls first and see if that gives
you any insight into what is happening.

D

On 03/05/05, David Hugh-Jones <davidhughjones at gmail.com> wrote:

I have a bunch of data which is structured by year and US state, so I
have created a nlme groupedData object for it:

formula(gd2)
DEPVAR ~ YEAR | ABREV

Now I am trying to run a gls regression on it. I want the error
correlation structure to be AR1 with a different rho for each state,
so I do

mdyn.1.1 = gls(model = DEPVAR ~ BLAH + BLAH, data=gd2, corr=corAR1(form= ~ YEAR | ABREV),na.action=na.omit)

YEAR and ABREV are always present; DEPVAR is absent for one state.

I get the following error message:

Error in logLik.glsStruct(glsSt, glsPars) :
       Deficient rank in gls_loglik

Can anyone enlighten me? The error message goes away if I just do
corAR1(form = ~1), but this is not meaningful for my data.

Cheers
David