ar(1) model
I have what I believe is a relatively straightforward problem. I am trying to move from SAS to R and have coded the following successfully in R: proc mixed; class name run exam; model y= a b c/s; random name; random run(name); run; as ... mod<-lme(y ~ a + b + c, random=~1|name/run, na.action=na.omit) However, when trying to introduce a correlation structure in SAS by altering the 2nd random statement to random run(name)/type=ar(1), differences then appear. I've tried coding this in R: e2<-lme(y ~ a + b + c, random=~1|name/run, correlation=corAR1(form=~1|name/run), na.action=na.omit) and the model runs fine, however the results are very different to what seems sensible to me and what SAS gives. I have attached the data (and SAS output from these models) if anyone wants to have a play with it, but I suspect it's my coding that's at fault. I've been using Pinheiro and Bates to get this far, but seem to have hit a wall here. Any help would be much appreciated, Paul -----Original Message----- From: Kevin Wright [mailto:kw.stat at gmail.com] Sent: 25 January 2011 16:56 To: Paul Chatfield Subject: Re: [R-sig-ME] ar(1) no data attached? Also, you might add the SAS results, since people may not have SAS. Kevin On Tue, Jan 25, 2011 at 8:36 AM, Paul Chatfield
<p.s.chatfield at reading.ac.uk> wrote:
I have what I believe is a relatively straightforward problem. ?I am trying to move from SAS to R and have coded the following successfully in R: proc mixed; class name run exam; model y= a b c/s; random name; random run(name); run; as ... ?mod<-lme(y ~ a + b + c, random=~1|name/run, na.action=na.omit) However, when trying to introduce a correlation structure in SAS by altering the 2nd random statement to ?random run(name)/type=ar(1), differences then appear. ?I've tried coding this in R: e2<-lme(y ~ a + b + c, random=~1|name/run, correlation=corAR1(form=~1|name/run), na.action=na.omit) and the model runs fine, however the results are very different to what seems sensible to me and what SAS gives. ?I have attached the data if anyone wants to have a play with it, but I suspect it's my coding that's at fault. ?I've been using Pinheiro and Bates to get this far, but seem to have hit a wall here. Any help would be much appreciated, Paul
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Kevin Wright