gls and AR>1 [Coefficient matrix not invertible]
Dear Luca, That seems reasonable. But that means that the order is important. So I still prefer to put the time variable explicitly in the correlation structure. Better save that sorry ;-) HTH, Thierry ---------------------------------------------------------------------------- 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 To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of. ~ Sir Ronald Aylmer Fisher The plural of anecdote is not data. ~ Roger Brinner The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data. ~ John Tukey -----Oorspronkelijk bericht----- Van: Luca Borger [mailto:lborger at uoguelph.ca] Verzonden: donderdag 7 mei 2009 19:35 Aan: ONKELINX, Thierry; Jon Loehrke; r-sig-mixed-models at r-project.org Onderwerp: Re: [R-sig-ME] gls and AR>1 [Coefficient matrix not invertible] Hello,
you have not specified the variable which indicates time. I am not sure which variable is used by default.
If I understand correctly, if the position variable is not defined (form =~1) the within-group order of the positions is used by default (P&B 2000 p.236). HTH Cheers, Luca --------------------------- Luca B?rger, PhD Postdoctoral Research Fellow Department of Integrative Biology University of Guelph Guelph, Ontario, Canada N1G 2W1 office +1 519 824 4120 ext. 52975 lab +1 519 824 4120 ext. 53594 fax: +1 519 767 1656 email: lborger at uoguelph.ca www.researcherid.com/rid/C-6003-2008 http://uoguelph.academia.edu/LucaBorger ----- Original Message ----- From: "ONKELINX, Thierry" <Thierry.ONKELINX at inbo.be> To: "Jon Loehrke" <jloehrke at umassd.edu>; <r-sig-mixed-models at r-project.org> Sent: Thursday, May 07, 2009 4:38 AM Subject: Re: [R-sig-ME] gls and AR>1 [Coefficient matrix not invertible]
Dear Jon, It seems to me like you are trying to fit a model that is too complex for your dataset. Are you sure you have enough data? Furthermore I think you have not specified the variable which indicates time. I am not sure which variable is used by default. HTH, Thierry ------------------------------------------------------------------------ ---- 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 To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of. ~ Sir Ronald Aylmer Fisher The plural of anecdote is not data. ~ Roger Brinner The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data. ~ John Tukey -----Oorspronkelijk bericht----- Van: r-sig-mixed-models-bounces at r-project.org [mailto:r-sig-mixed-models-bounces at r-project.org] Namens Jon Loehrke Verzonden: woensdag 6 mei 2009 14:17 Aan: r-sig-mixed-models at r-project.org Onderwerp: [R-sig-ME] gls and AR>1 [Coefficient matrix not invertible] Hi Mixed Modelers, I have been using gls() to run some AR[2] models and occasionally receive the following error: gls(Y~x1 + x2 + x3 + x4 + x5 + x6, data=na.omit(herrdata), method ='ML',corr=corARMA(p = 2, q = 0)) Error in `coef<-.corARMA`(`*tmp*`, value = c(7.49067599726739, -15.2313908862033 : Coefficient matrix not invertible I do not understand the problem enough to create a dataset and post an example. However, I have established a few things: if I use method='REML' then the error goes away if I reduce the number of parameters, the error goes away if I utilize an AR[1] correlation structure, the error goes away Would it be possible for somebody to explain this error to me? Thank you very much, Jon sessionInfo() R version 2.8.1 Patched (2009-01-19 r47650) i386-apple-darwin9.6.0 locale: en_US.UTF-8/en_US.UTF-8/C/C/en_US.UTF-8/en_US.UTF-8 attached base packages: [1] grid stats graphics grDevices utils datasets methods base other attached packages: [1] nlme_3.1-90 car_1.2-9 xtable_1.5-4 MASS_7.2-45 RColorBrewer_1.0-2 lattice_0.17-20 reshape_0.8.2 plyr_0.1.3 Jon Loehrke Graduate Research Assistant Department of Fisheries Oceanography School for Marine Science and Technology University of Massachusetts 200 Mill Road, Suite 325 Fairhaven, MA 02719 jloehrke at umassd.edu
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Dit bericht en eventuele bijlagen geven enkel de visie van de schrijver weer en binden het INBO onder geen enkel beding, zolang dit bericht niet bevestigd is door een geldig ondertekend document. The views expressed in this message and any annex are purely those of the writer and may not be regarded as stating an official position of INBO, as long as the message is not confirmed by a duly signed document.