correlation structure with AR(1)

Hi,

Thank you for the advice. In an example from the help menu shown
below, fm3Dial.gls specify the first value of the autocorrelation
i.e. 0.771, but after running the script, the new phi occurred which
was 0.7526038.

####################################################################################
Pinheiro and Bates, pp. 255-258:  use in gls fm1Dial.gls <-  gls(rate
~(pressure + I(pressure^2) + I(pressure^3) + I(pressure^4))*QB,
Dialyzer) fm2Dial.gls <- update(fm1Dial.gls,   weights =
varPower(form = ~ pressure)) fm3Dial.gls <- update(fm2Dial.gls,
corr = corAR1(0.771, form = ~ 1 | Subject)) 
###################################################################################



Could you please advice me on the reason of this difference phi?

Thank you Fir

----- Original Message ---- From: Ben Bolker <bolker at ufl.edu> To: FMH
<kagba2006 at yahoo.com> Cc: "r-sig-mixed-models at r-project.org"
<r-sig-mixed-models at r-project.org> Sent: Thursday, September 3, 2009
5:54:58 PM Subject: Re: [R-sig-ME] correlation structure with AR(1)

FMH wrote:

Dear All,

Could someone please advice me the difference between lme function 
with correlation structure of the residual from AR(1) process and 
without this correlation structure. I found from the help menu
shown below that if we do not declare any value in corAR1, by
default, the function will assume there is no autocorrelation i.e.
0.

Does this meant we can just simply ignore the correlation structure
 in the model and just use a simple command in lme without
including corAR1? Please correct me if i'm wrong.

###################################################################################
 Usage corAR1(value, form, fixed)

Arguments value the value of the lag 1 autocorrelation, which must
be between -1 and 1. Defaults to 0 (no autocorrelation). 
###################################################################################

You're a little confused.  What the help page means is that if you 
simply define a "corAR1" object, it will have its autocorrelation 
parameter set to zero:

corAR1()

However, when you pass corAR1 to the lme function, it fits the 
autocorrelation parameter (changing it to something other than zero).
 If you wanted to specify a starting value other than zero for phi,
then you can specify a value.

Ben Bolker