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corARMA in lme
2 messages · Arnaud Mosnier, Ben Bolker
Arnaud Mosnier <a.mosnier at ...> writes:
Dear mixed-models useRs, I made a mixed model of the form lme(Distance ~ season, random = ~1|yearTagged/tag, correlation = corAR1(form= ~Time|yearTagged/tag), data = dat) or lme(Distance ~ season, random = ~1|yearTagged/tag, correlation = corARMA(form= ~Time|yearTagged/tag, p=1, q=1), data = dat) In the AR1 model, the Phi value obtained for the corAR1 structure is 0. In the ARMA(1,1) model, both Phi1 and Theta1 are equal to 0. I find this strange. I believed first that it was caused by the fact that yearTagegd and tag variables were not considered as factor, but it did not change anything if I convert them to factor. The temporal autocorrelation is not obvious in the residuals of the model without a temporal structure included (i.e. without corAR1 or corARMA), but can I conclude that there is not correlation based on Phi value ?
A value of exactly zero does seem a little odd. I don't have an immediate answer, but in your position I would (1) try specifying starting values (i.e., test whether lme simply got stuck immediately: I suspect that 0 is the default starting value); (2) see about turning on 'verbose' or 'trace' flags; (3) simulate some data with an appropriate structure that does contain an AR term and see whether you can recover it with this model fitting approach ...