OK I got gls running but this is the error message that I got: > gls_results <- gls(LnWRPK ~ LnWGDP+LnWYIELD,correlation = corAR1)
Error in switch(mode(x), "NULL" = structure(NULL, class = "formula"), : invalid formula Google didn't give any results unfortunately. Help! :) Thanks, KB > Have you tried gls()? > > > ------------------------------------------------------------------------ ---- > 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 > [EMAIL PROTECTED] > www.inbo.be > > Do not put your faith in what statistics say until you have carefully considered what they do not say. ~William W. Watt > A statistical analysis, properly conducted, is a delicate dissection of uncertainties, a surgery of suppositions. ~M.J.Moroney > > -----Oorspronkelijk bericht----- > Van: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Namens Konrad BLOCHER > Verzonden: woensdag 6 februari 2008 12:12 > Aan: r-help@r-project.org > Onderwerp: [R] Multivariate Maximum Likelihood Estimation > > Hi, > > I am trying to perform Maximum Likelihood estimation of a Multivariate model (2 independent variables + intercept) with autocorrelated errors of > 1st order (ar(1)). > > Does R have a function for that? I could only find an univariate option (ar.mle function) and when writing my own I find that it is pretty memory-consuming (and sometimes wrong) so there must be a better way. > > Thanks, > > KB > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.