Thanks, I managed to run gls, but my problem isn't solved :)
1. I do not know the autocorrelation between errors and its estimates change for different methods. Therefore I wasn't including it in the corAR1 function. 2. GLS yields counteraintuitive results with one of the variables (its sign) and I need to make sure that it is either only the case for Least Squares, or for the data (disregarding the influence of different estimation techniques) - thus a need for multivariate MLE. Cheers, KB > It seems like you didn't look at the examples in the helpfiles. See ?gls > and ?corAR1. > > > ------------------------------------------------------------------------ > ---- > 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 16:42 > Aan: r-help@r-project.org > Onderwerp: Re: [R] Multivariate Maximum Likelihood Estimation > > 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. > ______________________________________________ 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.
