Re: [R] mgcv: GAM with clustered standard errors

2013-07-11 Thread Simon Wood
I think it's going to be a problem to have different sized groups in your second model. ?corSymm says that a general correlation matrix is being estimated (i.e. the correlation between each pair of observations is being estimated - for this to be meaningful across groups you need the jth price

[R] mgcv: GAM with clustered standard errors

2013-07-11 Thread Kathrine Veie
Dear Help list, I am relatively new to the mgcv package, which I am using to model prices of housing transactions as a function of the characteristics of a home and a neighborhood. I have several smooth terms to capture price evolution over time, but also to non-parametrically fit the functiona