R help - May 2005 - nlme: "Deficient rank in gls_loglik" when creating corAR1()

I have a bunch of data which is structured by year and US state, so I
have created a nlme groupedData object for it:

formula(gd2)
DEPVAR ~ YEAR | ABREV

Now I am trying to run a gls regression on it. I want the error
correlation structure to be AR1 with a different rho for each state,
so I do
> mdyn.1.1 = gls(model = DEPVAR ~ BLAH + BLAH, data=gd2, corr=corAR1(form= ~
YEAR | ABREV),na.action=na.omit)
YEAR and ABREV are always present; DEPVAR is absent for one state.

I get the following error message:

Error in logLik.glsStruct(glsSt, glsPars) :
        Deficient rank in gls_loglik

Can anyone enlighten me? The error message goes away if I just do
corAR1(form = ~1), but this is not meaningful for my data.

Cheers
David

Is this a bug? Should I attach a test case?

D

On 03/05/05, David Hugh-Jones <davidhughjones at gmail.com>
wrote:
> I have a bunch of data which is structured by year and US state, so I
> have created a nlme groupedData object for it:
> 
> formula(gd2)
> DEPVAR ~ YEAR | ABREV
> 
> Now I am trying to run a gls regression on it. I want the error
> correlation structure to be AR1 with a different rho for each state,
> so I do
> 
> > mdyn.1.1 = gls(model = DEPVAR ~ BLAH + BLAH, data=gd2,
corr=corAR1(form= ~ YEAR | ABREV),na.action=na.omit)
> 
> YEAR and ABREV are always present; DEPVAR is absent for one state.
> 
> I get the following error message:
> 
> Error in logLik.glsStruct(glsSt, glsPars) :
>         Deficient rank in gls_loglik
> 
> Can anyone enlighten me? The error message goes away if I just do
> corAR1(form = ~1), but this is not meaningful for my data.
> 
> Cheers
> David
>

David Hugh-Jones wrote:
> Is this a bug? Should I attach a test case?
Try setting verbose=TRUE in the call to gls first and see if that gives
you any insight into what is happening.
> 
> D
> 
> On 03/05/05, David Hugh-Jones <davidhughjones at gmail.com> wrote:
> 
>>I have a bunch of data which is structured by year and US state, so I
>>have created a nlme groupedData object for it:
>>
>>formula(gd2)
>>DEPVAR ~ YEAR | ABREV
>>
>>Now I am trying to run a gls regression on it. I want the error
>>correlation structure to be AR1 with a different rho for each state,
>>so I do
>>
>>
>>>mdyn.1.1 = gls(model = DEPVAR ~ BLAH + BLAH, data=gd2,
corr=corAR1(form= ~ YEAR | ABREV),na.action=na.omit)
>>
>>YEAR and ABREV are always present; DEPVAR is absent for one state.
>>
>>I get the following error message:
>>
>>Error in logLik.glsStruct(glsSt, glsPars) :
>>        Deficient rank in gls_loglik
>>
>>Can anyone enlighten me? The error message goes away if I just do
>>corAR1(form = ~1), but this is not meaningful for my data.
>>
>>Cheers
>>David
>>
> 
> 
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