ybas@ens-lyon.fr
2005-May-17 13:16 UTC
[R] problem with gls : combining weights and correlation structure
Dear R-users, I hope you will have time to read me and I will try to be brief. I am also sorry for my poor english. I used gls function from the package nlme to correct two types of bias in my database. At first, because my replicates are spatially aggregated, I would like to fit a corStruct function like corLin, corSpher, corRatio, corExp or corGaus in my gls model, and simultaneously, because my response variable is an estimate, I would like to use weights to take into account the accuracy of the estimation. I used a varFixed object corresponding to squared standard error. Variograms all shows a weak but real spatial autocorrelation (nugget ~ 0.9 but they always increase with distance). My first problem was the estimation of the parameters of the corStruc function which were very far from their order of magnitude (range > 10E15, though the maximum distance between observations is no more than 10E6). I thought I had convergence problem that I could solve : - with at first fitting corStruct functions to variograms with the solver of Excel - and secondly binding corStruct parameters to the obtained value with the argument "fixed=TRUE" But I obtained very unrealistic values for the parameters of the model even when the spatial autocorrelation was weak, so I am sure that the model fitting didn't work properly. I had absolutely no problems in using the "corr" or the "weight" arguments separately. I thank you very much to read me and if you have a solution to my problem or if you know where I did a mistake, you would be very nice to answer me. Sincerely yours, Yves Bas