search for: a13558299

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2007 Nov 02
1
GLS with nlme
Hello All, This is my third time attempting to post this message. I don't see it in the archive, so I'm guessing it is not getting through. If I am wrong, my apologies. I am trying to do a GLS regression, (X'V^-1X)^-1X'V^-1y, using the gls() function from the nlme package. I have the covariance matrix V. I have been searching for a way to specify the correlation structure