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...o my steps would be drop1, corARMA, drop1,corARMA, til I get a model with all variables significant. If the initial model has many variables, it would be a time-consuming process. Is it proper to do so? If proper, it'll be wonderful if a new function is developed to automatically do so. Thanks, Hanhan Xianglu Han 206 Environmental Health Science University of Georgia 30602 Phone: 706 255 2308 --------------------------------- [[alternative HTML version deleted]]

...e a data analysis job for which lme may be used. Prof. Spencer Graves had helped me much on that. I'm really appreciated for that. Could anybody else in the list give me some hints from other perspectives? I hope I can learn as much as possible for this complicated real data. Thanks in advance. Hanhan To briefly describe my data: My data is health effect measurements (y) and personal exposure to ozone and some other pollutants (x1,x2,x3,...). For each of the totally 5 subjects, 3 weeks' daily data were available with some missing values. To pool the 5 subjects together, I use lme in R as t...