Displaying 1 result from an estimated 1 matches for "heterosced".
2008 Feb 25
0
logLik calculation in gls (nlme)
...not decline monotonically but I would expect it to
have a decreasing trend!)
I may just be confused, but I *think* the issue is somewhere
within the log-likelihood calculation for gls. The example
below compares a series of spline fits to a simulated
exponentially decreasing data set with some heteroscedasticity;
a more detailed example comparing fits of lm() and gls() to
a simpler simulation [linear regression] shows similar, although
less extreme, behavior, and is posted at
http://www.zoo.ufl.edu/bolker/splinelik.Rnw
(or http://www.zoo.ufl.edu/bolker/splinelik.pdf ).
Apologies for boneheadedn...