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2007 Aug 07
0
Phi parameter in corAR(1) in NLMEs
Hello,
I have been fitting nonlinear models with random effects using nlme with the
corCAR1 correlation structure, as I have unequally spaced observations per
subject, and serially correlated errors. My question is regarding the Phi
parameter.
Example of output:
Correlation Structure: Continuous AR(1)
Formula: ~day | subject
Parameter estimate(s):
Phi
0.8475842
After reading