search for: pobl

...o (-1, 1) where: u and e are independent and normally zero-mean distributed. d is also independently normally zero-mean distributed. So, I want random effects for group i to be correlated in t, following an AR(1) process. I am using the mle command, including correlation=corAR1: lme(asis~prec+pobl+gola+entr,random=~1|codi,correlation=corAR1(0.8 ,form=~temp|codi))) i = codi t = temp I am not sure whether the AR(1) process is applied to the random effects (u_it) or the error term (e_it)... Any idea? Thanks. G -- Guillermo Villa Universidad Carlos III de Madrid Business Economics Depar...