[R] GLS with nlme
Janmaat, John
john.janmaat at ubc.ca
Fri Nov 2 15:56:35 CET 2007
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 using V,
and have had little luck. I have found a few other messages from people
who have had the same problem. Is there a way to do this? If it
requires building my own corStruct, where can I look for information to
do this?
Thanks,
John.
--
=========================
John Janmaat, Assistant Professor of Economics
IK Barber School of Arts and Sciences (Unit 6)
University of British Columbia Okanagan
3333 University Way, Kelowna, BC, V1V 1V7
Canada
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