[R] Mixed-effects model with lagged endogenous variables and autocorrelated residuals

2005-05-16 Thread Revilla,AJ (pgt)
Dear all, I am dealing with a nonlinear model of the form yt = A*exp(-B*T)*Yt-1, where T represents time and Yt-1 accounts for the accumulated values of y from T=0 to t-1. The problem of the models is that the error terms are autocorrelated, so I have to deal with a model combining

[R] (sin asunto)

2005-04-30 Thread Revilla,AJ (pgt)
Dear all, I am fitting a nonlinear mixed-effects model from a balanced panel of data using nlme. I would like to know whay would be the best options for formally testing for autocorrelation. Is it possible to carry out a Durbin-Watson test on a nlme object? As far as I've seen, I think the

[R] Test for autocorrelation in nlme model

2005-04-30 Thread Revilla,AJ (pgt)
Dear all, I am fitting a nonlinear mixed-effects model from a balanced panel of data using nlme. I would like to know whay would be the best options for formally testing for autocorrelation. Is it possible to carry out a Durbin-Watson test on a nlme object? As far as I've seen, I think the

[R] Is this a bug in R?

2005-04-27 Thread Revilla,AJ (pgt)
Dear all, I am trying to fit a nonlinear model with a autocorrelation term, but everytime I type in the command, I got an error message from Winwows and R closes itself. The command line is as follows: mod1-nlme(V~A*exp(-B*A.O)*Vac.t.1.,data,fixed=A+B~1,random=A+B~1|ORDINAL,+

[R] Error in nonlinear mixed-effects model

2005-04-26 Thread Revilla,AJ (pgt)
Dear all, I am trying to fit a mixed-effects non linear regression, but I have some trouble with it. My data are a balanced panel of 904 subjects with 8 observations (at regular periods) per subject. The functional form of my model is Y=Aexp(-BX1)X2 +e. I want to allow parameters A and B to