A couple weeks ago I posted a message on this topic to r-help, the response was that this seemed like odd behavior, and that I ought to post it to one of the developer lists. I posted to r-sig-mixed-models, but didn't get any response. So, with good intentions, I decided to try posting once more, but to this more general list.
The goal is (1) FYI, to make you aware of this issue, in case it is an error in gls (2) For my information, in case I have made an error, in the hope that one of you folks might be able to correct me. Thanks in advance for your time. The issue is in 2 parts. (A) I've used gls to fit a model with two fixed effects and a corExp object. By my count, this fitting process estimates 5 parameters: (Intercept), l10area, newx, range, and nugget. With 118 total df, there should be 118 - 5 = 113 residual df. However, the output from summary.gls reports 115 residual degrees of freedom. Is this an error in summary or gls, or is there an error in my count? (B) Summary.gls reports logLik=-273.6. Using my count of 5 estimated parameters, the AIC should be -2*(-273.6) + 2*5 = 557.2. However, summary.gls reports an AIC of 559.2. If one works backwards from the reported AIC of 559.2, it seems that gls believes it has estimated 6 parameters in the fitting process. Again, is this an error in gls, or an error on my part? Copied from R terminal: > > summary(sppl.i.ex) Generalized least squares fit by maximum likelihood Model: all.all.rch ~ l10area + newx Data: gtemp AIC BIC logLik 559.167 575.7911 -273.5835 Correlation Structure: Exponential spatial correlation Formula: ~x + y | area Parameter estimate(s): range nugget 15.4448835 0.3741476 Coefficients: Value Std.Error t-value p-value (Intercept) 7.621306 0.7648135 9.964921 0.0000 l10area 6.332931 0.5589199 11.330659 0.0000 newx 0.066535 0.0204417 3.254857 0.0015 Correlation: (Intr) l10are l10area -0.605 newx 0.358 -0.024 Standardized residuals: Min Q1 Med Q3 Max -3.0035983 -0.5990432 -0.2226852 0.5113270 2.4444263 Residual standard error: 2.820337 Degrees of freedom: 118 total; 115 residual Tim Handley Fire Effects Monitor Santa Monica Mountains National Recreation Area 401 W. Hillcrest Dr. Thousand Oaks, CA 91360 805-370-2347 ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel