timothy_hand...@nps.gov wrote:
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?
Those for the correlation structure are not counted for these residuals
as you can find in
nlme:::print.summary.gls
that contains the line
cat("Degrees of freedom:", dd[["N"]], "total;", dd[["N"]] -
dd[["p"]], "residual\n")
(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?
1 additional was used for the estimation of the variance. Accordingly
nlme:::logLik.gls
contains the line
attr(val, "df") <- p + length(coef(object[["modelStruct"]])) + 1
The AICs should be comparable at least within R and if others think 5
rather than 6 should be used its still fine since the difference will be
there in all models to be compared.
Best wishes,
Uwe Ligges
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
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