Hi,
I'm a new member here in the list. I am a graduate from University of Georgia.
Recently in doing analysis using lme on a dataset, I found several questions:
1. How to express the equation when the correlation structure is very complicated. For
exmaple, if the fixed is y(t)=0.03x1(t)+1.5x2(t)(I omitted "hat" and others). And the
model with corARMA(p=2,q=3) is proper. What will be the complete equation?
2. Is is that any regression error will be stationary? (Forgive me for my poor math
background. This may be a simple question to most people.) Since corARIMA is not
available.
3. Why not make a function to automatically select the best corARMA structure (setting
max p and q and the computer takes care of the rest)?
4. When the initial model (without considering correlation structure) has many
variables and some have no significance, should I use stepAIC first to eliminate some
variables? Or, try corARMA with different combination of p and q, which may make more
variables significant without having to reduce variable. I prefer the latter.
5. If the best corARMA model out of a model still contain some insignificant
variables, I would use drop1 (instead of stepAIC) and then try all the possible
corARMA structures again. So my steps would be drop1, corARMA, drop1,corARMA, til I
get a model with all variables significant. If the initial model has many variables,
it would be a time-consuming process. Is it proper to do so? If proper, it'll be
wonderful if a new function is developed to automatically do so.
Thanks, Hanhan
Xianglu Han
206 Environmental Health Science
University of Georgia 30602
Phone: 706 255 2308
---------------------------------
[[alternative HTML version deleted]]
______________________________________________
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
