I have a bunch of data which is structured by year and US state, so I
have created a nlme groupedData object for it:
formula(gd2)
DEPVAR ~ YEAR | ABREV
Now I am trying to run a gls regression on it. I want the error
correlation structure to be AR1 with a different rho for each state,
so I do
> mdyn.1.1 = gls(model = DEPVAR ~ BLAH + BLAH, data=gd2, corr=corAR1(form= ~
> YEAR | ABREV),na.action=na.omit)
YEAR and ABREV are always present; DEPVAR is absent for one state.
I get the following error message:
Error in logLik.glsStruct(glsSt, glsPars) :
Deficient rank in gls_loglik
Can anyone enlighten me? The error message goes away if I just do
corAR1(form = ~1), but this is not meaningful for my data.
Cheers
David
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