Hello All, This is my third time attempting to post this message. I don't see it in the archive, so I'm guessing it is not getting through. If I am wrong, my apologies.
I am trying to do a GLS regression, (X'V^-1X)^-1X'V^-1y, using the gls() function from the nlme package. I have the covariance matrix V. I have been searching for a way to specify the correlation structure using V, and have had little luck. I have found a few other messages from people who have had the same problem. Is there a way to do this? If it requires building my own corStruct, where can I look for information to do this? Thanks, John. -- ========================= John Janmaat, Assistant Professor of Economics IK Barber School of Arts and Sciences (Unit 6) University of British Columbia Okanagan 3333 University Way, Kelowna, BC, V1V 1V7 Canada ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
