3 Jan 10:07
Re: Time series and GLS
Hi, Just a few quick thoughts. *) your success.gls model contains a linear effect for year. Is this really likely over the time period you mention? I would highly doubt it (but this is really just a guess). If this is not the case then your residuals are likely to show falsely high autocorrelation, not because it is there but because the residuals come from an inappropriate mean model. *) With the previous point in mind: have you considered using GAM models? It seems like a perfect application as you can specify different smooth functions for each of the populations and then see if they really are all that different (through LRTs). *) The GLS function will assume normality (albeit correlated). Is this really all that believable? In the GAM framework you could specify binomial data, an assumption that is much more likely to make sense. Of course, your data may contain enough nests sampled and a favourable probability of success, to make the normality assumption very plausible. *) The GAM model, when viewed as a random effects model, does specify a correlation structure amongst the outcomes. It may not be the most appropriate correlation structure, nor even *an* appropriate structure but it may be a suitable starting place. Most analysts would consider it a useful finishing place too (but you can extend the GAM model -- Richard Morton has done some work in this line although I can't find the reference right now). Be careful taking acf of residuals in GAM models -- the residuals from the model conditional on the random effects may not tell much about the correlation structure (need the marginal distribution for this).(Continue reading)
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