4
votes
Accepted
Uncertain serial autocorrelation in GAM count model residuals
Your mvgam model doesn't have any autoregressive components in it, so these two models should be roughly equivalent apart from the better handling of uncertainties in mvgam. But there are a few tweaks ...
- 991
3
votes
Why do the BG test results seem contradictory
The Breusch-Godfrey is a portmanteau-type test; it looks at multiple lags jointly. It is entirely possible that one lag is significant on its own, yet the entire group of lags considered in the BG ...
- 69.5k
3
votes
Accepted
Accounting for non-independence and autocorrelation in HGAM
Yes, this is OK; both terms will model variation among observations.
I don't think you have the ranef specification right; why do you think that globally the hour ...
- 50.4k
2
votes
Accounting for non-independence and autocorrelation in HGAM
On top of Gavin's answer I'll add that you can use the {mvgam} package if you need to allow each fish to have a potentially different $\rho$ parameter. The package ...
- 991
2
votes
How to calculate autocorrelation manually
Next to the points about starting values raised in the comments, there is another issue related to the "manual" formula for a deterministic difference sequence of the type you use that, ...
- 34.8k
1
vote
Posterior simulation of residuals and ACF for GAMs
I replied in the other thread but will do so here as well for completeness. In Bayesian inference with MCMC, each posterior draw represents a plausible model configuration. So we can compute ...
- 991
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