library(nlme) data(revenge, package = "hecstatmod") revenge$t <- as.integer(revenge$time) model1 <- gls(revenge ~ sex + age + vc + wom + t, correlation= corAR1(form=~1|id), data = revenge, method = "ML") model2 <- gls(revenge ~ id + t, data = revenge, method = "ML") model3 <- gls(revenge ~ id + t, data = revenge, correlation= corAR1(form=~1|id), method = "ML") anova(model2, model3) # AR(1) corr coefficient not significative # if we have a group effect -> less residual structure AIC(model1, model2) BIC(model1, model2) # All models have been fitted using maximum likelihood here