[R] GLS with nlme

[Janmaat, John]

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