Folks,
I posted a message about a week ago regarding the method used to fit an
AR(1) model to the residuals of the GLM for the purposes of estimating the
serial correlations in the data. I wanted to restate the question in perhaps
a more provocative way and ask again if anyone would care to comment.
Consider that there are two ways to remove the effects of low-frequency
noise from a time-series. First, one could apply exogenous smoothing to the
data with a notch filter, which would remove power from (e.g.) the lowest 10
frequencies. Alternatively, one could include a set of 10 sines and cosines
as nuisance covariates, designed to model power at these 10 low frequencies.
In both cases, the residuals would have no power at the low frequencies. My
question is this: does the model of intrinsic correlation need to differ
between the cases for valid inference?
thanks
Geoff
--
Geoffrey Karl Aguirre, M.D., Ph.D.
University of Pennsylvania Center for Cognitive Neuroscience
3815 Walnut Street Fax: (215) 898-1982
Philadelphia, PA 19104-6196 mailto:[log in to unmask]
http://ccn.upenn.edu/~aguirre
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