کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7496341 1485777 2018 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the formal specification of sum-zero constrained intrinsic conditional autoregressive models
ترجمه فارسی عنوان
در فرمول رسمی از مجموع-صفر مدل های خودگردان شرطی ذاتی محدود شده است
کلمات کلیدی
داده های حوزه، خودکفاء شرطی، خودپنداره ذاتی، انتخاب مدل، آمار فضایی،
موضوعات مرتبط
مهندسی و علوم پایه علوم زمین و سیارات علوم زمین و سیاره ای (عمومی)
چکیده انگلیسی
We propose a formal specification for sum-zero constrained intrinsic conditional autoregressive (ICAR) models. Our specification first projects a vector of proper conditional autoregressive spatial random effects onto a subspace where the projected vector is constrained to sum to zero, and after that takes the limit when the proper conditional autoregressive model approaches the ICAR model. As a result, we show that the sum-zero constrained ICAR model has a singular Gaussian distribution with zero mean vector and a unique covariance matrix. Previously, sum-zero constraints have typically been imposed on the vector of spatial random effects in ICAR models within a Markov chain Monte Carlo (MCMC) algorithm in what is known as centering-on-the-fly. This mathematically informal way to impose the sum-zero constraint obscures the actual joint density of the spatial random effects. By contrast, the present work elucidates a unique distribution for ICAR random effects. The explicit expressions for the resulting unique covariance matrix and density function are useful for the development of Bayesian methodology in spatial statistics which will be useful to practitioners. We illustrate the practical relevance of our results by using Bayesian model selection to jointly assess both spatial dependence and fixed effects.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Spatial Statistics - Volume 24, April 2018, Pages 54-65
نویسندگان
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