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Maximum likelihood estimation for directional conditionally autoregressive models

Authors :
Kyung, M.
Ghosh, S.K.
Source :
Journal of Statistical Planning & Inference. Nov2010, Vol. 140 Issue 11, p3160-3179. 20p.
Publication Year :
2010

Abstract

Abstract: A spatial process observed over a lattice or a set of irregular regions is usually modeled using a conditionally autoregressive (CAR) model. The neighborhoods within a CAR model are generally formed using only the inter-distances or boundaries between the regions. To accommodate directional spatial variation, a new class of spatial models is proposed using different weights given to neighbors in different directions. The proposed model generalizes the usual CAR model by accounting for spatial anisotropy. Maximum likelihood estimators are derived and shown to be consistent under some regularity conditions. Simulation studies are presented to evaluate the finite sample performance of the new model as compared to the CAR model. Finally, the method is illustrated using a data set on the crime rates of Columbus, OH and on the elevated blood lead levels of children under the age of 72 months observed in Virginia in the year of 2000. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
03783758
Volume :
140
Issue :
11
Database :
Academic Search Index
Journal :
Journal of Statistical Planning & Inference
Publication Type :
Academic Journal
Accession number :
51844747
Full Text :
https://doi.org/10.1016/j.jspi.2010.04.012