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Space varying coefficient models for small area data
Author(s) -
Assunção Renato M.
Publication year - 2003
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.599
Subject(s) - gibbs sampling , covariate , mathematics , bayesian probability , computer science , equivalence (formal languages) , linear regression , random field , sampling (signal processing) , spatial analysis , statistics , econometrics , filter (signal processing) , discrete mathematics , computer vision
Abstract Many spatial regression problems using area data require more flexible forms than the usual linear predictor for modelling the dependence of responses on covariates. One direction for doing this is to allow the coefficients to vary as smooth functions of the area's geographical location. After presenting examples from the scientific literature where these spatially varying coefficients are justified, we briefly review some of the available alternatives for this kind of modelling. We concentrate on a Bayesian approach for generalized linear models proposed by the author which uses a Markov random field to model the coefficients' spatial dependency. We show that, for normally distributed data, Gibbs sampling can be used to sample from the posterior and we prove a result showing the equivalence between our model and other usual spatial regression models. We illustrate our approach with a number of rather complex applied problems, showing that the method is computationally feasible and provides useful insights in substantive problems. Copyright © 2003 John Wiley & Sons, Ltd.