Parameter estimation in the spatial auto-logistic model with working independent subblocks

被引:1
|
作者
Lim, Johan [2 ]
Lee, Kiseop [1 ,3 ]
Yu, Donghyeon [2 ]
Liu, Haiyan
Sherman, Michael [4 ]
机构
[1] Univ Louisville, Dept Math, Louisville, KY 40292 USA
[2] Seoul Natl Univ, Dept Stat, Seoul 151747, South Korea
[3] Ajou Univ, Grad Dept Financial Engn, Suwon, South Korea
[4] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA
基金
新加坡国家研究基金会;
关键词
Composite likelihood; Independent sub-block; Likelihood approximation; Pseudo likelihood; Spatial auto-logistic model; GAUSS MIXTURE-MODELS; MARKOV RANDOM-FIELDS; ASYMPTOTIC INFERENCE; STATISTICAL-ANALYSIS; MAXIMUM-LIKELIHOOD; ISING LATTICE; CLASSIFICATION;
D O I
10.1016/j.csda.2012.03.013
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
We propose an approximation to the likelihood function with independent sub-blocks in the spatial auto-logistic model. The entire data is subdivided into many sub-blocks which are treated as independent from each other. The approximate maximum likelihood estimator, called maximum block independent likelihood estimator, is shown to have the same asymptotic distribution as that of the maximum likelihood estimator in the Ising model, a special case of the spatial auto-logistic model. The computational load for the proposed estimator is much lighter than that for the maximum likelihood estimator, and decreases geometrically as the size of a sub-block decreases. Also, limited simulation studies show that, in finite samples, the maximum block independent likelihood estimator performs as well as the maximum likelihood estimator in mean squared error. We apply our procedure to an estimation and a test of spatial dependence in the longleaf pine tree data in Cressie (1993) and the aerial image data in Pyun et al. (2007). Finally, we discuss the extension of the proposed estimator to other spatial auto-regressive models. (C) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码:4421 / 4432
页数:12
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