Sample-based maximum likelihood estimation of the autologistic model

被引:5
|
作者
Magnussen, S.
Reeves, R.
机构
[1] Canadian Forest Serv, Nat Resources Canada, Victoria, BC V8Z 1M5, Canada
[2] Queensland Univ Technol, Sch Math Sci, Brisbane, Qld, Australia
关键词
Markov Chain Monte Carlo; bias; sample size; cluster sampling; calibration; sampling variance;
D O I
10.1080/02664760701234967
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
New recursive algorithms for fast computation of the normalizing constant for the autologistic model on the lattice make feasible a sample-based maximum likelihood estimation (MLE) of the autologistic parameters. We demonstrate by sampling from 12 simulated 420 x 420 binary lattices with square lattice plots of size 4 x 4,..., 7 x 7 and sample sizes between 20 and 600. Sample-based results are compared with `benchmark' MCMC estimates derived from all binary observations on a lattice. Sample-based estimates are, on average, biased systematically by 3%-7%, a bias that can be reduced by more than half by a set of calibrating equations. MLE estimates of sampling variances are large and usually conservative. The variance of the parameter of spatial association is about 2-10 times higher than the variance of the parameter of abundance. Sample distributions of estimates were mostly non-normal. We conclude that sample-based MLE estimation of the autologistic parameters with an appropriate sample size and post-estimation calibration will furnish fully acceptable estimates. Equations for predicting the expected sampling variance are given.
引用
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页码:547 / 561
页数:15
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