Fitting spatial models in the R package: hglm

• We present a new version of the hglm package for fittinghierarchical generalized linear models (HGLM) with spatially correlated random effects. A CAR family for conditional autoregressive random effects was implemented. Eigen decomposition of the matrix describing the spatial structure (e.g. the neighborhood matrix) was used to transform the CAR random effectsinto an independent, but heteroscedastic, gaussian random effect. A linear predictor is fitted for the random effect variance to estimate the parameters in the CAR model.This gives a computationally efficient algorithm for moderately sized problems (e.g. n<5000).

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Nyckelord

Spatial HGLM

Conditional autoregressive random effects model

Heteroskedastic random effects

Eigen decomposition

General Microdata Analysis - methods

Allmänt Mikrodataaanalys - metod

Publikations- och innehållstyp

vet (ämneskategori)

rap (ämneskategori)