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Space-varying regression models: specifications and simulation

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  • Gamerman, Dani
  • Moreira, Ajax R. B.
  • Rue, Havard

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  • Gamerman, Dani & Moreira, Ajax R. B. & Rue, Havard, 2003. "Space-varying regression models: specifications and simulation," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 513-533, March.
    • Handle: RePEc:eee:csdana:v:42:y:2003:i:3:p:513-533
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    1. Mardia, K. V., 1988. "Multi-dimensional multivariate Gaussian Markov random fields with application to image processing," Journal of Multivariate Analysis, Elsevier, vol. 24(2), pages 265-284, February.
    2. Julian Besag & Jeremy York & Annie Mollié, 1991. "Bayesian image restoration, with two applications in spatial statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 1-20, March.
    3. Håvard Rue, 2001. "Fast sampling of Gaussian Markov random fields," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 325-338.
    4. Andersen, Lykke E. & Granger, Clive W.J. & Reis, Eustáquio J., 1997. "A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 17(1), May.
    5. Leonhard Knorr‐Held & Håvard Rue, 2002. "On Block Updating in Markov Random Field Models for Disease Mapping," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(4), pages 597-614, December.
    6. Alexandra Mello Schmidt & Dani Gamerman & Ajax Moreira, 1999. "An adaptive resampling scheme for cycle estimation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(5), pages 619-641.
    7. J. Besag & D. Higdon, 1999. "Bayesian analysis of agricultural field experiments," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 691-746.
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    Citations

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    Cited by:

    1. Stefan Lang & Samson B. Adebayo & Ludwig Fahrmeir & Winfried J. Steiner, 2003. "Bayesian Geoadditive Seemingly Unrelated Regression," Computational Statistics, Springer, vol. 18(2), pages 263-292, July.
    2. Wilkinson, Darren J & KH Yeung, Stephen, 2004. "A sparse matrix approach to Bayesian computation in large linear models," Computational Statistics & Data Analysis, Elsevier, vol. 44(3), pages 493-516, January.
    3. Håvard Rue & Ingelin Steinsland & Sveinung Erland, 2004. "Approximating hidden Gaussian Markov random fields," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(4), pages 877-892, November.
    4. Dani Gamerman & Ajax R. B. Moreira, 2015. "Multivariate Spatial Regression Models," Discussion Papers 0116, Instituto de Pesquisa Econômica Aplicada - IPEA.
    5. Belitz, Christiane & Lang, Stefan, 2008. "Simultaneous selection of variables and smoothing parameters in structured additive regression models," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 61-81, September.
    6. Congdon, Peter, 2009. "Modelling the impact of socioeconomic structure on spatial health outcomes," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 3047-3056, June.
    7. Vinicius Mayrink & Dani Gamerman, 2009. "On computational aspects of Bayesian spatial models: influence of the neighboring structure in the efficiency of MCMC algorithms," Computational Statistics, Springer, vol. 24(4), pages 641-669, December.
    8. Alexandra Schmidt & Ajax Moreira & Steven Helfand & Thais Fonseca, 2009. "Spatial stochastic frontier models: accounting for unobserved local determinants of inefficiency," Journal of Productivity Analysis, Springer, vol. 31(2), pages 101-112, April.
    9. Strid, Ingvar, 2010. "Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2814-2835, November.
    10. Ferreira, Marco A.R. & De Oliveira, Victor, 2007. "Bayesian reference analysis for Gaussian Markov random fields," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 789-812, April.
    11. Congdon, P., 2007. "Bayesian modelling strategies for spatially varying regression coefficients: A multivariate perspective for multiple outcomes," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2586-2601, February.
    12. Peter Congdon, 2010. "A Multilevel Model for Comorbid Outcomes: Obesity and Diabetes in the US," IJERPH, MDPI, vol. 7(2), pages 1-20, January.
    13. Hernández-Mireles, C., 2010. "Finding the Influentials that Drive the Diffusion of New Technologies," ERIM Report Series Research in Management ERS-2010-023-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    14. Koji Miyawaki, 2013. "Space-varying Coefficient Simultaneous Autoregressive Models for the Structural Analysis of Residential Water Demand," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(4), pages 498-518, May.
    15. Bolin, David & Lindström, Johan & Eklundh, Lars & Lindgren, Finn, 2009. "Fast estimation of spatially dependent temporal vegetation trends using Gaussian Markov random fields," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2885-2896, June.
    16. Steinsland, Ingelin, 2007. "Parallel exact sampling and evaluation of Gaussian Markov random fields," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2969-2981, March.
    17. Chiara Bocci & Emilia Rocco, 2014. "Estimates for geographical domains through geoadditive models in presence of incomplete geographical information," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 283-305, June.
    18. F. S. Nathoo & C. B. Dean, 2008. "Spatial Multistate Transitional Models for Longitudinal Event Data," Biometrics, The International Biometric Society, vol. 64(1), pages 271-279, March.
    19. Gamerman, Dani & Moreira, Ajax R. B., 2004. "Multivariate spatial regression models," Journal of Multivariate Analysis, Elsevier, vol. 91(2), pages 262-281, November.

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