IDEAS home Printed from https://ideas.repec.org/a/spr/jagbes/v28y2023i2d10.1007_s13253-022-00525-y.html
   My bibliography  Save this article

Scalable Semiparametric Spatio-temporal Regression for Large Data Analysis

Author

Listed:
  • Ting Fung Ma

    (University of South Carolina)

  • Fangfang Wang

    (Worcester Polytechnic Institute)

  • Jun Zhu

    (University of Wisconsin-Madison)

  • Anthony R. Ives

    (University of Wisconsin-Madison)

  • Katarzyna E. Lewińska

    (University of Wisconsin-Madison
    Humboldt-Universität zu Berlin)

Abstract

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here, we develop spatio-temporal regression methodology for analyzing large amounts of spatially referenced data collected over time, motivated by environmental studies utilizing remotely sensed satellite data. In particular, we specify a semiparametric autoregressive model without the usual Gaussian assumption and devise a computationally scalable procedure that enables the regression analysis of large datasets. We estimate the model parameters by maximum pseudolikelihood and show that the computational complexity can be reduced from cubic to linear of the sample size. Asymptotic properties under suitable regularity conditions are further established that inform the computational procedure to be efficient and scalable. A simulation study is conducted to evaluate the finite-sample properties of the parameter estimation and statistical inference. We illustrate our methodology by a dataset with over 2.96 million observations of annual land surface temperature, and comparison with an existing state-of-the-art approach to spatio-temporal regression highlights the advantages of our method. Supplementary materials accompanying this paper appear online.

Suggested Citation

  • Ting Fung Ma & Fangfang Wang & Jun Zhu & Anthony R. Ives & Katarzyna E. Lewińska, 2023. "Scalable Semiparametric Spatio-temporal Regression for Large Data Analysis," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(2), pages 279-298, June.
  • Handle: RePEc:spr:jagbes:v:28:y:2023:i:2:d:10.1007_s13253-022-00525-y
    DOI: 10.1007/s13253-022-00525-y
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13253-022-00525-y
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s13253-022-00525-y?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2008. "Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large," Journal of Econometrics, Elsevier, vol. 146(1), pages 118-134, September.
    2. Matthias Katzfuss & Jonathan R. Stroud & Christopher K. Wikle, 2016. "Understanding the Ensemble Kalman Filter," The American Statistician, Taylor & Francis Journals, vol. 70(4), pages 350-357, October.
    3. Li, Liyao & Yang, Zhenlin, 2021. "Spatial dynamic panel data models with correlated random effects," Journal of Econometrics, Elsevier, vol. 221(2), pages 424-454.
    4. Sudipto Banerjee & Alan E. Gelfand & Andrew O. Finley & Huiyan Sang, 2008. "Gaussian predictive process models for large spatial data sets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 825-848, September.
    5. Marc Hanewinkel & Dominik A. Cullmann & Mart-Jan Schelhaas & Gert-Jan Nabuurs & Niklaus E. Zimmermann, 2013. "Climate change may cause severe loss in the economic value of European forest land," Nature Climate Change, Nature, vol. 3(3), pages 203-207, March.
    6. Gao, Zhaoxing & Ma, Yingying & Wang, Hansheng & Yao, Qiwei, 2019. "Banded spatio-temporal autoregressions," Journal of Econometrics, Elsevier, vol. 208(1), pages 211-230.
    7. Huang, Hsin-Cheng & Cressie, Noel, 1996. "Spatio-temporal prediction of snow water equivalent using the Kalman filter," Computational Statistics & Data Analysis, Elsevier, vol. 22(2), pages 159-175, July.
    8. Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr. Stenseth, 2003. "Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction," Biometrics, The International Biometric Society, vol. 59(4), pages 813-821, December.
    9. Håvard Rue & Sara Martino & Nicolas Chopin, 2009. "Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 319-392, April.
    10. Jenný Brynjarsdóttir & L. Mark Berliner, 2014. "Dimension-Reduced Modeling of Spatio-Temporal Processes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(508), pages 1647-1659, December.
    11. Andrew Finley & Sudipto Banerjee & Alan Gelfand, 2012. "Bayesian dynamic modeling for large space-time datasets using Gaussian predictive processes," Journal of Geographical Systems, Springer, vol. 14(1), pages 29-47, January.
    12. Lee, Lung-fei & Yu, Jihai, 2015. "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, vol. 184(1), pages 174-192.
    13. Bai, Jushan & Li, Kunpeng, 2021. "Dynamic spatial panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 224(1), pages 134-160.
    14. Corey Lesk & Ethan Coffel & Anthony W. D’Amato & Kevin Dodds & Radley Horton, 2017. "Threats to North American forests from southern pine beetle with warming winters," Nature Climate Change, Nature, vol. 7(10), pages 713-717, October.
    15. Case, Anne C, 1991. "Spatial Patterns in Household Demand," Econometrica, Econometric Society, vol. 59(4), pages 953-965, July.
    16. Zudi Lu & Dag Johan Steinskog & Dag Tjøstheim & Qiwei Yao, 2009. "Adaptively varying‐coefficient spatiotemporal models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(4), pages 859-880, September.
    17. K. W. Oleson & G. B. Anderson & B. Jones & S. A. McGinnis & B. Sanderson, 2018. "Avoided climate impacts of urban and rural heat and cold waves over the U.S. using large climate model ensembles for RCP8.5 and RCP4.5," Climatic Change, Springer, vol. 146(3), pages 377-392, February.
    18. S. Asseng & F. Ewert & P. Martre & R. P. Rötter & D. B. Lobell & D. Cammarano & B. A. Kimball & M. J. Ottman & G. W. Wall & J. W. White & M. P. Reynolds & P. D. Alderman & P. V. V. Prasad & P. K. Agga, 2015. "Rising temperatures reduce global wheat production," Nature Climate Change, Nature, vol. 5(2), pages 143-147, February.
    19. Shi, Wei & Lee, Lung-fei, 2017. "Spatial dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 197(2), pages 323-347.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2023. "IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 124-146.
    2. Ando, Tomohiro & Li, Kunpeng & Lu, Lina, 2023. "A spatial panel quantile model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 232(1), pages 191-213.
    3. Anna Gloria Billé & Marco Rogna, 2022. "The effect of weather conditions on fertilizer applications: A spatial dynamic panel data analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 3-36, January.
    4. Chen, Yewen & Chang, Xiaohui & Luo, Fangzhi & Huang, Hui, 2023. "Additive dynamic models for correcting numerical model outputs," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
    5. Manuela Fritz, 2022. "Wave after wave: determining the temporal lag in Covid-19 infections and deaths using spatial panel data from Germany," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-30, December.
    6. Higgins, Ayden & Martellosio, Federico, 2023. "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, vol. 233(1), pages 66-87.
    7. Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude," Monash Econometrics and Business Statistics Working Papers 11/20, Monash University, Department of Econometrics and Business Statistics.
    8. Ye Yang & Osman Doğan & Süleyman Taşpınar, 2023. "Observed-data DIC for spatial panel data models," Empirical Economics, Springer, vol. 64(3), pages 1281-1314, March.
    9. Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022. "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, vol. 229(1), pages 55-79.
    10. Li, Liyao & Yang, Zhenlin, 2020. "Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, vol. 81(C).
    11. Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2023. "Regional Productivity Network in the EU," CESifo Working Paper Series 10404, CESifo.
    12. Bai, Jushan & Li, Kunpeng, 2021. "Dynamic spatial panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 224(1), pages 134-160.
    13. Danqing Chen & Jianbao Chen & Shuangshuang Li, 2021. "Instrumental Variable Quantile Regression of Spatial Dynamic Durbin Panel Data Model with Fixed Effects," Mathematics, MDPI, vol. 9(24), pages 1-24, December.
    14. John O'Sullivan & Conor Sweeney & Andrew C. Parnell, 2020. "Bayesian spatial extreme value analysis of maximum temperatures in County Dublin, Ireland," Environmetrics, John Wiley & Sons, Ltd., vol. 31(5), August.
    15. Leonardo Padilla & Bernado Lagos‐Álvarez & Jorge Mateu & Emilio Porcu, 2020. "Space‐time autoregressive estimation and prediction with missing data based on Kalman filtering," Environmetrics, John Wiley & Sons, Ltd., vol. 31(7), November.
    16. Shi, Wei & Lee, Lung-fei, 2018. "A spatial panel data model with time varying endogenous weights matrices and common factors," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 6-34.
    17. Li, Kunpeng, 2017. "Fixed-effects dynamic spatial panel data models and impulse response analysis," Journal of Econometrics, Elsevier, vol. 198(1), pages 102-121.
    18. Cynthia Fan Yang, 2021. "Common factors and spatial dependence: an application to US house prices," Econometric Reviews, Taylor & Francis Journals, vol. 40(1), pages 14-50, January.
    19. Zhang, Shen & Liu, Xin & Tang, Jinjun & Cheng, Shaowu & Qi, Yong & Wang, Yinhai, 2018. "Spatio-temporal modeling of destination choice behavior through the Bayesian hierarchical approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 537-551.
    20. Lee, Lung-fei & Yu, Jihai, 2010. "Some recent developments in spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 255-271, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jagbes:v:28:y:2023:i:2:d:10.1007_s13253-022-00525-y. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.