IDEAS home Printed from https://ideas.repec.org/a/plo/pone00/0025677.html
   My bibliography  Save this article

Bayesian Multimodel Inference for Geostatistical Regression Models

Author

Listed:
  • Devin S Johnson
  • Jennifer A Hoeting

Abstract

The problem of simultaneous covariate selection and parameter inference for spatial regression models is considered. Previous research has shown that failure to take spatial correlation into account can influence the outcome of standard model selection methods. A Markov chain Monte Carlo (MCMC) method is investigated for the calculation of parameter estimates and posterior model probabilities for spatial regression models. The method can accommodate normal and non-normal response data and a large number of covariates. Thus the method is very flexible and can be used to fit spatial linear models, spatial linear mixed models, and spatial generalized linear mixed models (GLMMs). The Bayesian MCMC method also allows a priori unequal weighting of covariates, which is not possible with many model selection methods such as Akaike's information criterion (AIC). The proposed method is demonstrated on two data sets. The first is the whiptail lizard data set which has been previously analyzed by other researchers investigating model selection methods. Our results confirmed the previous analysis suggesting that sandy soil and ant abundance were strongly associated with lizard abundance. The second data set concerned pollution tolerant fish abundance in relation to several environmental factors. Results indicate that abundance is positively related to Strahler stream order and a habitat quality index. Abundance is negatively related to percent watershed disturbance.

Suggested Citation

  • Devin S Johnson & Jennifer A Hoeting, 2011. "Bayesian Multimodel Inference for Geostatistical Regression Models," PLOS ONE, Public Library of Science, vol. 6(11), pages 1-8, November.
  • Handle: RePEc:plo:pone00:0025677
    DOI: 10.1371/journal.pone.0025677
    as

    Download full text from publisher

    File URL: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0025677
    Download Restriction: no

    File URL: https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0025677&type=printable
    Download Restriction: no

    File URL: https://libkey.io/10.1371/journal.pone.0025677?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
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Dima, Bogdan & Dima, Ştefana Maria & Ioan, Roxana, 2025. "The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 98(C).

    More about this item

    Statistics

    Access and download statistics

    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:plo:pone00:0025677. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .

    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.