IDEAS home Printed from https://ideas.repec.org/a/spr/sankhb/v78y2016i1d10.1007_s13571-015-0104-4.html
   My bibliography  Save this article

Variable Family Size Based Spatial Moving Correlations Model

Author

Listed:
  • Hensley H Mariathas

    (Memorial University of Newfoundland)

  • Brajendra C Sutradhar

    (Memorial University of Newfoundland)

Abstract

It is well known that the autocorrelations among responses play a significant role in time series setup mainly for the purpose of forecasting. Similarly, in a spatial setup, spatial variation and correlations among responses collected from a large sequence of spatial locations are important parameters for any practical inferences. For example, variation in plant crop damages and correlations among neighboring plant crop damages are important parameters to understand before one can take suitable measure to prevent such damages in the future. In this setup, a group of neighboring plants or locations constitute a family, and the pairwise responses within a family of locations are likely to be correlated. Furthermore, the responses from neighboring families will also be correlated but they become uncorrelated when the locations are far apart. In this paper, we deal with modeling of spatial correlations for continuous data collected from non-linear sequence of locations and propose a pairwise linear mixed models-based moving or band correlation structure that reflects the correlations for within and between families. The proposed correlation structure is then exploited to develop the likelihood inferences for both variance and correlation parameters of the model. The regression parameters are also estimated. The correlation model and the inferences are illustrated using a monte carlo study for a simpler case with responses collected from a linear sequence of locations. The correlation mis-specification effects are also discussed.

Suggested Citation

  • Hensley H Mariathas & Brajendra C Sutradhar, 2016. "Variable Family Size Based Spatial Moving Correlations Model," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(1), pages 1-38, May.
  • Handle: RePEc:spr:sankhb:v:78:y:2016:i:1:d:10.1007_s13571-015-0104-4
    DOI: 10.1007/s13571-015-0104-4
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13571-015-0104-4
    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/s13571-015-0104-4?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. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. Kang, Emily L. & Cressie, Noel, 2011. "Bayesian Inference for the Spatial Random Effects Model," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 972-983.
    3. Gelfand A.E. & Kim H-J. & Sirmans C.F. & Banerjee S., 2003. "Spatial Modeling With Spatially Varying Coefficient Processes," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 387-396, January.
    4. Noel Cressie & Gardar Johannesson, 2008. "Fixed rank kriging for very large spatial data sets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(1), pages 209-226, February.
    Full references (including those not matched with items on IDEAS)

    Citations

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


    Cited by:

    1. Pushpakanthie Wijekoon & Alwell Oyet & Brajendra C. Sutradhar, 2019. "Pair-Wise Family-Based Correlation Model for Spatial Count Data," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 133-184, June.
    2. Sutradhar, Brajendra C., 2021. "Block-band behavior of spatial correlations: An analytical asymptotic study in a spatial exponential family data setup," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    3. Brajendra C. Sutradhar & R. Prabhakar Rao, 2023. "Asymptotic Inferences in a Multinomial Logit Mixed Model for Spatial Categorical Data," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 885-930, February.
    4. Brajendra C. Sutradhar, 2021. "An Overview on Econometric Models for Linear Spatial Panel Data," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 206-244, February.

    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. K. Shuvo Bakar & Nicholas Biddle & Philip Kokic & Huidong Jin, 2020. "A Bayesian spatial categorical model for prediction to overlapping geographical areas in sample surveys," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(2), pages 535-563, February.
    2. Sierra Pugh & Matthew J. Heaton & Jeff Svedin & Neil Hansen, 2019. "Spatiotemporal Lagged Models for Variable Rate Irrigation in Agriculture," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(4), pages 634-650, December.
    3. Candace Berrett & William F. Christensen & Stephan R. Sain & Nathan Sandholtz & David W. Coats & Claudia Tebaldi & Hedibert F. Lopes, 2020. "Modeling sea‐level processes on the U.S. Atlantic Coast," Environmetrics, John Wiley & Sons, Ltd., vol. 31(4), June.
    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. Cécile Hardouin & Noel Cressie, 2018. "Two-scale spatial models for binary data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(1), pages 1-24, March.
    6. Hang Zhang & Yong Liu & Dongyang Yang & Guanpeng Dong, 2022. "PM 2.5 Concentrations Variability in North China Explored with a Multi-Scale Spatial Random Effect Model," IJERPH, MDPI, vol. 19(17), pages 1-14, August.
    7. Esmail Yarali & Firoozeh Rivaz, 2020. "Incorporating covariate information in the covariance structure of misaligned spatial data," Environmetrics, John Wiley & Sons, Ltd., vol. 31(6), September.
    8. Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin, 2009. "Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 490-505, July.
    9. Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2016. "Risks for the long run: Estimation with time aggregation," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 52-69.
    10. Kutuk, Yasin, 2022. "Inequality convergence: A world-systems theory approach," Structural Change and Economic Dynamics, Elsevier, vol. 63(C), pages 150-165.
    11. Smoluk, H. J. & Neveu, Raymond P., 2002. "Consumption and asset prices: An analysis across income groups," Review of Financial Economics, Elsevier, vol. 11(1), pages 47-62.
    12. Alessandra Canepa & Fawaz Khaled, 2018. "Housing, Housing Finance and Credit Risk," IJFS, MDPI, vol. 6(2), pages 1-23, May.
    13. Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84, pages 1571-1612, July.
    14. Jessica M. Mc Lay & Roy Lay-Yee & Barry J. Milne & Peter Davis, 2015. "Regression-Style Models for Parameter Estimation in Dynamic Microsimulation: An Empirical Performance Assessment," International Journal of Microsimulation, International Microsimulation Association, vol. 8(2), pages 83-127.
    15. Jarle Aarstad & Olav Andreas Kvitastein & Stig-Erik Jakobsen, 2019. "What Drives Enterprise Product Innovation? Assessing How Regional, National, And International Inter-Firm Collaboration Complement Or Substitute For R&D Investments," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 23(05), pages 1-25, June.
    16. Alex Cukierman & Anton Muscatelli, 2001. "Do Central Banks have Precautionary Demands for Expansions and for Price Stability?," Working Papers 2002_4, Business School - Economics, University of Glasgow, revised Mar 2002.
    17. Li, Yuming, 1998. "Expected stock returns, risk premiums and volatilities of economic factors1," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 69-97, June.
    18. Pastor, Lubos & Stambaugh, Robert F., 2003. "Liquidity Risk and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 111(3), pages 642-685, June.
    19. Carlos Medel, 2017. "Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
    20. Hansen, Lars Peter & Heaton, John & Luttmer, Erzo G J, 1995. "Econometric Evaluation of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 237-274.

    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:sankhb:v:78:y:2016:i:1:d:10.1007_s13571-015-0104-4. 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.