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Statistics and Computing

, Volume 9, Issue 1, pp 77–86 | Cite as

Spatial modelling for binary data using␣a␣hidden conditional autoregressive Gaussian process: a multivariate extension of the probit model

  • I. S. Weir
  • A. N. Pettitt
Article

Abstract

A Bayesian approach to modelling binary data on a regular lattice is introduced. The method uses a hierarchical model where the observed data is the sign of a hidden conditional autoregressive Gaussian process. This approach essentially extends the familiar probit model to dependent data. Markov chain Monte Carlo simulations are used on real and simulated data to estimate the posterior distribution of the spatial dependency parameters and the method is shown to work well. The method can be straightforwardly extended to regression models.

Binary data Markov chain Monte Carlo probit model spatial dependency 

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Copyright information

© Kluwer Academic Publishers 1999

Authors and Affiliations

  • I. S. Weir
  • A. N. Pettitt

There are no affiliations available

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