Skip to main content
Log in

Variable Family Size Based Spatial Moving Correlations Model

  • Published:
Sankhya B Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Basu, S. and Reinsel, G. C. (1993). Properties of the spatial unilateral first order ARMA model. Advance in Applied Probability 25, 631–648.

    Article  MathSciNet  MATH  Google Scholar 

  • Basu, S. and Reinsel, G. C. (1994). Regression models with spatially correlated errors. Journal of the American Statistical Association 89, 88–99.

    Article  MATH  Google Scholar 

  • Berger, J. O., Oliveria, V. D. and Sansó, B. (2001). Objective Bayesian analysis of spatially correlated data. Journal of the American Statistical Association 96, 1361–1374.

    Article  MathSciNet  MATH  Google Scholar 

  • Cressie, N. (1991). Statistics for Spatial Data. Wiley, New York.

    MATH  Google Scholar 

  • Cressie, N. (1993). Statistics for Spatial Data. Revised edition. Wiley, New York.

    Google Scholar 

  • Cressie N. and Johannesson G. (2008). Fixed rank Kriging for very large spatial data sets. Journal of the Royal Statistical Society, Series B 70, 209–226.

    Article  MathSciNet  MATH  Google Scholar 

  • Cressie, N. and Wikle, C. K. (2011). Statistics for Spatial-Temporal Data. Wiley, New York.

    MATH  Google Scholar 

  • Gaetan, C. and Guyon, X. (2010). Spatial Statistics and Modeling. Springer, New York.

    Book  MATH  Google Scholar 

  • Gelfand, A. E., Kim, H-J, Sirmans, C.F. and Banerjee, S. (2003). Spatial modeling with spatially varying coefficient processes. Journal of the American Statistical Association 98, 387–396.

    Article  MathSciNet  MATH  Google Scholar 

  • Hansen, L.-P. (1982). Large sample properties of generalized method of moment estimators. Econometrica 50, 1029–1054.

    Article  MathSciNet  MATH  Google Scholar 

  • Jones, R. H. and Vecchia, A. V. (1993). Fitting continuous ARMA models to unequally spaced spatial data. Journal of the American Statistical Association 88, 947–954.

    Article  MATH  Google Scholar 

  • Kang, E. L. and Cressie, N. (2011). Bayesian inference for the spatial random effects model. Journal of the American Statistical Association 106, 972–983.

    Article  MathSciNet  MATH  Google Scholar 

  • Kang, E. L., Cressie, N. and Shi, T. (2010). Using temporal variability to improve spatial mapping with application to satellite data. The Canadian Journal of Statistics, Special issue, Ed. B. Sutradhar 38, 271–289.

    MathSciNet  MATH  Google Scholar 

  • Prabhakar Rao, R., Sutradhar, B. C. and Pandit, V. N. (2012). GMM versus GQL inferences in semi-parametric linear dynamic mixed models. Brazilian Journal of Probability and Statistics 26, 167–177.

    Article  MathSciNet  MATH  Google Scholar 

  • Sutradhar, B. C. (2011). Dynamic Mixed Models for Familial Longitudinal Data. Springer, New York.

    Book  MATH  Google Scholar 

  • Vecchia, A. V. (1988). Estimation and model identification for continuous spatial process. Journal of the Royal Statistical Society, Sec B 50, 2, 297–312.

    MathSciNet  Google Scholar 

  • Vecchia, A. V. (1992). A new method of prediction for spatial regression models with correlated errors. Journal of the Royal Statistical Society, Sec B 54, 813–830.

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hensley H Mariathas.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Mariathas, H.H., Sutradhar, B.C. Variable Family Size Based Spatial Moving Correlations Model. Sankhya B 78, 1–38 (2016). https://doi.org/10.1007/s13571-015-0104-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s13571-015-0104-4

Keywords and phrases.

AMS (2000) subject classification.

Navigation