A flexible spatial autoregressive modelling framework for mixed covariates of multiple data types

DOI10.1080/03610918.2019.1626885MaRDI QIDQ5082793zbMATH OpenOpenAlexWikidataFDO

Authors Huiwen Wang, Tingting Huang, Shanshan Wang

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.02809

zbMATH Keywords

compositional dataFPCAfunctional datailr transformationmaximum likelihood estimationspatial autoregressive model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Functional data analysis (62R10)

Abstract: Mixed spatial autoregressive (SAR) models with numerical covariates have been well studied. However, as non-numerical data, such as functional data and compositional data, receive substantial amounts of attention and are applied to economics, medicine and meteorology, it becomes necessary to develop flexible SAR models with multiple data types. In this article, we integrate three types of covariates, functional, compositional and numerical, in an SAR model. The new model has the merits of classical functional linear models and compositional linear models with scalar responses. Moreover, we develop an estimation method for the proposed model, which is based on functional principal component analysis (FPCA), the isometric logratio (ilr) transformation and the maximum likelihood estimation method. Monte Carlo experiments demonstrate the effectiveness of the estimators. A real dataset is also used to illustrate the utility of the proposed model.

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Cited in

(4)

• Control charts for multivariate spatial autoregressive models
• Functional SAC model: with application to spatial econometrics
• Structured Additive Regression for Categorical Space–Time Data: A Mixed Model Approach
• A Spatial Durbin Model for Compositional Data

Describes a project that uses

Uses Software

• fda (R)
• Arc_Mat

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