Volume 12, Issue 1 (11-2012)                   2012, 12(1): 305-312 | Back to browse issues page

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Mohammadzadeh Darrodi M. Estimation of spatial generalized linear mixed models with closed skew normal latent variables. Journal title 2012; 12 (1) :305-312
URL: http://jsci.khu.ac.ir/article-1-1433-en.html
1- Department of Statistics, Tarbiat Modares University, P.O.Box 14115-134
Abstract:   (6252 Views)
Spatial generalized linear mixed models are usually used for modeling non-Gaussian and discrete spatial responses. In these models, spatial correlation of the data can be considered via latent variables. Estimation of the latent variables at the sampled locations, the model parameters and the prediction of the latent variables at un-sampled locations are of the most important interest in SGLMM. Often the normal assumption for latent variables is considered just for convenient in practice. Although this assumption simplifies the calculations, in practice, it is not necessarily true or possible to be tested. In this paper, a closed skew normal distribution is proposed for the spatial latent variables. This distribution includes the normal distribution and also remains closed under linear conditioning and marginalization. In these models, likelihood function cannot usually be given in a closed form and maximum likelihood estimations may be computationally prohibitive. In this paper, for maximum likelihood estimation of the model parameters and predictions of latent variables, an approximate algorithm is introduced that is faster than the former method. The performance of the proposed model and algorithm are illustrated through a simulation study.
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Type of Study: S | Subject: Mathematic
Published: 2012/11/15

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