Spatial heterogeneity automatic detection and estimation

نویسندگان

چکیده

Spatial regression is widely used for modeling the relationship between a dependent variable and explanatory covariates. Oftentimes, linear relationships vary across space, such that some covariates have location-specific effects on response. One fundamental question how to detect systematic variation in model identify which locations share common coefficients do not. Only correct structure can assure unbiased estimation of valid inferences. A new procedure proposed, called Heterogeneity Automatic Detection Estimation (SHADE), automatically simultaneously subgrouping estimating covariate spatial models. The SHADE employs class spatially-weighted fusion type penalty all pairs observations, with weight constructed using information, cluster into subgroups. Under certain regularity conditions, shown be able true probability approaching one estimate consistently. An alternating direction method multiplier algorithm (ADMM) developed compute SHADE. In numerical studies, empirical performance demonstrated by different choices weights comparing their accuracy. results suggest information enhance subgroup analysis challenging situations when among small or number repeated measures small. Finally, applied find natural resource survey land cover data layer spatially interpretable groups.

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ژورنال

عنوان ژورنال: Computational Statistics & Data Analysis

سال: 2023

ISSN: ['0167-9473', '1872-7352']

DOI: https://doi.org/10.1016/j.csda.2022.107667