Related papers: Generalized spatial autoregressive model
Standard simultaneous autoregressive (SAR) models typically assume normally distributed errors, an assumption often violated in real-world datasets that frequently exhibit non-normal, skewed, or heavy-tailed characteristics. New SAR models…
This study presents application examples of generalized spatial regression modeling for count data and continuous non-Gaussian data using the spmoran package (version 0.2.2 onward). Section 2 introduces the model. The subsequent sections…
Multivariate regression techniques are commonly applied to explore the associations between large numbers of outcomes and predictors. In real-world applications, the outcomes are often of mixed types, including continuous measurements,…
We develop a Bayesian approach to estimate weight matrices in spatial autoregressive (or spatial lag) models. Datasets in regional economic literature are typically characterized by a limited number of time periods T relative to spatial…
Local spatial models such as Geographically Weighted Regression (GWR) and Multiscale Geographically Weighted Regression (MGWR) serve as instrumental tools to capture intrinsic contextual effects through the estimates of the local intercepts…
Rank regression offers robustness to outliers and heavy-tailed response distributions, invariance to monotonic transformations, and improved efficiency under non-Gaussian errors, making it a versatile tool for analyzing complex data. This…
The conditional autoregressive (CAR) model, simultaneous autoregressive (SAR) model, and its variants have become the predominant strategies for modeling regional or areal-referenced spatial data. The overwhelming wide-use of the CAR/SAR…
We develop a new Bayesian approach to estimating panel spatial autoregressive models with a known number of latent common factors, where N, the number of cross-sectional units, is much larger than T, the number of time periods. Without…
A key challenge in environmental health research is unmeasured spatial confounding, driven by unobserved spatially structured variables that influence both treatment and outcome. A common approach is to fit a spatial regression that models…
A novel spatial autoregressive model for panel data is introduced, which incorporates multilayer networks and accounts for time-varying relationships. Moreover, the proposed approach allows the structural variance to evolve smoothly over…
The central problem we address in this work is estimation of the parameter support set S, the set of indices corresponding to nonzero parameters, in the context of a sparse parametric likelihood model for discrete multivariate time series.…
Satellite imagery and remote sensing provide explanatory variables at relatively high resolutions for modeling geospatial phenomena, yet regional summaries are often desirable for analysis and actionable insight. In this paper, we propose a…
Modeling time series data remains a pervasive issue as the temporal dimension is inherent to numerous domains. Despite significant strides in time series forecasting, high noise-to-signal ratio, non-normality, non-stationarity, and lack of…
Inductive bias is a key factor in spatial regression models, determining how well a model can learn from limited data and capture spatial patterns. This work revisits the inductive biases in Geographically Neural Network Weighted Regression…
This paper studies some temporal dependence properties and addresses the issue of parametric estimation for a class of state-dependent autoregressive models for nonlinear time series in which we assume a stochastic autoregressive…
State space modelling is an efficient and flexible method for statistical inference of a broad class of time series and other data. This paper describes an R package KFAS for state space modelling with the observations from an exponential…
This paper introduces a novel approach, the bivariate generalized autoregressive (BGAR) model, for modeling and forecasting bivariate time series data. The BGAR model generalizes the bivariate vector autoregressive (VAR) models by allowing…
Spatial regression or geographically weighted regression models have been widely adopted to capture the effects of auxiliary information on a response variable of interest over a region. In contrast, relationships between response and…
Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…
We propose a new Bayesian approach for spatiotemporal areal data with censored and missing observations. The method introduces a flexible random effect that combines the spatial dependence structures of the Simultaneous Autoregressive (SAR)…