A Non-Gaussian Spatial Generalized Linear Latent Variable Model

Irina Irincheeva, Eva Cantoni, Marc G. Genton

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.
Original languageEnglish (US)
Pages (from-to)332-353
Number of pages22
JournalJournal of Agricultural, Biological, and Environmental Statistics
Volume17
Issue number3
DOIs
StatePublished - Aug 3 2012
Externally publishedYes

Bibliographical note

KAUST Repository Item: Exported on 2020-10-01
Acknowledged KAUST grant number(s): KUS-C1-016-04
Acknowledgements: Genton's research was partially supported by NSF Grant DMS-1007504, and by Award No. KUS-C1-016-04, made by King Abdullah University of Science and Technology (KAUST).
This publication acknowledges KAUST support, but has no KAUST affiliated authors.

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