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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 332-353 |
| Number of pages | 22 |
| Journal | Journal of Agricultural, Biological, and Environmental Statistics |
| Volume | 17 |
| Issue number | 3 |
| DOIs | |
| State | Published - Sep 2012 |
| Externally published | Yes |
Bibliographical note
KAUST Repository Item: Exported on 2020-10-01Acknowledged 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.
Keywords
- Copula
- Factor analysis
- Latent variable
- Mixture of Gaussians
- Multivariate random field
- Non-normal
- Spatial data
ASJC Scopus subject areas
- General Environmental Science
- Applied Mathematics
- Agricultural and Biological Sciences (miscellaneous)
- General Agricultural and Biological Sciences
- Statistics and Probability
- Statistics, Probability and Uncertainty