Browsing by Author "Reyes, Perla E."

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On selection of spatial linear models for lattice data
(2010)
Zhu, Jun
;
Huang, Hsin-Cheng
;
Reyes, Perla E.
;
交大名義發表
;
National Chiao Tung University
Spatial linear models are popular for the analysis of data on a spatial lattice, but statistical techniques for selection of covariates and a neighbourhood structure are limited. Here we develop new methodology for simultaneous model selection and parameter estimation via penalized maximum likelihood under a spatial adaptive lasso. A computationally efficient algorithm is devised for obtaining approximate penalized maximum likelihood estimates. Asymptotic properties of penalized maximum likelihood estimates and their approximations are established. A simulation study shows that the method proposed has sound finite sample properties and, for illustration, we analyse an ecological data set in western Canada.