Spatial autoregressive models

1. SUMBER: www.ualberta.ca/~haitao2/.../ch14.SAR_CAR.ppt‎ Spatial autoregressive models He, F., Zhou, J. and Zhu, H.T. 2003. Autologistic regression model for the distribution of vegetation. Journal of Agricultural, Biological and Environmental Statistics 8:205-222.

2. Dependent variable: y North Carolina, South Carolina, and Georgia proportion of years from 1960 to 1990 with southern pine beetle outbreak. Independent variables: x1 x2 x3 Mean daily maximum temperature (F), Summer Proportion of land area classified as hydirc ln(elevation) in foot Gumpertz, M. L., Wu, C.-T. & Pye, J. M. 2000. Logistic regression for southern pine beetle outbreaks with spatial and temporal autocorrelation. Forest Science 46:95-107.

3. Dependent variable Residuals Covariates y x e Y X e where are spatial locations In matrix notation:

4. Data type Spatial models Non-spatial counterparts Simultaneous autoregressive Standard linear regression model continuous data Conditional autoregressive Standard linear regression model counting data Regression models Auto-Poisson model Poisson regression* binary data Auto-logistic model Logistic regression* *Note: Poisson and logistic regressions are two most important generalized linear models

5. Dependent variable Residuals Covariates y x e Unlike the regression models introduced in the previous chapter where spatial autocorrelation in dependent variable is modeled (captured) by the variance-covariance matrix , the autoregressive model do not directly rely on this variance-covariance matrix. Instead the autoregressive model itself defines this covariance. Spatial autoregressive models: “Autoregressive” means that the dependent variable (y) regresses with itself, i.e., y appears in both right and left hands of the regression model.

6. where Residuals e Simultaneous autoregressive (SAR) models (following spatial econometric terminology): W1 and W2 are two n by n spatial weight matrices, associated respectively with a spatial autoregressive process in the dependent variable y and in the error term . They are defined as where wij = 1 if locations i and j are considered as neighbors and 0 otherwise. The simplest case is the first order neighbors in rook move. Usually, W1 and W2 are assumed to be the same and they can be easily defined using dnearneigh in spdep.

7. where Simultaneous autoregressive (SAR) models: 1. For ρ=0, λ=0, the above model becomes an ordinary linear regression model, with no spatial effects: 2. For λ=0, it becomes a mixed regressive-spatial autoregressive model (spatial lag model): 3. For ρ=0, it becomes a mixed regressive-spatial autoregressive model with a spatially autocorrelated error term ε (spatial error model).

8. Residuals e Spatial error models: Residuals:e1, e2, …, en, where n is the number of cells, i.e., data points. We want to model spatial dependence of the residuals. One of the spatial models is with bii = 0 where e is the residuals of residuals, have mean zero and a diagonal variance-covariance matrix: bij‘s are spatial dependence parameters which captures how other residuals ej (j i) affect the focal residual ei. Thus, the full regression model is

9. B = This model describes spatial correlation through the inclusion of this term. It is a weighted sum of the deviation of the jth observation from its modeled mean value. In matrix notation: where Bnn contains the spatial dependence parameters bij. SAR was first introduced by Whittle (1954). “Simultaneous” refers the n autoregressions that occur simultaneously at each data location in the above formulation. Whittle, P. 1954. On stationary processes in the plane. Biometrika 41:434-449.

10. Estimating SAR model parameters If VSAR() is known, the estimation of b is straightforward, we can used the weighted (generalized) least squares method, as we have already learned in last chapter! If VSAR() is unknown, the estimation of b is more complicated. The ML method is usually used and also certain structure about the variance-covariance VSAR is assumed.

11. Example: Model richness distribution in BCI In terms of topographic variables. Spatial error model: where xi are the topographic variables. • > bcisp.dat[1:10,] • index habcat habno gx gy meanelev convex slope abund rich • 1 1 stream 4 0 0 122.6950 -3.5975 13.341756 133 54 • 2 2 slope 3 0 20 124.9025 -2.2460 17.875906 145 60 • 3 3 slope 3 0 40 128.9125 -0.1260 9.650691 171 57 • 4 4 slope 3 0 60 130.3825 -1.2910 10.916467 185 55 • 5 slope 3 0 80 131.8025 -1.5990 11.921838 185 60 • ….

12. Define neighborhood structure: • >bci.xy=expand.grid(x=sort(unique(bcisp.dat$gx)),y=sort(unique(bcisp.dat$gy))) #create xy grids • >bci.nb=dnearneigh(as.matrix(bci.xy),0,20) #define neighborhood structure • >plot(bci.nb,bci.xy) #view neighborhood >bci.W=nb2listw(bci.nb) #define neighborhood weights using default “W” (row standardized) 2. Use spatial error model (errorsarlm in spdep) to model species richness in BCI in relation to topographical variables: >bcisp.sem=errorsarlm(rich~meanelev+convex+slope,listw=bci.W,data=bcisp.dat) #note “zero.policy=T” should be used for irregular data locations because some of irregular #locations may not have neighbors. In that case, program will crash if zero.policy is not used. • > summary(bcisp.sem) #view outputs • 3. Compare the results with simple linear model • >bcisp.lm=lm(rich~meanelev+convex+slope,data=bcisp.dat) • >summary(bcisp.lm) • Important note: compare both outputs, you will notice that the standard errors for bcisp.sem is larger than those for bcisp.lm

13. > summary(bcisp.sem) #view outputs Residuals: Min 1Q Median 3Q Max -21.575692 -5.363112 -0.062932 4.885973 29.647711 Type: error Coefficients: (asymptotic standard errors) Estimate Std. Error z value Pr(>|z|) (Intercept) 80.393299 7.675263 10.4743 < 2.2e-16 meanelev -0.215075 0.052292 -4.1129 3.906e-05 convex 2.121780 0.518145 4.0949 4.223e-05 slope 0.471001 0.085445 5.5123 3.541e-08 Lambda: 0.45542 LR test value: 175.04 p-value: < 2.22e-16 Asymptotic standard error: 0.033131 z-value: 13.746 p-value: < 2.22e-16 Wald statistic: 188.96 p-value: < 2.22e-16 The simultaneous autoregressive model for BCI richness is:

14. Assessing model adequacy: testing the autocorrelation in residuals of the models • >bcisp.I=sp.correlogram(bci.nb,bcisp.dat$rich,order=25,method="I",zero.policy=T) • >plot(bcisp.I, ylim=c(-0.05,0.4),main=“”) • >bcisp.lm.resid.I=sp.correlogram(bci.nb,resid(bcisp.lm), • order=25,method="I",zero.policy=T) • >plot(bcisp.I, ylim=c(-0.05,0.4),main=“”) • >bcisp.sem.resid.I=sp.correlogram(bci.nb,resid(bcisp.sem), • order=25,method="I",zero.policy=T) • >plot(bcisp.I, ylim=c(-0.05,0.4).main=“”) Original data lm resid sem resid Original data Residuals of simple linear model Residuals of sem SAR model

15. g3 g4 g2 g2 g1 g1 g1 g1 g4 g3 g2 g2 First-order Second-order Conditional autoregressive (CAR) models: The CAR model is based on the concept of Markov random field. Besag (1974) provided a formal mathematical foundation for the method. In a general form (considering all orders of neighborhood), the CAR can be written as Require cii = 0 This defines a joint multivariate normal distribution with mean: Xb and variance Besag, J. 1974, Spatial interaction and the statistical analysis of lattice systems. JRSS, B. 36:192-225.

16. g3 g4 g2 g2 g1 g1 g1 g1 g4 g3 g2 g2 First-order Second-order Estimating (CAR) models parameter • Several methods can be used to estimate the parameters of the CAR model: • The simplest one is called pseudo-likelihood method (= standard maximum likelihood method. In this linear regression case, it is just the ordinary least squares method, pretending the neighborhoods are other covariates. • The generalized least squares method – It is based on Besag’s theory that the CAR model is a multivariate normal distribution with • MCMC – Markov Chain Monte Carlo simulation algorithm mean: Xb and variance The CAR variance is:

17. presence of species absence Logistic regression So far we only consider the situation where y is continuous numerical variable. We now model y which only takes values of 0 or 1, i.e., binary maps. The probability of occurrence is a function of covariates x, of the form: It can be expressed in a more familiar form (called logit):

18. Odds ratio Odds of outcome being present among individuals with x = 1 is defined as: Odds: Odds of outcome being present among individuals with x = 0 is: Odds: Odds ratio: Odds ratio is a measure of association which has wide applications. It approximates how much more likely (or unlikely) it is for the outcome to be present among those with x = 1 than among those with x = 0. For example, if y denotes the presence or absence of lung cancer and if x denotes whether or not the person is a smoker, then indicates that lung cancer occurs twice as often among smokers than among nonsmokers in the study population.

19. g3 g4 g2 g2 g1 g1 g1 g1 g4 g3 g2 g2 First-order Second-order • Autologistic regression • Following the principle of the CAR model, we can • incorporate neighborhood spatial correlation into the • logistic model. The logit now becomes: • The estimation methods include: • PML – pseudo maximum likelihood method, i.e., the standard method used to estimate logistic regression models. • MCMC (see He et al. 2003). He, F., Zhou, J. and Zhu, H.T. 2003. Autologistic regression model for the distribution of vegetation. Journal of Agricultural, Biological and Environmental Statistics 8:205-222.

20. Spatial statistical analysis in Ecology • Point pattern analysis • Geostatistics • Lattice data analysis (regression) 1. Methods for testing (detecting) spatial structures/scale effect: (1) Quadrat methods, distance methods, Ripley’s K function (2) Moran’s I, Geary’s c (3) Geostatistic methods: variogram, covariogram 2. Saptial interpolation: naïve methods and kriging 3. Model lattice data: spatial autoregressive models