Hi all, I am currently looking for a possibility to calculate the geographically effective degrees of freedom of a (non-spatial ordinary least squares) regression model in the presence of spatial autocorrelation within a gridded dataset. My regression model has spatial autocorrelation in the residuals (indicated by Moran's I values) but I do not want to use a spatial model (e.g. errorsarlm in package spdep). Instead, I would like to calculate the significance tests of my (non-spatial) regression model using the reduced degrees of freedom. I know that there is the Duttileul's method (Duttileul 1993) in other software packages which does exactly this. Is there anything comparable in R? Is there a function in the spdep (or any other) package which allows this to be computed? I am very happy to get feedback. Best regards Daniel -------------------------------------------------------------------- W. Daniel Kissling Community & Macroecology Group Institut f?r Zoologie, Abteilung ?kologie Johannes Gutenberg-Universit?t Mainz D-55099 Mainz, Germany Tel. +49 (0)6131 3925200 Fax +49 (0)6131 3923731 E-mail: kissling at uni-mainz.de Personal: http://www.danielkissling.de/ Research Group: http://www.oekologie.biologie.uni-mainz.de/commecol/main.html Virtual Institute Macroecology: http://www.ufz.de/index.php?en=6302 Centre of Macroecology: http://www.macroecology.ku.dk/
Duttileul's method
2 messages · W. Daniel Kissling, Roger Bivand
On Wed, 4 Apr 2007, W. Daniel Kissling wrote:
Hi all, I am currently looking for a possibility to calculate the geographically effective degrees of freedom of a (non-spatial ordinary least squares) regression model in the presence of spatial autocorrelation within a gridded dataset. My regression model has spatial autocorrelation in the residuals (indicated by Moran's I values) but I do not want to use a spatial model (e.g. errorsarlm in package spdep). Instead, I would like to calculate the significance tests of my (non-spatial) regression model using the reduced degrees of freedom. I know that there is the Duttileul's method (Duttileul 1993) in other software packages which does exactly this. Is there anything comparable in R? Is there a function in the spdep (or any other) package which allows this to be computed?
There is no implementation of degrees of freedom adjustment in contributed packages that I am aware of, and RSiteSearch() also gives no hits, so this seems to be correct. Essentially, to adjust the df you may need to fit the spatial model anyway, to get an estimate of the loss of df caused by autocorrelation. There is also a recent paper by Griffith in AAAG, December 2005, pp. 740-760. Roger
I am very happy to get feedback. Best regards Daniel -------------------------------------------------------------------- W. Daniel Kissling Community & Macroecology Group Institut f?r Zoologie, Abteilung ?kologie Johannes Gutenberg-Universit?t Mainz D-55099 Mainz, Germany Tel. +49 (0)6131 3925200 Fax +49 (0)6131 3923731 E-mail: kissling at uni-mainz.de Personal: http://www.danielkissling.de/ Research Group: http://www.oekologie.biologie.uni-mainz.de/commecol/main.html Virtual Institute Macroecology: http://www.ufz.de/index.php?en=6302 Centre of Macroecology: http://www.macroecology.ku.dk/
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Roger Bivand Economic Geography Section, Department of Economics, Norwegian School of Economics and Business Administration, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43 e-mail: Roger.Bivand at nhh.no