Logistic regression with spatial autocorrelation structure
On Mon, Jan 17, 2011 at 8:33 AM, Ben Bolker <bbolker at gmail.com> wrote:
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 On 11-01-17 09:03 AM, Arnaud Mosnier wrote:
Dear list, Is there a way in R to do a mixed logistic regression with a spatial autocorrelation structure ?
?The only straightforward solution I know of is via glmmPQL (MASS package), although you should be careful (e.g. try fitting to simulated data where you know the answer first) because penalized quasi-likelihood is biased for binary data.
As in previous discussions of modeling marginal variance-covariance structures (as in adding spatial correlation) for the response in a generalized linear mixed model, I think it is best to consider the model carefully to ensure that it is sensible. For a linear model where the distribution of the response is multivariate Gaussian or for a linear mixed model where the conditional distribution of the response, given the random effects, is multivariate Gaussian, it is possible to model the variance-covariance of this distribution separately from the model for the mean. In the case of a logistic GLM or GLMM the only way that I know how to make sense of the model is that the distribution of the response (for known values of the parameter) or the marginal distribution of the response, given the random effects and model parameters, is a vector of independent Bernoulli or binomial distributions. Because the iterative scheme for determining the parameter estimates in a GLM (or the conditional parameter estimates and the modes of the random effects in a GLMM) is based on a weighted least squares calculation, it is sometimes assumed that this can be converted to a generalized least squares calculation. You can certainly do this but it doesn't reflect a model that I can describe. It may be that I don't know enough about generalized linear models to understand how one would incorporate spatial correlation in such a model but I am somewhat suspicious of the practice. In discussing this with Jun Zhu, our local expert on spatial statistics, she suggested that a preferred practice is to build the spatial correlation into the distribution of the random effects, say by having one random effect per location, and that would make sense to me because the marginal distribution of the random effects is multivariate Gaussian.
? One of the generalized estimating equation packages (geepack, etc.) may also work. ?If you have only spatial autocorrelation (i.e. no random block effects) then the geoRglm and spatcounts packages may also be of use. ?Ben Bolker -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.4.10 (GNU/Linux) Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org/ iEYEARECAAYFAk00UzEACgkQc5UpGjwzenMJ4wCeJxVyJLDWXP2hxUZ9MpXxeTsN pxwAn1t/pb1eduoBg1+WF480SzjvLAqz =yvA0 -----END PGP SIGNATURE-----
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