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Selection of rank and basis functions in the Spatial Random Effects Model

Conference Paper


Abstract


  • Use of the Spatial Random Effects (SRE) model has been motivated by the need to reduce the

    amount of computation involved in obtaining optimal predictors and their prediction standard errors.

    This reduction in computation relies on the covariance matrix of the random effects being of low

    rank. In this proceedings paper, the selection of the rank and the selection of the accompanying

    basis functions of the SRE model are investigated. We explore selection criteria that include the

    generalized degrees of freedom and two information criteria; their relative performance is assessed

    by simulation.

Authors


  •   Bradley, J R. (external author)
  •   Cressie, Noel A.
  •   Shi, Tao (external author)

Publication Date


  • 2011

Citation


  • Bradley, J. R., Cressie, N. & Shi, T. (2011). Selection of rank and basis functions in the Spatial Random Effects Model. 2011 Proceedings of the Joint Statistical Meetings (pp. 3393-3406). Alexandria, United States: American Statistical Association.

Ro Metadata Url


  • http://ro.uow.edu.au/eispapers/5979

Start Page


  • 3393

End Page


  • 3406

Place Of Publication


  • http://www.amstat.org/meetings/jsm/2011/index.cfm

Abstract


  • Use of the Spatial Random Effects (SRE) model has been motivated by the need to reduce the

    amount of computation involved in obtaining optimal predictors and their prediction standard errors.

    This reduction in computation relies on the covariance matrix of the random effects being of low

    rank. In this proceedings paper, the selection of the rank and the selection of the accompanying

    basis functions of the SRE model are investigated. We explore selection criteria that include the

    generalized degrees of freedom and two information criteria; their relative performance is assessed

    by simulation.

Authors


  •   Bradley, J R. (external author)
  •   Cressie, Noel A.
  •   Shi, Tao (external author)

Publication Date


  • 2011

Citation


  • Bradley, J. R., Cressie, N. & Shi, T. (2011). Selection of rank and basis functions in the Spatial Random Effects Model. 2011 Proceedings of the Joint Statistical Meetings (pp. 3393-3406). Alexandria, United States: American Statistical Association.

Ro Metadata Url


  • http://ro.uow.edu.au/eispapers/5979

Start Page


  • 3393

End Page


  • 3406

Place Of Publication


  • http://www.amstat.org/meetings/jsm/2011/index.cfm