JSM 2004 - Toronto

Abstract #302066

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Activity Number: 312
Type: Contributed
Date/Time: Wednesday, August 11, 2004 : 8:30 AM to 10:20 AM
Sponsor: General Methodology
Abstract - #302066
Title: Parameter Estimation in the Spatial Autologistic Model with Varying Independent Sub-blocks
Author(s): Johan Lim*+
Companies: Texas A&M University
Address: Dept. of Statistics, College Station, TX, 77843-3143,
Keywords: likelihood approximation ; spatial AR model
Abstract:

We propose to approximate the likelihood function with independent sub-blocks; the entire data is subdivided into many sub-blocks which are treated as independent of each other. The approximate MLE denoted by MBILE is shown to have same asymptotic distribution with that of the MLE in the Ising model. The computational load for the MBILE is much lighter than the for the MLE, and decreases geometrically as the size of a sub-block increases. Also, simulation studies show that, in finite sample, the MBILE is superior to other existing method in terms of mean squared error (MSE) if the interaction between spins are not too high. However, when the interaction is quite strong, the likelihood becomes barely identifiable and all existing methods including the MBILE shows poor performance. This is joint work with Haiyan Liu and Michale Sherman.

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