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Activity Number: 539
Type: Contributed
Date/Time: Thursday, August 10, 2006 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistics and the Environment
Abstract - #305614
Title: Testing for Spatial Dependence Based on the SAR Model
Author(s): Hongfei Li*+ and Catherine A. Calder and Noel Cressie
Companies: The Ohio State University and The Ohio State University and The Ohio State University
Address: 1958 Neil Ave., Columbus, OH, 43210,
Keywords: spatial statistics ; Moran's I ; profile likelihood ; spatial autoregressive (SAR) model
Abstract:

Moran's I is a statistic used widely to test for the presence of spatial dependence in lattice data and, less formally, in exploratory analyses of spatial data. We develop an alternative statistic, APLE, an approximate profile likelihood estimator of the spatial dependence parameter in the spatial autoregressive (SAR) model, and demonstrate that it provides a better estimate of the spatial dependence parameter than Moran's I. In addition, we propose the APLE scatterplot, a visual tool for assessing the strength of spatial dependence in lattice data. Finally, we include an analysis of the well-known Mercer and Hall wheat-yield data, based on a SAR model to illustrate the difference between APLE and Moran's I.


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