IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v78y2008i15p2408-2411.html
   My bibliography  Save this article

Propriety of posterior in Bayesian space varying parameter models with normal data

Author

Listed:
  • Rodrigues, Alexandre
  • Assunção, Renato

Abstract

In Bayesian spatially varying parameter models the covariates' coefficients in a regression model are allowed to change smoothly in space. A Markov random field is adopted as an improper prior distribution for the area-specific spatial effects. We demonstrate that the posterior distribution is a proper probability distribution.

Suggested Citation

  • Rodrigues, Alexandre & Assunção, Renato, 2008. "Propriety of posterior in Bayesian space varying parameter models with normal data," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2408-2411, October.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:15:p:2408-2411
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00141-7
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Gelfand A.E. & Kim H-J. & Sirmans C.F. & Banerjee S., 2003. "Spatial Modeling With Spatially Varying Coefficient Processes," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 387-396, January.
    2. A. Brezger & L. Fahrmeir & A. Hennerfeind, 2007. "Adaptive Gaussian Markov random fields with applications in human brain mapping," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 56(3), pages 327-345, May.
    3. Julian Besag & Jeremy York & Annie Mollié, 1991. "Bayesian image restoration, with two applications in spatial statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 1-20, March.
    4. P. Congdon, 2003. "Modelling spatially varying impacts of socioeconomic predictors on mortality outcomes," Journal of Geographical Systems, Springer, vol. 5(2), pages 161-184, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Peng Wei & Wei Pan, 2010. "Network‐based genomic discovery: application and comparison of Markov random‐field models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 59(1), pages 105-125, January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Congdon, Peter, 2006. "A model for non-parametric spatially varying regression effects," Computational Statistics & Data Analysis, Elsevier, vol. 50(2), pages 422-445, January.
    2. Ying C. MacNab, 2018. "Some recent work on multivariate Gaussian Markov random fields," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 497-541, September.
    3. Maria Terres & Alan Gelfand, 2015. "Using spatial gradient analysis to clarify species distributions with application to South African protea," Journal of Geographical Systems, Springer, vol. 17(3), pages 227-247, July.
    4. Alastair Rushworth & Duncan Lee & Christophe Sarran, 2017. "An adaptive spatiotemporal smoothing model for estimating trends and step changes in disease risk," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(1), pages 141-157, January.
    5. Ropo E. Ogunsakin & Themba G. Ginindza, 2022. "Bayesian Spatial Modeling of Diabetes and Hypertension: Results from the South Africa General Household Survey," IJERPH, MDPI, vol. 19(15), pages 1-17, July.
    6. Rodrigues, E.C. & Assunção, R., 2012. "Bayesian spatial models with a mixture neighborhood structure," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 88-102.
    7. Yu, Danlin & Zhang, Yaojun & Wu, Xiwei & Li, Ding & Li, Guangdong, 2021. "The varying effects of accessing high-speed rail system on China’s county development: A geographically weighted panel regression analysis," Land Use Policy, Elsevier, vol. 100(C).
    8. Wheeler, David C. & Hickson, DeMarc A. & Waller, Lance A., 2010. "Assessing local model adequacy in Bayesian hierarchical models using the partitioned deviance information criterion," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1657-1671, June.
    9. Gamerman, Dani & Moreira, Ajax R. B., 2004. "Multivariate spatial regression models," Journal of Multivariate Analysis, Elsevier, vol. 91(2), pages 262-281, November.
    10. Håvard Rue & Sara Martino & Nicolas Chopin, 2009. "Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 319-392, April.
    11. Matthew Quick, 2019. "Multiscale spatiotemporal patterns of crime: a Bayesian cross-classified multilevel modelling approach," Journal of Geographical Systems, Springer, vol. 21(3), pages 339-365, September.
    12. Katherine Wilson & Jon Wakefield, 2022. "A probabilistic model for analyzing summary birth history data," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 47(11), pages 291-344.
    13. Cui Guo & Jian Kang & Timothy D. Johnson, 2022. "A spatial Bayesian latent factor model for image‐on‐image regression," Biometrics, The International Biometric Society, vol. 78(1), pages 72-84, March.
    14. Mark S. Handcock & Adrian E. Raftery & Jeremy M. Tantrum, 2007. "Model‐based clustering for social networks," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(2), pages 301-354, March.
    15. Eibich, Peter & Ziebarth, Nicolas, 2014. "Examining the Structure of Spatial Health Effects in Germany Using Hierarchical Bayes Models," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 49, pages 305-320.
    16. Shreosi Sanyal & Thierry Rochereau & Cara Nichole Maesano & Laure Com-Ruelle & Isabella Annesi-Maesano, 2018. "Long-Term Effect of Outdoor Air Pollution on Mortality and Morbidity: A 12-Year Follow-Up Study for Metropolitan France," IJERPH, MDPI, vol. 15(11), pages 1-8, November.
    17. Mayer Alvo & Jingrui Mu, 2023. "COVID-19 Data Analysis Using Bayesian Models and Nonparametric Geostatistical Models," Mathematics, MDPI, vol. 11(6), pages 1-13, March.
    18. Gil, Guilherme Dôco Roberti & Costa, Marcelo Azevedo & Lopes, Ana Lúcia Miranda & Mayrink, Vinícius Diniz, 2017. "Spatial statistical methods applied to the 2015 Brazilian energy distribution benchmarking model: Accounting for unobserved determinants of inefficiencies," Energy Economics, Elsevier, vol. 64(C), pages 373-383.
    19. Chunfang Zhao & Yingliang Wu & Yunfeng Chen & Guohua Chen, 2023. "Multiscale Effects of Hedonic Attributes on Airbnb Listing Prices Based on MGWR: A Case Study of Beijing, China," Sustainability, MDPI, vol. 15(2), pages 1-21, January.
    20. Vanessa Santos-Sánchez & Juan Antonio Córdoba-Doña & Javier García-Pérez & Antonio Escolar-Pujolar & Lucia Pozzi & Rebeca Ramis, 2020. "Cancer Mortality and Deprivation in the Proximity of Polluting Industrial Facilities in an Industrial Region of Spain," IJERPH, MDPI, vol. 17(6), pages 1-15, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:78:y:2008:i:15:p:2408-2411. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.