A practical approach for assessing the effect of grouping in hierarchical spatio-temporal models

Lucia Paci, Francesca Bruno, Daniela Cocchi

Risultato della ricerca: Contributo in rivistaArticolo in rivistapeer review

1 Citazioni (Scopus)

Abstract

Hierarchical spatio-temporal models allow for the consideration and estimation of many sources of variability. A general spatio-temporal model can be written as the sum of a spatio-temporal trend and a spatio-temporal random effect. When spatial locations are considered to be homogeneous with respect to some exogenous features, the groups of locations may share a common spatial domain. Differences between groups can be highlighted both in the large-scale, spatio-temporal component and in the spatio-temporal dependence structure. When these differences are not included in the model specification, model performance and spatio-temporal predictions may be weak. This paper proposes a method for evaluating and comparing models that progressively include group differences. Hierarchical modeling under a Bayesian perspective is followed, allowing flexible models and the statistical assessment of results based on posterior predictive distributions. This procedure is applied to tropospheric ozone data in the Italian Emilia-Romagna region for 2001, where 30 monitoring sites are classified according to environmental laws into two groups by their relative position with respect to traffic emissions. © 2012 Springer-Verlag.
Lingua originaleEnglish
pagine (da-a)93-108
Numero di pagine16
RivistaAStA Advances in Statistical Analysis
Volume97
DOI
Stato di pubblicazionePubblicato - 2013

Keywords

  • Analysis
  • Applied Mathematics
  • Economics and Econometrics
  • Groups of spatial sites
  • Hierarchical models
  • Modeling and Simulation
  • Social Sciences (miscellaneous)
  • Spatio-temporal models
  • Statistics and Probability
  • Tropospheric ozone

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