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RE: AI-GEOSTATS: Spatial poisson regression software? - one more thing

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  • Munroe, Darla
    Just to be a little more clear: spatial effects in qualitative data regression models are UGLY UGLY things...and no one has many good solutions yet (though a
    Message 1 of 1 , Jul 19, 2001
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      Just to be a little more clear: spatial effects in qualitative data
      regression models are UGLY UGLY things...and no one has many good solutions
      yet (though a few people are working furiously on it).

      Basically, in any sort of qualitative data model, such as a possion model -
      where your observed dependent variable is a count of a
      occurrence/nonoccurence of some event - the observed process is not where
      the spatial effect would/should be modeled. These regressions are called
      latent, because there is some underlying process (that we do not observe)
      that is generating the qualitative outcome.

      For this reason, any spatial autocorrelation would be part of this latent,
      unobserved process, not necessarily corresponding one-to-one to the observed
      outcome.

      Kurt Beron and Wim Vijverberg of U Texas, Dallas, have a chapter coming out
      in the new Anselin spatial econometrics book (should come out this year),
      New Advances in Spatial Econometrics, that has a really good and careful
      review of spatial effects in probit models, and how difficult it is to
      specify a full covariance structure taking these into account.

      As I mentioned, Dan Griffith of Syracuse is working on poisson models. I
      think Harry Kelejian (Dept of Economics, Maryland) has developed a TEST for
      autocorrelation in possion models (but no correction).

      You say you have thousands of polygons? YIKES. Beron and Vijverberg
      developed a spatial probit estimator for 48 observations (or something like
      that), and it takes several hours to run. The nXn weighting
      structure/incidental parameter problem makes it very hard to identify
      anything that big.

      Anyway - suffice to say - there is no COTS solution to your problem. If you
      find something out there that I haven't already mentioned, please let me
      know!

      Best,
      Darla Munroe



      --
      ***************************************
      Darla Munroe, Ph.D.
      Postdoctoral Fellow
      Center for the Study of Institutions,
      Population, and Environmental Change
      Indiana University
      408 N. Indiana
      Bloomington, IN 47408
      dmunroe@...
      php.indiana.edu/~dmunroe




      -----Original Message-----
      From: Ben Wheeler [mailto:Ben.Wheeler@...]
      Sent: Thursday, July 19, 2001 7:49 AM
      To: ai-geostats@...
      Subject: AI-GEOSTATS: Spatial poisson regression software?


      Dear all,

      Please forgive the newbie style question...I've looked on the website
      at software listings and can't quite work out what I'm after.

      I'm running poisson regressions for a large number of small areas
      (several thousand contiguous polygons) - predicting counts of events
      with several predictor variables for each small area. I'd like to be
      able to adjust these models to account for spatial autocorrelation.
      Does anyone know of software (ideally free/cheap) that will do this in
      a reasonably straightforward way? Either stand-alone or as an add-on to
      Arc/info or arcview. I can also use Stata, SAS, SPSS etc.

      Any ideas much appreciated,

      Thanks a lot

      Cheers
      Ben


      -------------------------
      Ben Wheeler
      MRC Research Student
      Department of Social Medicine
      University of Bristol
      UK

      e-mail ben.wheeler@...
      -------------------------


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