Bayesian Semiparametric Model with Spatially–temporally Varying Coefficients Selection

Document Type

Article

Publication Date

2013

Keywords

area-specific Dirichlet process, Bayesian space–time models, spatially–temporally varying coefficients, variable selection

Digital Object Identifier (DOI)

https://doi.org/10.1002/sim.5789

Abstract

In spatiotemporal analysis, the effect of a covariate on the outcome usually varies across areas and time. The spatial configuration of the areas may potentially depend on not only the structured random intercept but also spatially varying coefficients of covariates. In addition, the normality assumption of the distribution of spatially varying coefficients could lead to potential biases of estimations. In this article, we proposed a Bayesian semiparametric space–time model where the spatially–temporally varying coefficient is decomposed as fixed, spatially varying, and temporally varying coefficients. We nonparametrically modeled the spatially varying coefficients of space–time covariates by using the area-specific Dirichlet process prior with weights transformed via a generalized transformation. We modeled the temporally varying coefficients of covariates through the dynamic model. We also took into account the uncertainty of inclusion of the spatially–temporally varying coefficients by variable selection procedure through determining the probabilities of different effects for each covariate. The proposed semiparametric approach shows its improvement compared with the Bayesian spatial–temporal models with normality assumption on spatial random effects and the Bayesian model with the Dirichlet process prior on the random intercept. We presented a simulation example to evaluate the performance of the proposed approach with the competing models. We used an application to low birth weight data in South Carolina as an illustration. Copyright © 2013 John Wiley & Sons, Ltd.

Was this content written or created while at USF?

Yes

Citation / Publisher Attribution

Statistics in Medicine, v. 32, issue 21, p. 3670-3685

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