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QUASI-DEVIANCE FUNCTIONS FOR SPATIALLY CORRELATED DATA

Pei-Sheng Lin
Statistica Sinica
Vol. 21, No. 4 (October 2011), pp. 1785-1806
Stable URL: http://www.jstor.org/stable/24309655
Page Count: 22
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QUASI-DEVIANCE FUNCTIONS FOR SPATIALLY CORRELATED DATA
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Abstract

This paper introduces a quasi-deviance function for model selection of given spatial data. The proposed deviance function involves only the mean and covariance of responses, and therefore avoids the difficulty of specifying a full-likelihood function. We show that, under certain regularity conditions, the deviance function with quasi-likelihood estimating equation has a limiting chi-squared distribution. The asymptotic quadratic form of the deviance function provides a consistent method for selecting the true model. We also conduct simulations to evaluate the performance of the proposed method, and use the East Lansing Woods data to illustrate the application.

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