Approximation of Gaussian spatial autoregressive models for massive regular square tessellation data |
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| Authors: | Daniel A Griffith |
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| Institution: | 1. School of Economic, Political, and Policy Sciences, University of Texas at Dallas, Richardson, TX, USAdagriffith@utdallas.edu |
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| Abstract: | Most of the literature to date proposes approximations to the determinant of a positive definite n × n spatial covariance matrix (the Jacobian term) for Gaussian spatial autoregressive models that fail to support the analysis of massive georeferenced data sets. This paper briefly surveys this literature, recalls and refines much simpler Jacobian approximations, presents selected eigenvalue estimation techniques, summarizes validation results (for estimated eigenvalues, Jacobian approximations, and estimation of a spatial autocorrelation parameter), and illustrates the estimation of the spatial autocorrelation parameter in a spatial autoregressive model specification for cases as large as n = 37,214,101. The principal contribution of this paper is to the implementation of spatial autoregressive model specifications for any size of georeferenced data set. Its specific additions to the literature include (1) new, more efficient estimation algorithms; (2) an approximation of the Jacobian term for remotely sensed data forming incomplete rectangular regions; (3) issues of inference; and (4) timing results. |
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| Keywords: | eigenvalue Jacobian term massive georeferenced data set maximum likelihood estimate (MLE) remotely sensed image Gaussian spatial autoregression |
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