Statistics, Department of

The R Journal
Date of this Version
12-2015
Document Type
Article
Citation
The R Journal (December 2015) 7(2); Editor: Bettina Grün
Abstract
We present a new version ( 2.0) of the hglm package for fitting hierarchical generalized linear models (HGLMs) with spatially correlated random effects. CAR() and SAR() families for con ditional and simultaneous autoregressive random effects were implemented. Eigen decomposition of the matrix describing the spatial structure (e.g., the neighborhood matrix) was used to transform the CAR/SARrandomeffects into an independent, but heteroscedastic, Gaussian random effect. A linear predictor is fitted for the random effect variance to estimate the parameters in the CAR and SAR models. This gives a computationally efficient algorithm for moderately sized problems.
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Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2015, The R Foundation. Open access material. License: CC BY 3.0 Unported