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

Comments

Copyright 2015, The R Foundation. Open access material. License: CC BY 3.0 Unported

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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