Selection of rank and basis functions in the Spatial Random Effects Model

Authors

J R. Bradley, Ohio State University
Noel A. Cressie, Ohio State UniversityFollow
Tao Shi, Ohio State University

RIS ID

109117

Publication Details

Bradley, J. R., Cressie, N. & Shi, T. (2011). Selection of rank and basis functions in the Spatial Random Effects Model. 2011 Proceedings of the Joint Statistical Meetings (pp. 3393-3406). Alexandria, United States: American Statistical Association.

Abstract

Use of the Spatial Random Effects (SRE) model has been motivated by the need to reduce the amount of computation involved in obtaining optimal predictors and their prediction standard errors. This reduction in computation relies on the covariance matrix of the random effects being of low rank. In this proceedings paper, the selection of the rank and the selection of the accompanying basis functions of the SRE model are investigated. We explore selection criteria that include the generalized degrees of freedom and two information criteria; their relative performance is assessed by simulation.

Link to publisher version (URL)

American Statistical Association