• Title of article

    Sample-based Maximum Likelihood Estimation of the Autologistic Model

  • Author/Authors

    S. Magnussen & R. Reeves، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    15
  • From page
    547
  • To page
    561
  • Abstract
    New recursive algorithms for fast computation of the normalizing constant for the autologistic model on the lattice make feasible a sample-based maximum likelihood estimation (MLE) of the autologistic parameters. We demonstrate by sampling from 12 simulated 420 × 420 binary lattices with square lattice plots of size 4 × 4, . . . , 7 × 7 and sample sizes between 20 and 600. Sample-based results are compared with ‘benchmark’MCMC estimates derived from all binary observations on a lattice. Sample-based estimates are, on average, biased systematically by 3%–7%, a bias that can be reduced by more than half by a set of calibrating equations. MLE estimates of sampling variances are large and usually conservative. The variance of the parameter of spatial association is about 2–10 times higher than the variance of the parameter of abundance. Sample distributions of estimates were mostly non-normal. We conclude that sample-based MLE estimation of the autologistic parameters with an appropriate sample size and post-estimation calibration will furnish fully acceptable estimates. Equations for predicting the expected sampling variance are given
  • Keywords
    Markov chain Monte Carlo , Bias , sample size , Cluster sampling , samplingvariance , calibration
  • Journal title
    JOURNAL OF APPLIED STATISTICS
  • Serial Year
    2007
  • Journal title
    JOURNAL OF APPLIED STATISTICS
  • Record number

    712128