spGLM: Function for fitting univariate Bayesian generalized linear spatial regression models

Description

The function spGLM fits univariate Bayesian generalized linear spatial regression models. Given a set of knots, spGLM will also fit a predictive process model (see references below).

Usage

spGLM(formula, family="binomial", weights, data = parent.frame(), coords, knots, starting, tuning, priors, cov.model, amcmc, n.samples, verbose=TRUE, n.report=100, ...)

Arguments

formula

a symbolic description of the regression model to be fit. See example below.

family

currently only supports binomial and poisson data using the logit and log link functions, respectively.

weights

an optional vector of weights to be used in the fitting process. Weights correspond to number of trials and offset for each location for the binomial and poisson family, respectively.

data

an optional data frame containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which spGLM is called.

coords

an $n x 2$ matrix of the observation coordinates in $R^2$ (e.g., easting and northing).

knots

either a $m x 2$ matrix of the predictive process knot coordinates in $R^2$ (e.g., easting and northing) or a vector of length two or three with the first and second elements recording the number of columns and rows in the desired knot grid. The third, optional, element sets the offset of the outermost knots from the extent of the coords.

starting

a list with each tag corresponding to a parameter name. Valid tags are beta, sigma.sq, phi, nu, and w. The value portion of each tag is the parameter's starting value. If the predictive process is used then w must be of length $m$; otherwise, it must be of length $n$. Alternatively, w can be set as a scalar, in which case the value is repeated.

tuning

a list with each tag corresponding to a parameter name. Valid tags are beta, sigma.sq, phi, nu, and w. The value portion of each tag defines the variance of the Metropolis sampler Normal proposal distribution.

The tuning value for beta can be a vector of length $p$ (where $p$ is the number of regression coefficients) or, if an adaptive MCMC is not used, i.e., amcmc is not specified, the lower-triangle of the $pxp$ Cholesky square-root of the desired proposal covariance matrix. If the predictive process is used then w must be of length $m$; otherwise, it must be of length $n$. Alternatively, w can be set as a scalar, in which case the value is repeated.

priors

a list with each tag corresponding to a parameter name. Valid tags are sigma.sq.ig, phi.unif, nu.unif, beta.norm, and beta.flat. Variance parameter simga.sq is assumed to follow an inverse-Gamma distribution, whereas the spatial decay phi and smoothness nu parameters are assumed to follow Uniform distributions. The hyperparameters of the inverse-Gamma are passed as a vector of length two, with the first and second elements corresponding to the shape and scale, respectively. The hyperparameters of the Uniform are also passed as a vector of length two with the first and second elements corresponding to the lower and upper support, respectively. If the regression coefficients are each assumed to follow a Normal distribution, i.e., beta.norm, then mean and variance hyperparameters are passed as the first and second list elements, respectively. If beta is assumed flat then no arguments are passed. The default is a flat prior.

cov.model

a quoted keyword that specifies the covariance function used to model the spatial dependence structure among the observations. Supported covariance model key words are: "exponential", "matern", "spherical", and "gaussian". See below for details.

amcmc

a list with tags n.batch, batch.length, and accept.rate. Specifying this argument invokes an adaptive MCMC sampler, see Roberts and Rosenthal (2007) for an explanation.

n.samples

the number of MCMC iterations. This argument is ignored if amcmc is specified.

verbose

if TRUE, model specification and progress of the sampler is printed to the screen. Otherwise, nothing is printed to the screen.

n.report

the interval to report Metropolis sampler acceptance and MCMC progress.

...

currently no additional arguments.

Value

coords: the $n x 2$ matrix specified by coords.
knot.coords: the $m x 2$ matrix as specified by knots.
p.beta.theta.samples: a coda object of posterior samples for the defined parameters.
acceptance: the Metropolis sampler acceptance rate. If amcmc is used then this will be a matrix of each parameter's acceptance rate at the end of each batch. Otherwise, the sampler is a Metropolis with a joint proposal of all parameters.
acceptance.w: if this is a non-predictive process model and amcmc is used then this will be a matrix of the Metropolis sampler acceptance rate for each location's spatial random effect.
acceptance.w.knots: if this is a predictive process model and amcmc is used then this will be a matrix of the Metropolis sampler acceptance rate for each knot's spatial random effect.
p.w.knots.samples: a matrix that holds samples from the posterior distribution of the knots' spatial random effects. The rows of this matrix correspond to the $m$ knot locations and the columns are the posterior samples. This is only returned if a predictive process model is used.
p.w.samples: a matrix that holds samples from the posterior distribution of the locations' spatial random effects. The rows of this matrix correspond to the $n$ point observations and the columns are the posterior samples.

Details

If a binomial model is specified the response vector is the number of successful trials at each location and weights is the total number of trials at each location.

For a poisson specification, the weights vector is the count offset, e.g., population, at each location. This differs from the glm offset argument which is passed as the log of this value. A non-spatial model is fit when coords is not specified. See example below.

References

Banerjee, S., A.E. Gelfand, A.O. Finley, and H. Sang. (2008) Gaussian Predictive Process Models for Large Spatial Datasets. Journal of the Royal Statistical Society Series B, 70:825--848.

Banerjee, S., Carlin, B.P., and Gelfand, A.E. (2004) Hierarchical modeling and analysis for spatial data. Chapman and Hall/CRC Press, Boca Raton, Fla.

Finley, A.O., S. Banerjee, and A.E. Gelfand. (2015) spBayes for large univariate and multivariate point-referenced spatio-temporal data models. Journal of Statistical Software, 63:1--28. http://www.jstatsoft.org/v63/i13.

Finley, A.O., S. Banerjee, and R.E. McRoberts. (2008) A Bayesian approach to quantifying uncertainty in multi-source forest area estimates. Environmental and Ecological Statistics, 15:241--258. Roberts G.O. and Rosenthal J.S. (2006) Examples of Adaptive MCMC. http://probability.ca/jeff/ftpdir/adaptex.pdf Preprint.

Examples

Run this code

## Not run: 
# library(MBA)
# 
# set.seed(1)
# 
# rmvn <- function(n, mu=0, V = matrix(1)){
#   p <- length(mu)
#   if(any(is.na(match(dim(V),p))))
#     stop("Dimension problem!")
#   D <- chol(V)
#   t(matrix(rnorm(n*p), ncol=p) %*% D + rep(mu,rep(n,p)))
# }
# 
# ################################
# ##Spatial binomial
# ################################
# 
# ##Generate binary data
# coords <- as.matrix(expand.grid(seq(0,100,length.out=8), seq(0,100,length.out=8)))
# n <- nrow(coords)
# 
# phi <- 3/50
# sigma.sq <- 2
# 
# R <- sigma.sq*exp(-phi*as.matrix(dist(coords)))
# w <- rmvn(1, rep(0,n), R)
# 
# x <- as.matrix(rep(1,n))
# beta <- 0.1
# p <- 1/(1+exp(-(x%*%beta+w)))
# 
# weights <- rep(1, n)
# weights[coords[,1]>mean(coords[,1])] <- 10
# 
# y <- rbinom(n, size=weights, prob=p)
# 
# ##Collect samples
# fit <- glm((y/weights)~x-1, weights=weights, family="binomial")
# beta.starting <- coefficients(fit)
# beta.tuning <- t(chol(vcov(fit)))
# 
# n.batch <- 200
# batch.length <- 50
# n.samples <- n.batch*batch.length
# 
# m.1 <- spGLM(y~1, family="binomial", coords=coords, weights=weights, 
#              starting=list("beta"=beta.starting, "phi"=0.06,"sigma.sq"=1, "w"=0),
#              tuning=list("beta"=beta.tuning, "phi"=0.5, "sigma.sq"=0.5, "w"=0.5),
#              priors=list("beta.Normal"=list(0,10), "phi.Unif"=c(0.03, 0.3), "sigma.sq.IG"=c(2, 1)),
#              amcmc=list("n.batch"=n.batch, "batch.length"=batch.length, "accept.rate"=0.43),
#              cov.model="exponential", verbose=TRUE, n.report=10)
# 
# burn.in <- 0.9*n.samples
# sub.samps <- burn.in:n.samples
# 
# print(summary(window(m.1$p.beta.theta.samples, start=burn.in)))
# 
# beta.hat <- m.1$p.beta.theta.samples[sub.samps,"(Intercept)"]
# w.hat <- m.1$p.w.samples[,sub.samps]
# 
# p.hat <- 1/(1+exp(-(x%*%beta.hat+w.hat)))
# 
# y.hat <- apply(p.hat, 2, function(x){rbinom(n, size=weights, prob=p)})
# 
# y.hat.mu <- apply(y.hat, 1, mean)
# y.hat.var <- apply(y.hat, 1, var)
# 
# ##Take a look
# par(mfrow=c(1,2))
# surf <- mba.surf(cbind(coords,y.hat.mu),no.X=100, no.Y=100, extend=TRUE)$xyz.est
# image(surf, main="Interpolated mean of posterior rate\n(observed rate)")
# contour(surf, add=TRUE)
# text(coords, label=paste("(",y,")",sep=""))
# 
# surf <- mba.surf(cbind(coords,y.hat.var),no.X=100, no.Y=100, extend=TRUE)$xyz.est
# image(surf, main="Interpolated variance of posterior rate\n(observed #
# of trials)")
# contour(surf, add=TRUE)
# text(coords, label=paste("(",weights,")",sep=""))
# 
# ###########################
# ##Spatial poisson
# ###########################
# ##Generate count data
# set.seed(1)
# 
# n <- 100
# 
# coords <- cbind(runif(n,1,100),runif(n,1,100))
# 
# phi <- 3/50
# sigma.sq <- 2
# 
# R <- sigma.sq*exp(-phi*as.matrix(dist(coords)))
# w <- rmvn(1, rep(0,n), R)
# 
# x <- as.matrix(rep(1,n))
# beta <- 0.1
# y <- rpois(n, exp(x%*%beta+w))
# 
# ##Collect samples
# beta.starting <- coefficients(glm(y~x-1, family="poisson"))
# beta.tuning <- t(chol(vcov(glm(y~x-1, family="poisson"))))
# 
# n.batch <- 500
# batch.length <- 50
# n.samples <- n.batch*batch.length
# 
# ##Note tuning list is now optional
# 
# m.1 <- spGLM(y~1, family="poisson", coords=coords,
#              starting=list("beta"=beta.starting, "phi"=0.06,"sigma.sq"=1, "w"=0),
#              tuning=list("beta"=0.1, "phi"=0.5, "sigma.sq"=0.5, "w"=0.5),
#              priors=list("beta.Flat", "phi.Unif"=c(0.03, 0.3), "sigma.sq.IG"=c(2, 1)),
#              amcmc=list("n.batch"=n.batch, "batch.length"=batch.length, "accept.rate"=0.43),
#              cov.model="exponential", verbose=TRUE, n.report=10)
# 
# ##Just for fun check out the progression of the acceptance
# ##as it moves to 43% (same can be seen for the random spatial effects).
# plot(mcmc(t(m.1$acceptance)), density=FALSE, smooth=FALSE)
# 
# ##Now parameter summaries, etc.
# burn.in <- 0.9*n.samples
# sub.samps <- burn.in:n.samples
# 
# m.1$p.samples[,"phi"] <- 3/m.1$p.samples[,"phi"]
# 
# plot(m.1$p.beta.theta.samples)
# print(summary(window(m.1$p.beta.theta.samples, start=burn.in)))
# 
# beta.hat <- m.1$p.beta.theta.samples[sub.samps,"(Intercept)"]
# w.hat <- m.1$p.w.samples[,sub.samps]
# 
# y.hat <- apply(exp(x%*%beta.hat+w.hat), 2, function(x){rpois(n, x)})
# 
# y.hat.mu <- apply(y.hat, 1, mean)
# 
# ##Take a look
# par(mfrow=c(1,2))
# surf <- mba.surf(cbind(coords,y),no.X=100, no.Y=100, extend=TRUE)$xyz.est
# image(surf, main="Observed counts")
# contour(surf, add=TRUE)
# text(coords, labels=y, cex=1)
# 
# surf <- mba.surf(cbind(coords,y.hat.mu),no.X=100, no.Y=100, extend=TRUE)$xyz.est
# image(surf, main="Fitted counts")
# contour(surf, add=TRUE)
# text(coords, labels=round(y.hat.mu,0), cex=1)
# ## End(Not run)

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