spGARCH (version 0.2.3)

prostate_cancer: Logarithmic incidence rates of prostate cancer and covariates

Description

The dataset contains logarithmic incidence rates from the National Cancer Institute and Centers for Disease, Control and Prevention (State Cancer Profiles) and factor loadings of a set of covariates. The incidence rates are 5-year averages from 2008 to 2012 in several southeastern states (Arkansas, Louisiana, Mississippi, Tennessee, North and South Carolina, Georgia, Alabama, and Florida). Missing values were imputed by spatial averaging.

Usage

data("prostate_cancer")

Format

A list with three entries:

data

a data frame; see below for details

B

a numeric matrix; weighting matrix B to run the example

W

a numeric matrix; weighting matrix W to run the example

The data frame contains 755 observations of the following 12 variables.

log_incidence_rates

a numeric vector; logarithmic incidence rates of prostate cancer

F_1

a numeric vector; scores of factor 1 (environment: fine atmospheric particles and aerosols)

F_2

a numeric vector; scores of factor 2 (environment: particulate matter)

F_3

a numeric vector; scores of factor 3 (weather: solar radiation and temperature)

F_4

a numeric vector; scores of factor 4 (weather: temperature differences)

F_5

a numeric vector; scores of factor 5 (behavior: smoking)

F_6

a numeric vector; scores of factor 6 (behavior: drinking)

F_7

a numeric vector; scores of factor 7 (behavior: preventive health care)

F_8

a numeric vector; scores of factor 8 (behavior: physical activity)

F_9

a numeric vector; scores of factor 9 (health: overweight)

F_10

a numeric vector; scores of factor 10 (health: cholesterol and blood pressure)

PSA_test

a numeric vector; percentage of positive results for a prostate-specific antigen (PSA) test

References

https://statecancerprofiles.cancer.gov/map/map.withimage.php?99&001&001&00&0&02&0&1&10 Otto, P. (2019). spGARCH: An R-Package for Spatial and Spatiotemporal ARCH and GARCH models To appear: The R Journal URL: https://arxiv.org/abs/1812.01871

Examples

data(prostate_cancer)

if (FALSE) {

# Estimation (long running example)
formula <- "log_incidence_rates ~ F_2 + F_10"
out     <- qml.SARspARCH(formula, B = prostate_cancer$B, W = prostate_cancer$W,
                         type = "spARCH", data = prostate_cancer$data)

# Summary
summary(out)

}