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
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
Journal title :
JOURNAL OF APPLIED STATISTICS