成分数据的空间自回归模型 - Cnam - Conservatoire national des arts et métiers
Article Dans Une Revue Journal of Beijing University of Aeronautics and Astronautics Année : 2019

Spatial autoregressive model for compositional data

成分数据的空间自回归模型

Résumé

The existing compositional linear models assume that samples are independent, which is often violated in practice. To solve this problem, we put forward a spatial autoregressive model for compositional data, which contains both compositional covariates and scalar predictors. Furthermore, a new estimation method is proposed. The new model has advantages of coping with mixed compositional and numerical data and expressing dependence between the responses. And the parameter estimators are obtained through isometric logratio (ilr) transformation, which transforms dependent compositional data into independent real vector. A Monte-Carlo simulation experiment verifies the effectiveness of the proposed estimation method.
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Dates et versions

hal-02471589 , version 1 (08-02-2020)

Identifiants

Citer

Tingting Huang, Huiwen Wang, Gilbert Saporta. 成分数据的空间自回归模型. Journal of Beijing University of Aeronautics and Astronautics, 2019, 45 (1), pp.93-98. ⟨10.13700/j.bh.1001-5965.2018.0253⟩. ⟨hal-02471589⟩
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