BAYESIAN PREDICTION FOR SPATIAL GENERALISED LINEAR MIXED MODELS WITH CLOSED SKEW NORMAL LATENT VARIABLES

摘要

Spatial generalised linear mixed models are used commonly for modelling non-Gaussian discrete spatial responses. In these models, the spatial correlation structure of data is modelled by spatial latent variables. Most users are satisfied with using a normal distribution for these variables, but in many applications it is unclear whether or not the normal assumption holds. This assumption is relaxed in the present work, using a closed skew normal distribution for the spatial latent variables, which is more flexible and includes normal and skew normal distributions. The parameter estimates and spatial predictions are calculated using the Markov Chain Monte Carlo method. Finally, the performance of the proposed model is analysed via two simulation studies, followed by a case study in which practical aspects are dealt with. The proposed model appears to give a smaller cross-validation mean square error of the spatial prediction than the normal prior in modelling the temperature data set.