Estimation of Spatial Dependence with GEE

  • Lee, Yoon-Dong (Department of Applied Statistics, University of Suwon) ;
  • Choi, Hye-Mi (Department of Statistics, Seoul National University)
  • Published : 2003.05.23

Abstract

We consider an efficient parametric estimation method of spatial dependence in weak stationary processes. Spatial dependence is modeled through variogram and correlogram. Most of parametric estimation methods of correlogram use two step method; nonparametric estimation and parametric integration. We bind these two steps into one step by using GEE method instead of least squares type optimization. Our one step method is more efficient statistically and gives a clear interpretation of related concepts used in traditional two step methods.

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