Generalized Hierarchical Multivariate CAR Models for Areal Data
Article first published online: 12 MAY 2005
Volume 61, Issue 4, pages 950–961, December 2005
How to Cite
Jin, X., Carlin, B. P. and Banerjee, S. (2005), Generalized Hierarchical Multivariate CAR Models for Areal Data. Biometrics, 61: 950–961. doi: 10.1111/j.1541-0420.2005.00359.x
- Issue published online: 2 DEC 2005
- Article first published online: 12 MAY 2005
- Received February 2004. Revised October 2004. Accepted January 2005.
- Areal data;
- Conditionally autoregressive (CAR) model;
- Hierarchical Bayesian model;
- Markov chain Monte Carlo (MCMC) simulation;
- Multivariate data;
- Spatial statistics
Summary In the fields of medicine and public health, a common application of areal data models is the study of geographical patterns of disease. When we have several measurements recorded at each spatial location (for example, information on p≥ 2 diseases from the same population groups or regions), we need to consider multivariate areal data models in order to handle the dependence among the multivariate components as well as the spatial dependence between sites. In this article, we propose a flexible new class of generalized multivariate conditionally autoregressive (GMCAR) models for areal data, and show how it enriches the MCAR class. Our approach differs from earlier ones in that it directly specifies the joint distribution for a multivariate Markov random field (MRF) through the specification of simpler conditional and marginal models. This in turn leads to a significant reduction in the computational burden in hierarchical spatial random effect modeling, where posterior summaries are computed using Markov chain Monte Carlo (MCMC). We compare our approach with existing MCAR models in the literature via simulation, using average mean square error (AMSE) and a convenient hierarchical model selection criterion, the deviance information criterion (DIC; Spiegelhalter et al., 2002, Journal of the Royal Statistical Society, Series B64, 583–639). Finally, we offer a real-data application of our proposed GMCAR approach that models lung and esophagus cancer death rates during 1991–1998 in Minnesota counties.