arXiv subjects

Mark S. Kaiser

Publications and source records attributed to Mark S. Kaiser.

6 recordsLinked to original sources

arXiv2026

Generalized linear models with spatial dependence and a functional covariate

We extend generalized functional linear models under independence to a situation in which a functional covariate is related to a scalar response variable that exhibits spatial dependence-a complex yet prevalent phenomenon. For estimation, we apply basis expansion and truncation for dimension reduction of the covariate process followed by a composite likelihood estimating equation to handle the spatial dependency. We establish asymptotic results for the proposed model under a repeating lattice asymptotic context, allowing us to construct a confidence interval for the spatial dependence parameter and a confidence band for the regression parameter function. A binary conditionals model with functional covariates is presented as a concrete illustration and is used in simulation studies to verify the applicability of the asymptotic inferential results. We apply the proposed model to a problem in which the objective is to relate annual corn yield in counties of states in the Midwestern United States to daily maximum temperatures from April to September in those same geographic regions. The extension to an expanding lattice context is further discussed in the supplement.

stat.ME↗

arXiv2025

Nonparametric Cointegrating Regression Functions with Endogeneity and Semi-Long Memory

This article develops nonparametric cointegrating regression models with endogeneity and semi-long memory. We assume that semi-long memory is produced in the regressor process by tempering of random shock coefficients. The fundamental properties of long memory processes are thus retained in the regressor process. Nonparametric nonlinear cointegrating regressions with serially dependent errors and endogenous regressors driven by long memory innovations have been considered in Wang and Phillips (2016). That work also implemented a statistical specification test for testing whether the regression function follows a parametric form. The limit theory of test statistic involves the local time of fractional Brownian motion. The present paper modifies the test statistic to be suitable for the semi-long memory case. With this modification, the limit theory for the test involves the local time of the standard Brownian motion and is free of the unknown parameter d. Through simulation studies, we investigate the properties of nonparametric regression function estimation as well as test statistic. We also demonstrate the use of test statistic through actual data sets.

econ.EM↗

arXiv2024

Exploring Spatial Generalized Functional Linear Models: A Comparative Simulation Study and Analysis of COVID-19

Implementation of spatial generalized linear models with a functional covariate can be accomplished through the use of a truncated basis expansion of the covariate process. In practice, one must select a truncation level for use. We compare five criteria for the selection of an appropriate truncation level, including AIC and BIC based on a log composite likelihood, a fraction of variance explained criterion, a fitted mean squared error, and a prediction error with one standard error rule. Based on the use of extensive simulation studies, we propose that BIC constitutes a reasonable default criterion for the selection of the truncation level for use in a spatial functional generalized linear model. In addition, we demonstrate that the spatial model with a functional covariate outperforms other models when the data contain spatial structure and response variables are in fact influenced by a functional covariate process. We apply the spatial functional generalized linear model to a problem in which the objective is to relate COVID-19 vaccination rates in counties of states in the Midwestern United States to the number of new cases from previous weeks in those same geographic regions.

stat.ME↗

arXiv2023

Properties of Test Statistics for Nonparametric Cointegrating Regression Functions Based on Subsamples

Nonparametric cointegrating regression models have been extensively used in financial markets, stock prices, heavy traffic, climate data sets, and energy markets. Models with parametric regression functions can be more appealing in practice compared to non-parametric forms, but do result in potential functional misspecification. Thus, there exists a vast literature on developing a model specification test for parametric forms of regression functions. In this paper, we develop two test statistics which are applicable for the endogenous regressors driven by long memory and semi-long memory input shocks in the regression model. The limit distributions of the test statistics under these two scenarios are complicated and cannot be effectively used in practice. To overcome this difficulty, we use the subsampling method and compute the test statistics on smaller blocks of the data to construct their empirical distributions. Throughout, Monte Carlo simulation studies are used to illustrate the properties of test statistics. We also provide an empirical example of relating gross domestic product to total output of carbon dioxide in two European countries.

stat.ME↗

arXiv2019

Simulating Markov random fields with a conclique-based Gibbs sampler

For spatial and network data, we consider models formed from a Markov random field (MRF) structure and the specification of a conditional distribution for each observation. Fast simulation from such MRF models is often an important consideration, particularly when repeated generation of large numbers of data sets is required. However, a standard Gibbs strategy for simulating from MRF models involves single-site updates, performed with the conditional univariate distribution of each observation in a sequential manner, whereby a complete Gibbs iteration may become computationally involved even for moderate samples. As an alternative, we describe a general way to simulate from MRF models using Gibbs sampling with "concliques" (i.e., groups of non-neighboring observations). Compared to standard Gibbs sampling, this simulation scheme can be much faster by reducing Gibbs steps and independently updating all observations per conclique at once. The speed improvement depends on the number of concliques relative to the sample size for simulation, and order-of-magnitude speed increases are possible with many MRF models (e.g., having appropriately bounded neighborhoods). We detail the simulation method, establish its validity, and assess its computational performance through numerical studies, where speed advantages are shown for several spatial and network examples.

stat.CO↗

arXiv2012

Goodness of fit tests for a class of Markov random field models

This paper develops goodness of fit statistics that can be used to formally assess Markov random field models for spatial data, when the model distributions are discrete or continuous and potentially parametric. Test statistics are formed from generalized spatial residuals which are collected over groups of nonneighboring spatial observations, called concliques. Under a hypothesized Markov model structure, spatial residuals within each conclique are shown to be independent and identically distributed as uniform variables. The information from a series of concliques can be then pooled into goodness of fit statistics. Under some conditions, large sample distributions of these statistics are explicitly derived for testing both simple and composite hypotheses, where the latter involves additional parametric estimation steps. The distributional results are verified through simulation, and a data example illustrates the method for model assessment.

math.ST↗