[R-sig-Geo] Moran's I negative binomial generalized linear model

[Roger Bivand]

On Fri, 23 Apr 2010, Wild Life wrote:

> Yes I know the work of Jacqmin-Gadda et al. (1997) which proposes the
> use of a new statistic T.
> However, more recent work of Lin and Zhang (2007) uses the test of
> Moran's I to access the autocorrelation of residuals.
> I'm more interested in using this approach, which has been used by
> several authors.
> The question would be if I should calculate the test using a sparse
> matrix (lm.morantest) since it's on residuals or if I should calculate
> it by the normal way (moran.test) as suggested by Lin and Zhang
> (2007).

If you examine the class of a model object fitted using glm(), you'll see 
that it also inherits from "lm". This means that you may use 
lm.morantest() at your own risk. This is not the same as moran.test(), and 
I do not believe that Lin and Zhang suggested its use. I have no idea why 
you think that sparse matrices are involved. In testing model residuals, 
it is essential to handle the presence of the X variables, which is what 
lm.morantest() does. Since no studies have been done to find out how 
accurately this test detects spatial autocorrelation in glm errors, it is 
premature to simply extend findings for lm objects. It is also unclear 
whether this is what Lin and Zhang did, as I am unaware of them having 
published their code.

Hope this helps,

Roger

>
> Many thanks for the reply.
>
> Regards,
>
> António Silva
>
>
> On Tue, Apr 20, 2010 at 11:15 AM, Roberto Patuelli
> <roberto.patuelli at usi.ch> wrote:
>> Dear Antonio,
>> You may want to look at Jacqmin-Gadda et al. (1997), Tests of Geographical
>> Correlation with Adjustment for Explanatory Variables: An Application to
>> Dyspnoea in the Elderly, Statistics in Medicine 16, 1283-97.
>> Cheers
>> Roberto
>>
>> ****************************
>>
>> Dear list,
>> I'm interested in testing the spatial autocorrelation of the residuals
>> of an negative binomial generalized linear model (glm.nb) using
>> Moran's I test.
>> My question is about the best method to do this. Can I use the
>> function lm.morantest? Or is there another more appropriate way?
>>
>> Regards,
>>
>> Antonio Silva
>>
>> ********************
>> Roberto Patuelli, Ph.D.
>> Istituto Ricerche Economiche (IRE) (Institute for Economic Research)
>> Università della Svizzera Italiana (University of Lugano)
>> via Maderno 24, CP 4361
>> CH-6904 Lugano
>> Switzerland
>> Phone: +41-(0)58-666-4166
>> Fax: +39-02-700419665
>> Email: roberto.patuelli at usi.ch
>> Homepage: http://www.people.lu.unisi.ch/patuellr
>>
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-- 
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Helleveien 30, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no