[R-sig-Geo] Correlation between covariates and intercept (spatstat)
Virginia Morera Pujol
morera.virginia at gmail.com
Mon Apr 18 09:24:19 CEST 2016
You are right, what changes is the coefficient of the covariate, but it's
effect (coef+covariate value) is the same in both models, and selecting the
"significant covariates" won't be much of a problem as I only have 2
covariates in my model.
Thank you very much for your kind help!
Department of Animal Biology
University of Barcelona
Aquest correu electrònic i els annexos poden contenir informació
confidencial o protegida legalment i està adreçat exclusivament a la
persona o entitat destinatària. Si no sou el destinatari final o la
persona encarregada de rebre’l, no esteu autoritzat a llegir-lo,
retenir-lo, modificar-lo, distribuir-lo, copiar-lo ni a revelar-ne el
contingut. Si heu rebut aquest correu electrònic per error, us preguem que
n’informeu al remitent i que elimineu del sistema el missatge i el material
annex que pugui contenir. Gràcies per la vostra col·laboració.
Este correo electrónico y sus anexos pueden contener información
confidencial o legalmente protegida y está exclusivamente dirigido a la
persona o entidad destinataria. Si usted no es el destinatario final o la
persona encargada de recibirlo, no está autorizado a leerlo, retenerlo,
modificarlo, distribuirlo, copiarlo ni a revelar su contenido. Si ha
recibido este mensaje electrónico por error, le rogamos que informe al
remitente y elimine del sistema el mensaje y el material anexo que pueda
contener. Gracias por su colaboración.
This email message and any documents attached to it may contain
confidential or legally protected material and are intended solely for the
use of the individual or organization to whom they are addressed. We remind
you that if you are not the intended recipient of this email message or the
person responsible for processing it, then you are not authorized to read,
save, modify, send, copy or disclose any of its contents. If you have
received this email message by mistake, we kindly ask you to inform the
sender of this and to eliminate both the message and any attachments it
carries from your account.Thank you for your collaboration.
2016-04-17 12:36 GMT+02:00 Adrian Baddeley <adrian.baddeley at curtin.edu.au>:
> Virginia Morera Pujol <morera.virginia at gmail.com> writes:
> > In trying a spatial model with spatstat I am running into a conceptual
> > problem. It might be more of a general modelling doubt than a specific
> > spatial problem, but I hope someone can help.
> > I am running a ppm() model that includes two covariates (as pixel
> > one is primary productivity at sea, and the other is distance to a point
> > that is not included in the pattern window. That means there is no 0
> > the range of values goes from 400 to 1400 approx. When I run the model
> > look at the var-covar matrix using 'vcov(model, what = "corr")' , there
> > a very strong correlation (around -0.85) between the intercept and this
> > covariate. I am not sure that this is a problem, but [...]
> This is about the correlation between *estimates* of the model
> coefficients - in this case, the correlation between the estimated
> intercept and the estimated coefficient of the distance covariate.
> Extremely high correlations could cause problems with the identifiability
> of the model, but this is probably not a problem here. Moderately high
> correlations suggest that the t-tests for individual parameters (given in
> the printout for the model) are not independent. If we want to select the
> 'significant' covariates, we shouldn't use the model printout to discard
> more than one variable at a time.
> > I have tried a couple of things just in case:
> > 1/ centering the covariate values around the mean just changes the sign
> > the correlation (from -0.85 to +0.85 approx).
> > 2/ normalizing the covariate values, so the values go from 0 to 1 makes
> > correlation between this covariate and the intercept almost 1 (0.99) It
> > also makes the effect of this covariate three orders of magnitude higher
> > than the effect of the other covariate, which didn't happen before and
> > not expected from the data.
> Such transformations will change the correlation. Roughly speaking, that's
> because when you add a constant to the distance covariate, you are adding a
> multiple of the intercept onto the covariate.
> When you say the 'effect' of the covariate has increased, do you mean the
> coefficient of the covariate has increased, or the *effect term* (=
> coefficient x covariate value) has increased? I'd be surprised if this
> happens - the models should be equivalent as regards their fitted
> intensity, etc.
> Adrian Baddeley
> Prof Adrian Baddeley DSc FAA
> Department of Mathematics and Statistics
> Curtin University, Perth, Western Australia
[[alternative HTML version deleted]]
More information about the R-sig-Geo