We often examine data with the aim of making predictions. Spatial data analysis is no exception. Given measurements of a variable at a set of points in a region, we might like to extrapolate to points in the region where the variable was not measured or, possibly, to points outside the region that we believe will behave similarly. We can base these predictions on our measured values alone by kriging or we can incorporate covariates and make predictions using a regression model.
In R, the lme linear mixed-effects regression command in the nlme R package allows the user to fit a regression model in which the outcome and the expected errors are spatially autocorrelated. There are several different forms that the spatial autocorrelation can take and the most appropriate form for a given dataset can be assessed by looking at the shape of the variogram of the data and choosing from the options available.
We will again be using the thick dataset provided in the SAS documentation for proc variogram, which includes the measured thickness of coal seams at different coordinates (we have converted this to a .csv file for easy use in R). To this dataset, we have added a covariate called soil measuring the soil quality. We wish to predict thickness (thick) with soil quality (soil) in a regression model that incorporates the spatial autocorrelation of our data.
The code below installs and loads the nlme package and reads in the data we will use.
install.packages("nlme") library(nlme) spdata <- read.table("https://stats.idre.ucla.edu/stat/r/faq/thick.csv", header = T, sep = ",")
The lme command requires a grouping variable. Since we do not have a grouping variable in our data, we can create a dummy variable that has the same value for all 75 observations.
dummy <- rep(1, 75) spdata <- cbind(spdata, dummy) soil.model <- lme(fixed = thick ~ soil, data = spdata, random = ~ 1 | dummy, method = "ML") summary(soil.model) Linear mixed-effects model fit by maximum likelihood Data: spdata AIC BIC logLik 342.3182 351.5881 -167.1591 Random effects: Formula: ~1 | dummy (Intercept) Residual StdDev: 4.826056e-05 2.247569 Fixed effects: thick ~ soil Value Std.Error DF t-value p-value (Intercept) 31.94203 3.1569891 73 10.117878 0.0000 soil 2.25521 0.8655887 73 2.605407 0.0111 Correlation: (Intr) soil -0.997 Standardized Within-Group Residuals: Min Q1 Med Q3 Max -2.68798974 -0.53279498 0.03896491 0.66007203 2.20612991 Number of Observations: 75 Number of Groups: 1
Next, we can run the same model with spatial correlation structures. Let’s assume that, based on following the steps shown in R FAQ: How do I fit a variogram model to my spatial data in R using regression commands?, we determined that our outcome thick appears to have a Guassian spatial correlation form. We can specify such a structure with the correlation and corGaus options for lme.
soil.gau <- update(soil.model, correlation = corGaus(1, form = ~ east + north), method = "ML") summary(soil.gau) Linear mixed-effects model fit by maximum likelihood Data: spdata AIC BIC logLik 91.50733 103.0948 -40.75366 Random effects: Formula: ~1 | dummy (Intercept) Residual StdDev: 8.810794e-05 2.088383 Correlation Structure: Gaussian spatial correlation Formula: ~east + north | dummy Parameter estimate(s): range 20.43725 Fixed effects: thick ~ soil Value Std.Error DF t-value p-value (Intercept) 40.32797 0.5877681 73 68.61204 0.0000 soil 0.00348 0.0160363 73 0.21693 0.8289 Correlation: (Intr) soil -0.102 Standardized Within-Group Residuals: Min Q1 Med Q3 Max -2.9882532 -0.7133776 -0.1146245 0.6745696 2.0877393 Number of Observations: 75 Number of Groups: 1
In this example, incorporating the Gaussian correlation structure both improved the model fit and changed the nature of the regression model. Without the spatial structure, soil is a statistically significant predictor of thick. With the spatial structure, this relationship becomes not significant. This suggests that after controlling for location and the known correlation structure, soil does not add much new information.
- R FAQ: How do I generate a variogram for spatial data in R?
- R FAQ: How do I fit a variogram model to my spatial data in R using regression commands?
- R FAQ: How can I calculate Moran’s I in R?
- R FAQ: How can I perform a Mantel Test in R?
- SAS System for Mixed Models, Second Edition by Ramon Littell, George Milliken, Walter Stroup, Russell Wolfinger and Oliver Schabenberger
- Cressie, Noel. Statistics for Spatial Data. John Wiley & Sons, Inc.: New York, 1991.