04 - Area Data Analysis II PDF

EARTHSC/ENVIRSC/GEOG4GA3
/ User Conference/|
Esri International
AppliedSpatialStatistics
AreaDataAnalysisIV
l i
San Diego, CA
Technical Workshops |
PatrickDeLuca,MA,GISP
November3,2015
b
Exploring2nd OrderEffects
Doattributesin
Do
attributes in neighboring
neighboring zonesshowspatial
zones show spatial
dependency?i.e.Dotheycovary?
SpatialAutocorrelation
p
11/3/2015
Involvescorrelationbetweenvaluesofthesamevariableat
differentspatiallocations
Itisconceptuallyandempiricallythetwodimensional
equivalentofredundancy.
PatrickDeLuca AppliedSpatialStatistics
53
Null hypothesis: No spatial autocorrelation

Nullhypothesis:Nospatialautocorrelation
11/3/2015
Valuesobservedatalocationdonotdependonvalues
observedatneighbouring locations
Observedspatialpatternofvaluesisequallylikelyasany
otherspatialpattern
54
AlternativeHypothesesofSA
Positive Spatial Autocorrelation

PositiveSpatialAutocorrelation
Likevaluestendtoclusterinspace
Neighbours aresimilar
NegativeSpatialAutocorrelation
11/3/2015
Neighbours aredissimilar
Checkerboardpattern
55
Why is spatial autocorrelation important?

Whyisspatialautocorrelationimportant?
Moststatisticsarebasedontheassumptionthatthevalues
ofobservationsineachsampleareindependent
Iftheobservations,however,arespatiallycorrelatedinsomeway,
theestimatesobtainedwillbebiasedandoverlyprecise.
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Biased theareaswithhigherconcentrationofeventswillhavea
greaterimpactonthemodelestimate
t i
t
th
d l ti t
Overestimateprecision sinceeventstendtobeconcentrated,there
areactuallyfewernumberofindependentobservationsthanarebeing
assumed
56
IndicesofSpatialCorrelation
Most common global approaches

Mostcommonglobalapproaches
JoinCountStatistics
MoransI
GetisOrdGeneralG
LocalApproaches
11/3/2015
LocalMoransI
LocalGetis Statistic
57
JoinCountStatistics
Appliedtobinaryvariablesmappedastwocolours
Applied
to binary variables mapped as two colours
(BlackandWhite)suchthatajoin,oredgeisclassified
aseitherWW(00),BB(11)orBW(10)
Interestedinnumberofoccurrencesofeachpossible
joinbetweenneighbouringcells
Canshow
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Positivespatialautocorrelation(clustering)ifthenumberofBWjoinsis
significantly lower than what we would expect by chance
significantlylowerthanwhatwewouldexpectbychance
Negativespatialautocorrelation(dispersion)ifthenumberofBWjoinsis
significantlyhigherthanwhatwouldexpectbychance
N ll
NullspatialautocorrelationifnumberofBWjoinsissameasexpected
ti l t
l ti if
b
f BW j i i
t d
58
JoinCountStatistics
11/3/2015
BB
WW
BW
TOTAL
24
24
12
24
10
10
24
KeyistheBW
OBW =EBW,random
OBW neE
ne EBW,notrandom
not random
OBW>EBW,moredispersed
OBW<EBW,moreclustered
59
JoinCountStatistics
Expected values under free sampling

Expectedvaluesunderfreesampling
Free(ornormal)samplingusedwhenyoucandetermine
theprobabilityofanareabeingblackorwhite
JBBE=kp2B=6
JWWE= kp2W=6
JBWE=2kp
k BpW=12
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k=totalnumberofjoins(=24)
pB=probabilityofbeingcodedblack(=0.5)
p
y
g
(
)
pW =probabilityofbeingcodedwhite(=0.5)
60
JoinCountStatistics
Standard Deviations
StandardDeviations
Needtocomputethetotalsetofallpossibilities
Givenby
n
1
m = ki (ki 1) = 52
2 i =1
BB = kpB2 + 2mpB3 (k + 2m) pB4 = 3.32

BW = 2(k + m) p B pw 4(k + 2m) p p = 2.45
2
B
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2
w
61
JoinCountStatistics
ZScores
BB
WW
BW
TOTAL
Join Type
yp
24
24
BB
-1.81
-0.30
1.20
12
24
WW
-1.81
0.30
1.20
10
10
24
BW
4 90
4.90
0 00
0.00
-3.27
3 27
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JoinCountStatistics
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JoinCountStatistics
Contiguity Matrix
ContiguityMatrix
UsedRooksCase
TotalJoins=214/2=107
ThisonehereisQueensCase
TotalJoins=218/2=109
O
SullivanandUnwin,2003
OSullivan
and Unwin, 2003
11/3/2015
64
JoinCountStatistics
Obama won
Obamawon
Romneywon
59647121votes,p(Obama)=0.511
303electoralvotes,p(Obama)e=0.595
57022021votes,p(Romney)=0.489
206electoralvotes,p(Romney)e=0.405
k=107
m=421
11/3/2015
65
JoinCountStatistics
Obama Obama joins = 33.5

Romney Romney joins = 40
Obama Romney joins = 33
33.5
5
11/3/2015
66
JoinCountStatistics
P based on Votes
Join Type
Measured
Estimated
Std.Dev
ZScore
ObamaObama
33.5
27.94
8.694
0.640
RomneyRomney
40
25.586
8.353
1.726
ObamaRomney
Obama
Romney
33 5
33.5
53 474
53.474
3 066
3.066
6
6.514
514
P based on Electoral votes

Join Type
Measured
Estimated
Std.Dev
ZScore
ObamaObama
33.5
37.881
9.813
0.446
R
RomneyRomney
R
40
17 551
17.551
6 925
6.925
3 242
3.242
ObamaRomney
33.5
51.569
15.592
1.133
11/3/2015
67
JoinCountStatistics
US Election using NonFree

USElectionusingNon
FreeSampling
Sampling
Usedwhenthereisnoaprioriknowledgeofwhatshould
beBorW.
DifferentmethodtocomputeEBW andBW calculation
2 JBW
E =
N ( N 1)
J = total number of joins, B = # Black, W=#

W # White
BW
E + 2 J (2 J 1) BW 4[ J ( J 1 2 J (2 J 1)]B ( B 1)W (W 1)
+
E
N ( N + 1)
N ( N 1)( N 2)( N 3)
BW
BW
Zb =
OBW EBW
11/3/2015
BW
33.5 53.5
= 3.4
=
5.888
68
2
BW
JoinCountStatistics
Limitations
Thejoincountstatisticcanonlybeusedonbinarydata.
Equationsfordeterminingthestandarddeviationsare
q
g
reasonablycomplex
11/3/2015
Butalotofdatacanbetransformedintobinary.
e.g.rainfalldatacaneasilybeconvertedinto"wet"or"dry"
regionsbydeterminingthoseareasaboveorbelowthemean.
Easytomakeamistakewhenimplementingthem
69
MoransI
Oneoftheoldestindicatorsofspatialautocorrelation
One
of the oldest indicators of spatial autocorrelation
(Moran,1950).Thedefactostandardfordetermining
spatialautocorrelation
Appliedtozonesorpointswithcontinuousvariables
associatedwiththem.
Comparesthevalueofthevariableatanyone
locationwiththevalueatallotherlocationsfora
spatialmatrixW
l
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70
MoransI
BehavesinamannersimilartoPearsonscorrelation
coefficient
n
n
I=
n wij ( zi z )(z j z )
i =1 j =1
n
2
( zi z ) wij
i =1
i j
Valuesboundedby1to+1
11/3/2015
ve hasacheckerboardpattern
0isuncorrelated
+ve isclustered(nodistinctionbetweenhighandlow
values)
l )
71
MoransI
Positive Spatial Autocorrelation

PositiveSpatialAutocorrelation
I >1/(n1)
Spatialclusteringofhighand/orlowvalues
NegativeSpatialAutocorrelation
g
p
11/3/2015
I <1/(n1)
Checkerboardpattern
72
MoransI
AssessingsignificanceusingtheNormal
Assessing
significance using the Normal
approximationmethod
11/3/2015
Nullhypothesisstatesthatvaluesrepresentone
yp
p
manypossiblesamplesofvalues
Ifyourandomlyselectvaluestodistributeacross
yourstudyarea,mostofthetimeitwouldproduce
d
f h i
i
ld
d
apatternanddistributionofvaluesthatwouldnot
be markedly different from the observed pattern
bemarkedlydifferentfromtheobservedpattern
Assumingthatyourdataanditsarrangementare
oneofmany,many,possiblerandomsamples
73
MoransI
AssessingsignificanceusingtheNormal
Assessing
significance using the Normal
approximationmethod
Empiricaldistributioncanbecomparedtothetheoretical
distributionthroughZtest
I E(I )
Z (I ) =
SE(I )
SE(I )
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N 2 wij 2 + 3( wij ) 2 N ( wij ) 2

ij
ij
i
j
= SQRT
2
2
( N 1)(ijj wij )
74
MoransI
Normal Approximation example

NormalApproximationexample
11/3/2015
75
MoransI
Assessing significance using random permutations

Assessingsignificanceusingrandompermutations
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Supposewehavenvaluesyi relatingtoourstudyarea
Thenn!permutationsofthemaparepossible,each
correspondingtoadifferentarrangementofthendatavalues
ThevalueofI canbecalculatedforanyofthesepermutations,
so we can create an empirical distribution for possible values
sowecancreateanempiricaldistributionforpossiblevalues
ofI underrandompermutationsofthendatavalues.
Plotthedistributionofthesepermutationsandcompareour
p
p
observedtothedistribution
76
MoransI
Random permutation example

Randompermutationexample
11/3/2015
77
MoranScatterplots
Linearassociationbetweenvalueati
Linear
association between value at i andweighted
and weighted
averageofneighbours
Fourquadrants
q
HighHigh,LowLow=spatialclusters
HighLow,LowHigh=spatialoutliers
Whatcanbereadoffofthisgraph
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Slope=MoransI
Outliers
Highleveragepoints
Spatialregimes
l
78
Correlograms
UsingMoran
Using
MoranssItoproducecorrelogram
I to produce correlogram
UseproximitymatrixWk,wherekislag
Visualization
Spatialautocorrelationstatisticsforincreasinglag
Interpretation
Identificationofspatialprocess
Rangeofassociation
g
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Possibleindicationofmisspecifiedspatialweights
79
Correlograms
Malczewski,2009
11/3/2015
80
Correlograms
Correlogram of Respiratory Disease,
Hamilton, 2008
0.7
Mora
ans I
0.6
0.5
0.4
0.3
0.2
01
0.1
0
1
Spatial Lag
11/3/2015
81
Correlograms
Malczewski,2009
11/3/2015
82
Correlograms
Correlogram
&PartialCorrelogram
ofRespiratoryDisease
g
g
p
y
0.7
0.6
0.5
MoraansI
0.4
Correlogram
0.3
Partial Correlogram
0.2
0.1
0
1
-0.1
-0.2
SpatialLag
11/3/2015
83
GetisOrd GeneralG
measureshowconcentratedthehighorlowvalues
measures
how concentrated the high or low values
areforagivenstudyarea.
Thenullhypothesis:"thereisnospatialclusteringof
thevalues".
11/3/2015
SignificantandpositiveZscoresindicatehighvaluescluster
SignificantandnegativeZscoresindicatelowvaluescluster
84
GlobalandLocalAutocorrelation
Global
Onestatistictosummarizepattern
Informsifclusteringexistsinthedata
Local
11/3/2015
Locationspecificstatistics
Showsuswheretheclustersarelocated
85
LISAStatistics
LocalIndicatorofSpatialAssociation
p
Satisfiestworequirements:
indicatessignificantspatialclusteringforeachlocation
SumofLISAproportionaltoaglobalindicatorofspatial
association
LISA forms of global statistics

LISAformsofglobalstatistics
11/3/2015
LocalMoransI
LocalGetisOrdGi*
86
LISAStatistics
Use:
Identifyhotspots
Significantlocalclustersinabsenceofglobalassociation
Significantlocaloutliers
Indicate local instability

Indicatelocalinstability
11/3/2015
Highsurroundedbylowandviceversa
Localdeviationsfromglobalpatternofspatialassociation
87
LocalMoran
11/3/2015
88
LocalMoran
Interpretation
p
11/3/2015
Assessinglackofspatialrandomness
Suggestssignificantspatialstructure
Suggestinterestinglocations
Doesnotexplainthem
89
GetisOrd Gi*
Local version of GetisOrd

LocalversionofGetis
Ord G
Thelocalsumiscomparedproportionallytothesumofall
features
Whenlocalsumisverydifferentthantheexpectedlocalsum,and
thatdifferenceistoolargetobetheresultofrandomchance,a
statisticallysignificantZscoreresults.
11/3/2015
Significant+ve Zscores thelargertheZscoreis,themoreintensethe

clusteringofhighvalues
SignificantnegativeZscores,thesmallertheZscoreis,themoreintensethe
clusteringoflowvalues.
g
90
GetisOrd Gi*
11/3/2015
91
ModelingAreaData
Consideramultipleregression
Consider
a multiple regression
equation
yi =a +b1x1 +b2x2 +...+bnxn +ei
11/3/2015
yi=dependentvariable
x1,x2...xn =independentvariables
a =constant(intercept)
= constant (intercept)
b1,b2 ...bn =regressioncoefficients
ei =errorterm(residualor
difference between predicted and
differencebetweenpredictedand
observedvaluesofyi)
92
RegressionAnalysis:Assumptions
Multicollinearity:thereisnointer
Multicollinearity:
there is no intercorrelation
correlationof
of
independentvariables
Normality:Errorterms(e
y
( i))arenormallydistributed.
y
Andthemeanoftheerrortermis0
Homoskedasticity (equalvariance):theresidualsare
dispersedrandomlythroughouttherangeofthe
estimateddependentvariable
Spatial independence: there is no spatial
Spatialindependence:thereisnospatial
autocorrelationoftheresiduals
11/3/2015
93
Example:AverageAgeofDeath
Whatexplainsaverageageofdeath?
What
explains average age of death?
Variablesthatwerestatistically
significant in a bivariate
significantinabivariate
Variable
ttest
regression
Dwell
5.04
11/3/2015
MedInc
4 41
4.41
LICO_All
3.97
NoEdu
5.31
Univ
5.53
DropOut
4.02
Seniors
6.47
94
Example:CardiacAdmissions
11/3/2015
95
AnalysisofResiduals
Multicollinearity conditionnumber>30is
condition number > 30 is
problematic
JarqueBera testsjointhypothesisofskewness
tests joint hypothesis of skewness =0
=0
andkurtosis=0
11/3/2015
Isthedataconsistentwithhavingskewness
g
andkurtosis
equalto0?
Whenp>0.05itisconsistentwith0skewand0kurtosis
96
AnalysisofResiduals
BreuschPagan
11/3/2015
ttestsnullhypothesisthattheerrorvariancesareallequalvs
t
ll h
th i th t th
i
ll
l
thealternativethattheerrorvariancesareamultiplicative
functionofoneormorevariables
Alt.hyp.Statesthattheerrorvariancesincreaseordecrease
asthepredictedvaluesofyincreaseordecrease
P 0 05 i di t h t
P>0.05indicatesheteroskedasticity
k d ti it
97
AnalysisofResiduals
11/3/2015
98
AnalysisofResiduals
Are errors independent?

Areerrorsindependent?
11/3/2015
Mapofresiduals
99
AnalysisofResiduals
Are errors independent?

Areerrorsindependent?
11/3/2015
100
MyocardialInfarctionExample
11/3/2015
101
OLSOutput
Suggests
Non normality
Non-normality
Suggests
heteroskedasticity
Suggests
spatial
autocorrelation
11/3/2015
102
ModelingAreaData
What is the conclusion regarding this model?

Whatistheconclusionregardingthismodel?
Modelshowserrorautocorrelation
Twotypesofmodelspossiblebasedonthetwo
yp
p
primarytypesofspatialdependence
11/3/2015
SpatialErrorModel
SpatialLagModel
103
ModelingSpatialDependence
Spatial error
Spatialerror
Observationsinterdependentthrough
unmeasuredvariablesthatare
correlatedacrossspaceOR
measurementerrorthatiscorrelated
with space
withspace
11/3/2015
arisesbecausewecannotmodelallthe
facetsofageographicalregionthatmay
influence all nearby locations
influenceallnearbylocations
Mayalsoarisefromboundariesthatare
notperfectmeasures
Xi
Xj
YiYj
i
104
Spatial error
Spatialerror
Theoreticallypossibletoeliminatethistypeofspatial
dependencewithproperexplanatoryvariablesandcorrect
boundariesofobservations
Spacemattersonlyintheerrorprocess,notinthe
substantiveportionofthemodel
p
Assumptionofuncorrelatederrortermsisviolated
11/3/2015
Indicativeofomitted(spatiallycorrelated)covariates
105
Spatial Lag
SpatialLag
Dependentvariableisaffectedbythe
valuesofthedependentvariablesin
nearbyplaces
11/3/2015
E.g.LandvalueinaCTisafunctionof
landvalueinnearbyCTs,notjustrelated
tocommonunmeasuredvariables
Assumptionofuncorrelatederror
terms is violated
termsisviolated
Assumptionofindependent
observationsisviolated
Xi
Xj
YiYj
i
106
AnalysisofResiduals
LMLagandRobustLMLag
PertaintoSpatialLagmodelasalternative
p
g
Robust:testsforlagdependencyinpresenceofmissingerror
LMErrorandRobustLMError
11/3/2015
PertaintoSpatialErrormodelasalternative
Robust:testsforerrordependenceinpresenceofmissinglag
107
AnalysisofResiduals
From: Anselin 2005

From:Anselin
11/3/2015
108
SpatialLagModelResults
11/3/2015
109
RegressionDiagnostics
11/3/2015
110
RegressionDiagnostics
Noobviouspatternin
residuals
Nofunnellikepattern,noincrease/decrease,
suggests homoskedasticity
suggestshomoskedasticity
11/3/2015
111
FinalLagModelSpecification
Spatial Lag Model in notation form

SpatialLagModelinnotationform
y=a +Wy +X +
Myocardial~0.86+0.69W(Myocardial)+0.31(JarmanScore)+
11/3/2015
112
HypotheticalErrorModelSpecification
Spatial Error Model in notation form

SpatialErrorModelinnotationform
y=a +X +W +
Myocardial~75.99+0.25(JarmanScore)+0.71W +
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113
SummaryofStepsforModeling
Exploration
Aspatial examinedependentvariablefornormality
11/3/2015
Histogram
Boxplot
Normalitystatistics
Spatial
Spatial
ComputeMoranCoefficientScatterplot andMoransItosearchfor
evidenceofthepresenceofspatialand/oraspatial outliers
C
Canalsoexamineonalocallevel
l
i
l ll l
114
ComputeOLSresults
Compute
OLS results
UsingOLSresiduals,computeMoransI
Ifsignificantautocorrelationisdetectedintheresiduals,
If
significant autocorrelation is detected in the residuals,
thenrerunmodelwithaspatialmodelandestimatethe
respectiveparameters
Continuewithotherregressiondiagnostics
11/3/2015
Nonnormality(JarqueBera Test)
H t
Heteroskedasticity
k d ti it (BreuschPagan,KoenkerBasset)
(B
hP
K
k B
t)
Multicollinearity (ConditionNumber)
MoranssIforspatialdependenceofresiduals
Moran
I for spatial dependence of residuals
115
Fitaspatialmodelonlyifwarranted
Fit
a spatial model only if warranted
Usetheoryifpossibletodecidewhichmodeltofit,if
notpossible,usethediagnostics
p
,
g
11/3/2015
116

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EARTHSC/ENVIRSC/GEOG4GA3

Null hypothesis: No spatial autocorrelation

Positive Spatial Autocorrelation

Why is spatial autocorrelation important?

Most common global approaches

Expected values under free sampling

BB = kpB2 + 2mpB3 (k + 2m) pB4 = 3.32

Obama Obama joins = 33.5

P based on Electoral votes

US Election using NonFree

J = total number of joins, B = # Black, W=#

Positive Spatial Autocorrelation

N 2 wij 2 + 3( wij ) 2 N ( wij ) 2

Normal Approximation example

Assessing significance using random permutations

Random permutation example

LISA forms of global statistics

Indicate local instability

Local version of GetisOrd

Significant+ve Zscores thelargertheZscoreis,themoreintensethe

yi =a +b1x1 +b2x2 +...+bnxn +ei

Are errors independent?

Are errors independent?

What is the conclusion regarding this model?

From: Anselin 2005

Spatial Lag Model in notation form

Spatial Error Model in notation form

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