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.

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SpatialAutocorrelation

Null hypothesis: No spatial autocorrelation

Nullhypothesis:Nospatialautocorrelation

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Valuesobservedatalocationdonotdependonvalues
observedatneighbouring locations
Observedspatialpatternofvaluesisequallylikelyasany
otherspatialpattern

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AlternativeHypothesesofSA

Positive Spatial Autocorrelation

PositiveSpatialAutocorrelation

Likevaluestendtoclusterinspace
Neighbours aresimilar

NegativeSpatialAutocorrelation

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Neighbours aredissimilar
Checkerboardpattern

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SpatialAutocorrelation

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

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IndicesofSpatialCorrelation

Most common global approaches

Mostcommonglobalapproaches

JoinCountStatistics
MoransI
GetisOrdGeneralG

LocalApproaches

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LocalMoransI
LocalGetis Statistic

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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
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JoinCountStatistics

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BB

WW

BW

TOTAL

24

24

12

24

10

10

24

PatrickDeLuca AppliedSpatialStatistics

KeyistheBW
OBW =EBW,random
OBW neE
ne EBW,notrandom
not random
OBW>EBW,moredispersed
OBW<EBW,moreclustered

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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)

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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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w

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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

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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

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JoinCountStatistics

Obama Obama joins = 33.5

Romney Romney joins = 40
Obama Romney joins = 33
33.5
5
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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

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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

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BW

33.5 53.5
= 3.4
=
5.888
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2
BW

JoinCountStatistics

Limitations

Thejoincountstatisticcanonlybeusedonbinarydata.

Equationsfordeterminingthestandarddeviationsare
q
g
reasonablycomplex

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Butalotofdatacanbetransformedintobinary.
e.g.rainfalldatacaneasilybeconvertedinto"wet"or"dry"
regionsbydeterminingthoseareasaboveorbelowthemean.

Easytomakeamistakewhenimplementingthem

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MoransI

Oneoftheoldestindicatorsofspatialautocorrelation
One
of the oldest indicators of spatial autocorrelation
(Moran,1950).Thedefactostandardfordetermining
spatialautocorrelation
Appliedtozonesorpointswithcontinuousvariables
associatedwiththem.
Comparesthevalueofthevariableatanyone
locationwiththevalueatallotherlocationsfora
spatialmatrixW
l

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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

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ve hasacheckerboardpattern
0isuncorrelated
+ve isclustered(nodistinctionbetweenhighandlow
values)
l )
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MoransI

Positive Spatial Autocorrelation

PositiveSpatialAutocorrelation

I >1/(n1)
Spatialclusteringofhighand/orlowvalues

NegativeSpatialAutocorrelation
g
p

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I <1/(n1)
Checkerboardpattern

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MoransI

AssessingsignificanceusingtheNormal
Assessing
significance using the Normal
approximationmethod

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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
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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 )

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MoransI

Normal Approximation example

NormalApproximationexample

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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

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MoransI

Random permutation example

Randompermutationexample

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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
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Correlograms

UsingMoran
Using
MoranssItoproducecorrelogram
I to produce correlogram
UseproximitymatrixWk,wherekislag
Visualization

Spatialautocorrelationstatisticsforincreasinglag

Interpretation

Identificationofspatialprocess
Rangeofassociation
g

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Possibleindicationofmisspecifiedspatialweights

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Correlograms

Malczewski,2009

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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

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Correlograms

Malczewski,2009

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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

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GetisOrd GeneralG

measureshowconcentratedthehighorlowvalues
measures
how concentrated the high or low values
areforagivenstudyarea.

Thenullhypothesis:"thereisnospatialclusteringof
thevalues".

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SignificantandpositiveZscoresindicatehighvaluescluster
SignificantandnegativeZscoresindicatelowvaluescluster
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GlobalandLocalAutocorrelation

Global

Onestatistictosummarizepattern
Informsifclusteringexistsinthedata

Local

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Locationspecificstatistics
Showsuswheretheclustersarelocated

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LISAStatistics

LocalIndicatorofSpatialAssociation
p
Satisfiestworequirements:

indicatessignificantspatialclusteringforeachlocation
SumofLISAproportionaltoaglobalindicatorofspatial
association

LISA forms of global statistics

LISAformsofglobalstatistics

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LocalMoransI
LocalGetisOrdGi*

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LISAStatistics

Use:

Identifyhotspots

Significantlocalclustersinabsenceofglobalassociation
Significantlocaloutliers

Indicate local instability

Indicatelocalinstability

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Highsurroundedbylowandviceversa

Localdeviationsfromglobalpatternofspatialassociation

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LocalMoran

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LocalMoran

Interpretation
p

11/3/2015

Assessinglackofspatialrandomness
Suggestssignificantspatialstructure
Suggestinterestinglocations
Doesnotexplainthem

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GetisOrd Gi*

Local version of GetisOrd

LocalversionofGetis
Ord G

Thelocalsumiscomparedproportionallytothesumofall
features

Whenlocalsumisverydifferentthantheexpectedlocalsum,and
thatdifferenceistoolargetobetheresultofrandomchance,a
statisticallysignificantZscoreresults.

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Significant+ve Zscores thelargertheZscoreis,themoreintensethe

clusteringofhighvalues
SignificantnegativeZscores,thesmallertheZscoreis,themoreintensethe
clusteringoflowvalues.
g

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GetisOrd Gi*

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ModelingAreaData

Consideramultipleregression
Consider
a multiple regression
equation

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

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yi=dependentvariable
x1,x2...xn =independentvariables
a =constant(intercept)
= constant (intercept)
b1,b2 ...bn =regressioncoefficients
ei =errorterm(residualor
difference between predicted and
differencebetweenpredictedand
observedvaluesofyi)

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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

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Example:AverageAgeofDeath

Whatexplainsaverageageofdeath?
What
explains average age of death?
Variablesthatwerestatistically
significant in a bivariate
significantinabivariate
Variable
ttest
regression
Dwell
5.04

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MedInc

4 41
4.41

LICO_All

3.97

NoEdu

5.31

Univ

5.53

DropOut

4.02

Seniors

6.47

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Example:CardiacAdmissions

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AnalysisofResiduals

Multicollinearity conditionnumber>30is
condition number > 30 is
problematic
JarqueBera testsjointhypothesisofskewness
tests joint hypothesis of skewness =0
=0
andkurtosis=0

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Isthedataconsistentwithhavingskewness
g
andkurtosis
equalto0?
Whenp>0.05itisconsistentwith0skewand0kurtosis
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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
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AnalysisofResiduals

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AnalysisofResiduals

Are errors independent?

Areerrorsindependent?

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Mapofresiduals

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AnalysisofResiduals

Are errors independent?

Areerrorsindependent?

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MyocardialInfarctionExample

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OLSOutput

Suggests
Non normality
Non-normality

Suggests
heteroskedasticity
Suggests
spatial
autocorrelation
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ModelingAreaData

What is the conclusion regarding this model?

Whatistheconclusionregardingthismodel?

Modelshowserrorautocorrelation

Twotypesofmodelspossiblebasedonthetwo
yp
p
primarytypesofspatialdependence

11/3/2015

SpatialErrorModel
SpatialLagModel

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ModelingSpatialDependence

Spatial error
Spatialerror

Observationsinterdependentthrough
unmeasuredvariablesthatare
correlatedacrossspaceOR
measurementerrorthatiscorrelated
with space
withspace

11/3/2015

arisesbecausewecannotmodelallthe
facetsofageographicalregionthatmay
influence all nearby locations
influenceallnearbylocations
Mayalsoarisefromboundariesthatare
notperfectmeasures

PatrickDeLuca AppliedSpatialStatistics

Xi

Xj

YiYj
i

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ModelingSpatialDependence

Spatial error
Spatialerror

Theoreticallypossibletoeliminatethistypeofspatial
dependencewithproperexplanatoryvariablesandcorrect
boundariesofobservations
Spacemattersonlyintheerrorprocess,notinthe
substantiveportionofthemodel
p
Assumptionofuncorrelatederrortermsisviolated

11/3/2015

Indicativeofomitted(spatiallycorrelated)covariates

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ModelingSpatialDependence

Spatial Lag
SpatialLag

Dependentvariableisaffectedbythe
valuesofthedependentvariablesin
nearbyplaces

11/3/2015

E.g.LandvalueinaCTisafunctionof
landvalueinnearbyCTs,notjustrelated
tocommonunmeasuredvariables

Assumptionofuncorrelatederror
terms is violated
termsisviolated
Assumptionofindependent
observationsisviolated
PatrickDeLuca AppliedSpatialStatistics

Xi

Xj

YiYj
i

106

AnalysisofResiduals

LMLagandRobustLMLag

PertaintoSpatialLagmodelasalternative
p
g
Robust:testsforlagdependencyinpresenceofmissingerror

LMErrorandRobustLMError

11/3/2015

PertaintoSpatialErrormodelasalternative
Robust:testsforerrordependenceinpresenceofmissinglag

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AnalysisofResiduals

From: Anselin 2005

From:Anselin

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SpatialLagModelResults

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RegressionDiagnostics

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RegressionDiagnostics
Noobviouspatternin
residuals

Nofunnellikepattern,noincrease/decrease,
suggests homoskedasticity
suggestshomoskedasticity

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FinalLagModelSpecification

Spatial Lag Model in notation form

SpatialLagModelinnotationform

y=a +Wy +X +

Myocardial~0.86+0.69W(Myocardial)+0.31(JarmanScore)+

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HypotheticalErrorModelSpecification

Spatial Error Model in notation form

SpatialErrorModelinnotationform

y=a +X +W +

Myocardial~75.99+0.25(JarmanScore)+0.71W +

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SummaryofStepsforModeling

Exploration

Aspatial examinedependentvariablefornormality

11/3/2015

Histogram
Boxplot
Normalitystatistics

Spatial
Spatial

ComputeMoranCoefficientScatterplot andMoransItosearchfor
evidenceofthepresenceofspatialand/oraspatial outliers

C
Canalsoexamineonalocallevel
l
i
l ll l

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SummaryofStepsforModeling

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
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SummaryofStepsforModeling

Fitaspatialmodelonlyifwarranted
Fit
a spatial model only if warranted
Usetheoryifpossibletodecidewhichmodeltofit,if
notpossible,usethediagnostics
p
,
g

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