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Generalized Geographically Weighted Regression Model within a Modularized Bayesian Framework.

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Liu, Yang 
Goudie, Robert JB 


Geographically weighted regression (GWR) models handle geographical dependence through a spatially varying coefficient model and have been widely used in applied science, but its general Bayesian extension is unclear because it involves a weighted log-likelihood which does not imply a probability distribution on data. We present a Bayesian GWR model and show that its essence is dealing with partial misspecification of the model. Current modularized Bayesian inference models accommodate partial misspecification from a single component of the model. We extend these models to handle partial misspecification in more than one component of the model, as required for our Bayesian GWR model. Information from the various spatial locations is manipulated via a geographically weighted kernel and the optimal manipulation is chosen according to a Kullback-Leibler (KL) divergence. We justify the model via an information risk minimization approach and show the consistency of the proposed estimator in terms of a geographically weighted KL divergence.



62J12, Primary 62F15, cutting feedback, geographically weighted regression, model misspecification, modularized Bayesian, power likelihood

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Bayesian Anal

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Institute of Mathematical Statistics
MRC (unknown)
Yang Liu was supported by a Cambridge International Scholarship from the Cambridge Com- monwealth, European and International Trust. Robert J. B. Goudie was funded by the UK Medical Research Council [programme code MC UU 00002/2].