Estimation of spatial processes using local scoring rules |
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Authors: | A Philip Dawid Monica Musio |
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Institution: | 1. Department of Pure Mathematics and Mathematical Statistics, University of Cambridge, Cambridge, UK 2. Dipartimento di Matematica ed Informatica, Università di Cagliari, Cagliari, Italy
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Abstract: | We display pseudo-likelihood as a special case of a general estimation technique based on proper scoring rules. Such a rule supplies an unbiased estimating equation for any statistical model, and this can be extended to allow for missing data. When the scoring rule has a simple local structure, as in many spatial models, the need to compute problematic normalising constants is avoided. We illustrate the approach through an analysis of data on disease in bell pepper plants. |
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