Spatial smoothing in Bayesian models: a comparison of weights matrix specifications and their impact on inference.

BACKGROUND: When analysing spatial data, it is important to account for spatial autocorrelation. In Bayesian statistics, spatial autocorrelation is commonly modelled by the intrinsic conditional autoregressive prior distribution. At the heart of this model is a spatial weights matrix which controls the behaviour and degree of spatial smoothing. The purpose of this study is to review the main specifications of the spatial weights matrix found in the literature, and together with some new and less common specifications, compare the effect that they have on smoothing and model performance.
METHODS: The popular BYM model is described, and a simple solution for addressing the identifiability issue among the spatial random effects is provided. Seventeen different definitions of the spatial weights matrix are defined, which are classified into four classes: adjacency-based weights, and weights based on geographic distance, distance between covariate values, and a hybrid of geographic and covariate distances. These last two definitions embody the main novelty of this research. Three synthetic data sets are generated, each representing a different underlying spatial structure. These data sets together with a real spatial data set from the literature are analysed using the models. The models are evaluated using the deviance information criterion and Moran's I statistic.
RESULTS: The deviance information criterion indicated that the model which uses binary, first-order adjacency weights to perform spatial smoothing is generally an optimal choice for achieving a good model fit. Distance-based weights also generally perform quite well and offer similar parameter interpretations. The less commonly explored options for performing spatial smoothing generally provided a worse model fit than models with more traditional approaches to smoothing, but usually outperformed the benchmark model which did not conduct spatial smoothing.
CONCLUSIONS: The specification of the spatial weights matrix can have a colossal impact on model fit and parameter estimation. The results provide some evidence that a smaller number of neighbours used in defining the spatial weights matrix yields a better model fit, and may provide a more accurate representation of the underlying spatial random field. The commonly used binary, first-order adjacency weights still appear to be a good choice for implementing spatial smoothing.