INLA Estimation of Semi-Variable Coefficient Spatial Lag Model—Analysis of PM2.5 Influencing Factors in the Context of Urbanization in China

Abstract

The Semi-variable Coefficient Spatial Lag Model (SVC-SLM) not only addresses the “dimension disaster” associated with the Varying Coefficient Spatial Lag Model(VC-SLM), but also overcomes the non-linear problem of the variable coefficient, and fully explores the hidden information of the model. In this paper, INLA is firstly used to estimate the parameters of (SVC-SLM) by using B-spline to deal with the non-parametric terms, and the comparative experimental results show that the INLA algorithm is much better than MCMCINLA in terms of both time efficiency and estimation accuracy. For the problem of identifying the constant coefficient terms in the SVC-SLM, the bootstrap test is given based on the residuals. Taking the PM2.5 data of 31 provinces in mainland China from 2015 to 2020 as an empirical example, parametric, non-parametric, and semi-parametric perspectives establish three models of Spatial Lag Model (SLM), VC-SLM, SVC-SLM, which explore the relationship between the covariate factors and the level of urbanization as well as their impacts on the concentration of PM2.5 in the context of increasing urbanization; among the three models, the SVC-SLM has the smallest values of DIC and WAIC, indicating that the SVC-SLM is optimal.

Keywords

• semi-variable coefficient spatial lag model
• INLA
• bootstrap
• PM2.5
• urbanization