Generalized common spatial factor model

There are often two types of correlations in multivariate spatial data: correlations between variables measured at the same locations, and correlations of each variable across the locations.We hypothesize that these two types of correlations are caused by a common spatially correlated underlying factor.Under this hypothesis, we propose a generalized common spatial factor model.The parameters are estimated using the Bayesian method and a Markov chain Monte Carlo computing technique.Our main goals are to determine which observed variables share a common underlying spatial factor and also to predict the common spatial factor.The model is applied to county.level cancer mortality data in Minnesota to find whether there exists a common spatial factor underlying the cancer mortality throughout the state.