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Generalized Linear Latent Variable Models for Repeated Measures of Spatially Correlated Multivariate Data

Summary Observations of multiple‐response variables across space and over time occur often in environmental and ecological studies. Compared to purely spatial models for a single response variable in the exponential family of distributions, fewer statistical tools are available for multiple‐response variables that are not necessarily Gaussian. An exception is a common‐factor model developed for multivariate spatial data by Wang and Wall (2003, Biostatistics4, 569–582). The purpose of this article is to extend this multivariate space‐only model and develop a flexible class of generalized linear latent variable models for multivariate spatial–temporal data. For statistical inference, maximum likelihood estimates and their standard deviations are obtained using a Monte Carlo EM algorithm. We also use a novel way to automatically adjust the Monte Carlo sample size, which facilitates the convergence of the Monte Carlo EM algorithm. The methodology is illustrated by an ecological study of red pine trees in response to bark beetle challenges in a forest stand of Wisconsin.