 Methodology
 Open Access
 Published:
A spatially filtered multilevel model to account for spatial dependency: application to selfrated health status in South Korea
International Journal of Health Geographics volume 13, Article number: 6 (2014)
Abstract
Background
This study aims to suggest an approach that integrates multilevel models and eigenvector spatial filtering methods and apply it to a case study of selfrated health status in South Korea. In many previous healthrelated studies, multilevel models and singlelevel spatial regression are used separately. However, the two methods should be used in conjunction because the objectives of both approaches are important in healthrelated analyses. The multilevel model enables the simultaneous analysis of both individual and neighborhood factors influencing health outcomes. However, the results of conventional multilevel models are potentially misleading when spatial dependency across neighborhoods exists. Spatial dependency in healthrelated data indicates that health outcomes in nearby neighborhoods are more similar to each other than those in distant neighborhoods. Spatial regression models can address this problem by modeling spatial dependency. This study explores the possibility of integrating a multilevel model and eigenvector spatial filtering, an advanced spatial regression for addressing spatial dependency in datasets.
Methods
In this spatially filtered multilevel model, eigenvectors function as additional explanatory variables accounting for unexplained spatial dependency within the neighborhoodlevel error. The specification addresses the inability of conventional multilevel models to account for spatial dependency, and thereby, generates more robust outputs.
Results
The findings show that sex, employment status, monthly household income, and perceived levels of stress are significantly associated with selfrated health status. Residents living in neighborhoods with low deprivation and a high doctortoresident ratio tend to report higher health status. The spatially filtered multilevel model provides unbiased estimations and improves the explanatory power of the model compared to conventional multilevel models although there are no changes in the signs of parameters and the significance levels between the two models in this case study.
Conclusions
The integrated approach proposed in this paper is a useful tool for understanding the geographical distribution of selfrated health status within a multilevel framework. In future research, it would be useful to apply the spatially filtered multilevel model to other datasets in order to clarify the differences between the two models. It is anticipated that this integrated method will also outperform conventional models when it is used in other contexts.
Background
To analyze both effects of individual and neighborhood factors on individual health outcomes, many previous healthrelated studies utilized multilevel models that can analyze two (or more) level independent variables in tandem [1–6]. These studies analyzed various health outcomes, such as infant mortality [1], a low birth weight [2], preterm birth [3], latestage breast cancer [4], children’s healthrelated quality of life [5], and tuberculosis incidence [6], using aggregated data in common, such as countylevel, census tractlevel, and postal codelevel data to represent neighborhoodlevel variables. The studies, however, do not take into account underlying spatial dependency across neighborhoods; thus their multilevel analyses results are potentially misleading in cases where data exhibit spatial dependency. Spatial dependency in healthrelated data indicates that health outcomes in nearby neighborhoods are more similar to each other than to those in distant neighborhoods. In other words, these studies only consider withinneighborhood correlation (i.e., correlation between individuals within the same neighborhood) using a hierarchical setting, but fail to account for potential betweenneighborhood correlation.
According to Jerrett et al. [7], spatial dependency of health outcomes among nearby neighborhoods may arise from similar socioeconomic (e.g., health facilities and services) and natural environmental conditions (e.g., air quality). For example, catchment areas for health facilities may encompass a broader area, thereby transcending localized administrative boundaries. In terms of local environment, disease risks from air pollution tend to be similar among closer neighborhoods because their local wind direction and/or road conditions (and environmental and traffic policies) are more likely to be similar; as a result, residents of those neighborhoods are exposed to similar types and concentrations of atmospheric pollutants [7–9]. However, the nonspatial multilevel model cannot address this spatial dependency because the method typically assumes that neighborhoods (i.e., spatial units) are statistically independent of each other [10]; thus multilevel models have been criticized as nonspatial and unrealistic [10–13].
Based on the notion of spatial dependency of health outcomes, some researchers used both a nonspatial singlelevel linear model ignoring spatial dependency (i.e., linear models estimated with ordinary least squares or weighted least squares) and a spatial autoregressive model (SAR) considering spatial dependency, and compared the two methods [9, 14]. The authors found that nonspatial singlelevel models and the SAR models provided different regression results depending on the presence of spatial dependency. These two studies, however, made limited attempts to model individual characteristics when using spatial models, because they used only aggregated variables. Studies that analyze health outcomes solely via aggregated data using a singlelevel spatial model cannot fully explain factors that truly influence individual health outcomes [15].
A few researchers have tried to incorporate a geographical perspective into the multilevel setting in various ways to take into account both the multilevel framework and spatial effects. Some studies attempting to address spatial dependency in residuals of multilevel models employed spatial lag regression model specifications [16, 17]. In the spatial lag regression model, the spatial autoregressive parameter is denoted as ρ, which indicates the intensity of spatial dependency. Another study [18] used multilevel models with geographically weighted regression (GWR) developed by Fotheringham et al. [13] to consider a spatially varying relationship between neighborhood factors and obesity. GWR allows researchers to estimate varying regression parameters over space. However, in some cases, there can still be spatial dependency after GWR is used, although this method may mitigate spatial dependency by considering spatial variation to some degree; this can influence the regression results considerably. In addition, according to Wheeler and Tiefelsdorf [19], GWR’s R^{2} goodness of fit tends to be high when residuals have high spatial dependency. Therefore, GWR should be used as an exploratory tool for understanding spatial variation rather than a statistically stable method for addressing spatial dependency.
As discussed above, limited attention has been paid within the literature to integrating multilevel models and spatial regression models. However, these two approaches should be used in combination because the objectives of both methods are important in healthrelated analyses. Thus, it is increasingly necessary to integrate multilevel models and spatial regression models, especially the eigenvector spatial filtering method, an advanced approach to addressing spatial dependency in datasets. Compared to spatial lag regression (or SAR) model specifications, which present only one parameter of global spatial component, the greatest advantage of eigenvector spatial filtering used in this paper is to visualize a spatial structure in a map form by decomposing it into smallerscale spatial patterns or local clusters with a set of eigenvectors [20, 21]. This trait could provide a better understanding of how health phenomena are distributed across the space. Additionally, because the spatial filtering technique can be applied to a generalized linear model specification based on the binomial or Poisson probability models, it is more flexible than the spatial lag regression (or SAR) model, which requires normalizing factor computation [22]. Compared with GWR, which has an inherent problem of multicollinearity among local regression coefficients [19], the spatial filtering method is more statistically reliable because eigenvectors generated in filtering procedure are mutually orthogonal, which indicates the absence of multicollinearity issues.
Griffith’s study [22] showed the possibility of combining hierarchical generalized linear models with spatial filtering method as a disease mapping technique. Based on this idea, the present study presents how multilevel modeling components can be linked to the spatial filtering framework by showing an integrated formulation and uses selfrated health status in South Korea to investigate whether an integrated “spatially filtered multilevel model” generates a more robust regression results than a conventional multilevel model.
This study first identifies whether spatial dependency exists within neighborhoodlevel residuals in the multilevel model. Where spatial dependency is detected, the eigenvector spatial filtering technique is applied to the multilevel model to control for spatial dependency. The study then compares the explanatory power of the models and the regression results between the conventional model and the spatially filtered model.
Methods
Data and variables
Data are obtained from the following sources: (1) the 2009 Community Health Survey (CHS) of South Korea; (2) the eRegional Indicators (2009) provided by Statistics Korea; and (3) the Korean Deprivation Index (KDI) designed by Yoon [23]. The CHS is a survey of health outcomes among adults aged 19 or older, conducted by the Korea Centers for Disease Control and Prevention. A dependent variable, EQ5D index (EuroQol5 Dimension [24]), is obtained from the CHS. The EQ5D index indicates one of the measures of selfrated health status. This index comprises five dimensions (mobility, selfcare, usual activities, pain/discomfort, and anxiety/depression) that are measured by means of a threepoint scale (no problems; some problems; extreme problems). Respondents are asked to assess their own health status by selecting the most appropriate indicator for each dimension. Thus, based on these responses, a total of 3^{5} types of selfrated health status are produced. Each type has different EQ5D values that enable researchers to compare health status between regions or countries [25, 26]. A higher value indicates that a respondent perceives him/herself healthier. Based on CHS’ EQ5D questionnaire responses, the study employs a weighted model^{a} developed by Kang et al. [27] to calculate a Korean EQ5D index. Table 1 provides descriptive statistics for the Korean EQ5D index. In order to minimize the impact of variability in age distribution across the country, the study included individuals aged 60 and older. From 61,817 respondents, the average of the Korean EQ5D index is 0.783 and standard deviation is 0.261 (range 0.229 to 1.0).
To explore how selfrated health status varies across the study area, census tracts are classified into four quartiles depending on neighborhoodlevel EQ5D values: “Very low” (first quartile: 0.675 – 0.756), “Low” (second quartile: 0.757 – 0.787), “Average” (third quartile: 0.788 – 0.815), and “High or very high” (fourth quartile: 0.816 – 0.883). The values are visualized as a choropleth map (Figure 1).
Figure 1 shows how selfrated health status is more similar to that in nearby neighborhood census tracts than that in distant neighborhoods. This is because nearby neighborhoods are likely to have similar demographic and socioeconomic characteristics (e.g., sex, age, race, income, language, and religion) and political resources within a larger citywide system [28, 29]. In South Korea, development policies have focused more on rapid economic growth than the distribution of accumulated wealth, resulting in serious regional disparities in health status across the country. For example, most districts in Seoul, Korea’s largest metropolitan area, show high selfrated health status (Figure 1). This is because the Seoul metropolitan area has sufficiently dense infrastructure provision for a healthy environment to ensure good accessibility to health services [30]. In contrast, many provincial cities in nonmetropolitan areas excluded from the benefits of economic development, such as Gangwon, Chungnam, and Gyeongbuk show low selfrated health status.
The CHS also provides individuallevel variables such as sex, employment status, perceived levels of stress, and monthly household income. Among these, sex (0 = males; 1 = females), employment status (0 = employed; 1 = unemployed), and perceived levels of stress (0 = people with high perceived levels of stress; 1 = people with low perceived levels of stress) are binary. Monthly household income is a continuous variable. Descriptive statistics for the independent variables are summarized in Table 1.
The neighborhoodlevel variables consist of the KDI [23], the doctortoresident ratio (number of doctors per 1,000 population), and the degree of the local governments’ financial independence (LGFI). The KDI is based on eight census indicators reflecting neighborhood socioeconomic levels, such as the proportions of households that are: without car ownership; in a low social class; comprised of elderly people, etc. The number of doctors per 1,000 population and LGFI were obtained from eRegional Indicators (2009). LGFI refers to the local government’s level of autonomy to raise and use financial funds. This ability facilitates implementation of welfare policy, such as providing healthy residential environment or enhancing health care services. The ratio of physicians to residents reflects accessibility to health care services. Descriptive statistics for neighborhoodlevel variables are provided in Table 1.
Multilevel model
When analyzing both individual and neighborhood variables in tandem, a multilevel model is generally more appropriate than an ordinary singlelevel regression model because it enables researchers to deal with hierarchical structure of variables [31]. The multilevel model assumes that individuals (i.e., lower hierarchy) belonging to a particular neighborhood (i.e., higher hierarchy) are not independent of each other because they are presumed to share the similar characteristics of that neighborhood; thus the model considers intraneighborhood correlation.
Model construction begins with analyzing a ‘null’ model, which is the simplest model and uses no independent variable. The null model includes distinct types of variance of the dependent variable, such as withinneighborhood and betweenneighborhood variances [32]. Based on this null model, an Intraclass Correlation Coefficient (ICC) is calculated, which guides how the null model should be extended further. The ICC is the ratio between the betweenneighborhood variance and the sum of both withinneighborhood and betweenneighborhood variances. A high ICC indicates that betweenneighborhood variance is not negligible, and thus a multilevel model should be employed to explain the interneighborhood dynamics.
The null model is then extended to a more advanced multilevel model by adding independent variables at the individual and neighborhoodlevels. The twolevel Equation 1 is expressed as follows [32]:
Here, Y_{ ij } represents the value of the dependent variable of the i th individual in neighborhood j, while X_{ ij } and Z_{ j } indicate the independent variables at different levels. In other words, X_{ ij } includes data about the individuals in neighborhood j; Z_{ j } contains data about the neighborhoods. β_{0 j} and β_{1j} are the individuallevel intercept and slope, respectively, in neighborhood j. r_{ ij } indicates the error term at the individuallevel (i.e., withinneighborhood variance). γ_{00} denotes the average of the dependent variable Y_{ ij }, controlling for the neighborhoodlevel variables Z_{ j }; γ_{01} is the slope of the neighborhoodlevel variables Z_{ j }; and γ_{10} indicates the overall value of slope at the individuallevel, controlling for the neighborhoodlevel variables Z_{ j }. Lastly, u_{0 j} and u_{1j} are error terms at the neighborhoodlevel (i.e., betweenneighborhood variance). In the framework of multilevel modeling, an intercept is assumed to be inconsistent if the neighborhood averages of a dependent variable differ between neighborhoods. Similarly, when effects of independent variables on the dependent variable vary across neighborhoods, the slopes of each neighborhood are expected to deviate from their average.
Eigenvector spatial filtering
Proposed by Griffith [33], an eigenvector spatial filtering technique handles spatial dependency within ordinary singlelevel regression by utilizing a linear combination of eigenvectors. Eigenvectors function as synthetic explanatory variables expressing underlying spatial structures of the regression model [20]. This method allows one to visualize local spatial clusters in a map form. Because eigenvectors are always independent of each other, the associated spatial structures are thus regarded as being distinct.
From the perspective of eigenvector spatial filtering, an ordinary singlelevel regression applied to spatial datasets consists of two parts: (1) a systematic trend explained by independent variables, and (2) unexplained random errors that are often spatially autocorrelated [34, 35]. That is to say, the eigenvector spatial filtering technique can capture a spatial signal from unexplained random errors, which in turn reinforces the independence of the error term [35, 36]. This is expressed numerically in Equation 2:
where X β refers to the systematic trend, while ϵ^{*} is the nby1 spatially autocorrelated error vector. X denotes the nbyk data matrix (i.e., n number of observations and k number of independent variables); β indicates the kby1 parameter vector corresponding to the independent variables. E γ is the spatial signal captured by selected eigenvectors E. The dimension of E is nbyp (i.e., n number of observations and p number of selected eigenvectors), and γ is the pby1 parameter vector corresponding to the selected eigenvectors. Lastly, ξ is the nby1 spatiallyindependent error vector.
When generating eigenvectors, two different spatial processes are considered: (1) simultaneous autoregressive (SAR); and (2) spatial lag [35]. These processes may generate different analytical results due to their differing model structures; for further details, see the study by Tiefelsdorf and Griffith [35]. The present study deals only with eigenvectors for the SAR process.
Eigenvectors for the SAR process, {e_{1}, e_{2}, ⋯, e_{n}}_{SAR}, are extracted from a transformed spatial weight matrix as follows:
where a projection matrix M(x) ≡ I  X(X^{T}X)^{1}X^{T}; I represents an n  byn identity matrix; X is an n  byk matrix including n number of objectives and k number of independent variables. A subset of {e_{1}, e_{2}, ⋯, e_{n}}_{SAR} is denoted by E_{SAR}, which contains only selected eigenvectors. This set of eigenvectors can be introduced in a model as spatial proxies to ‘filter out’ spatial dependency [35].
Eigenvectors are selected in a stepwise manner, and the selection procedure is repeated until the value of Moran’s I^{b} (an indicator of a strength of spatial dependency) approaches a predetermined threshold (e.g., z(Moran’s I) < 0.1). Each eigenvector, owing to their mutual orthogonality, shows its unique spatial patterns and different degrees of spatial dependency. The first selected eigenvector has the highest Moran’s I value and therefore accounts for the largest proportion of the overall spatial dependency. The second eigenvector has the secondhighest Moran’s I value, and is uncorrelated with the first one [20]; similarly, the n th eigenvector is considered to have the n thhighest Moran’s I value, expressing the n thlargest proportion of the spatial dependency.
Spatially filtered multilevel model
Equation 1 of the conventional multilevel model can be rearranged as follows:
Basically, this multilevel model can be divided into two parts, representing fixed effects (that are modeled in a multileveled manner), and random effects (that are unexplained and often spatially autocorrelated). If this model is corrected by the eigenvector spatial filtering technique, the spatial signal can be introduced as follows:
This integrated model, entitled ‘spatially filtered multilevel model,’ regards the fixed effects in the multilevel model as identical to the systematic trend X β in the framework of eigenvector spatial filtering. In this model, a linear combination of eigenvectors E γ is included as a spatial proxy to separate the spatial signal from the spatially autocorrelated random effects at the neighborhoodlevel (u_{0j} + u_{1j}X_{ ij }), leaving only a whitenoise ${\mathit{u}}_{0\mathit{j}}^{\text{'}}+{\mathit{u}}_{1\mathit{j}}^{\text{'}}{\mathit{X}}_{\mathit{ij}}$ within them. This filtering process results in unbiased regression results that improve the explanatory power of the model.
All analyses are conducted in the R environment. The ‘lme4’ package [37] is used for the multilevel model run, and the ‘spdep’ package [38] is employed for the ‘SpatialFiltering’ function for the eigenvector spatial filtering.
Results
Results of the conventional multilevel model
The null model finds that the variance at neighborhoodlevel is 2.3% (ICC = 0.023). This indicates that 2.3% of the total variance in selfrated health status arises from interneighborhood dynamics. Given that a health outcome itself is generally influenced more by individual factors than by neighborhood characteristics, it is reasonable that variance at individuallevel is much larger than that at neighborhoodlevel. The 2.3% variance at neighborhoodlevel should be regarded with some caution, because Kreft and de Leeuw pointed out that for a sufficiently large number of samples, even a small ICC (for example, 1%) could considerably affect the degree of significance [31].
To identify the effects of independent variables on individual health status, the individuallevel model (hereafter, Level1 model) is then designed by adding individuallevel variables to the null model. An intercept for each independent variable in this study is assumed to be random across the study area. Except for the slope for the monthly household income variable, a slope for each independent variable is regarded as fixed for simplicity of modeling. As shown in Table 2, the Level1 model yields much lower Akaike Information Criterion (AIC) compared to the null model, indicating a better model fit [39]. All individuallevel variables (sex, employment status, perceived levels of stress, and monthly household income) are significantly associated with individual selfrated health status. These variables are found to account for 22% of variance at individuallevel and 31% of variance at neighborhoodlevel. The reason why the Level1 model partially explains variance at neighborhood level—despite it not including neighborhoodlevel variables—is that regression analyses are performed separately for each neighborhood.
For the next step, both individuallevel and neighborhoodlevel variables are added together in the neighborhoodlevel model (hereafter, Level2 model). By introducing neighborhoodlevel variables, a further 2% of variance at neighborhoodlevel is explained compared with the Level1 model. This suggests that neighborhood factors explicitly influence the individuals’ selfrated health status. The Level2 model shows the lowest AIC and the highest explanatory power among the three models. Like the Level1 model, all individuallevel variables remain significant (p < 0.001). Of the three neighborhoodlevel variables, only two variables, KDI and the doctortoresident ratio, are statistically significant (p < 0.05) (Table 2).
Results of applying eigenvector spatial filtering
Before applying the eigenvector spatial filtering method, we tested for spatial dependency between neighborhoodlevel residuals in the multilevel model and found this to be significant (Moran’s I = 0.101; p < 0.05). Hence, it is necessary to eliminate this spatial dependency by applying the eigenvector spatial filtering.
Eigenvectors in this study are extracted from a transformed spatial weight matrix based on topological adjacency, socalled a “Queen” criterion— if two areas share a boundary or a vertex, the entity of the spatial weight matrix is coded as 1, and otherwise, 0. As an eigenvector selection algorithm, this study uses a Moran’s I minimization scheme [35].
Figure 2 shows that by adding eigenvectors to the model, the degree of spatial dependency becomes reduced to the threshold (z(Moran’s I) < 0.1). This is because selected eigenvectors explain spatial dependency as synthetic variables. A group of 8 eigenvectors (e_{11}, e_{3}, e_{7}, e_{5}, e_{17}, e_{23}, e_{39} and e_{29}) are finally selected. The first selected eigenvector e_{11} explains the greatest proportion of spatial dependency (Figure 2).
Selected eigenvectors are illustrated in Figure 3, all of which portray positive spatial dependency patterns. The first four eigenvectors exhibit explicit local clusters related to positive spatial dependency across the study area. Given that the first sequenced eigenvector represents more noticeable cluster than those later in the series, e_{11} displays the most prominent local cluster pattern, as shown in Figure 3A.
Discussion
The spatially filtered multilevel model presents unbiased regression results and yields a lower AIC than the conventional multilevel model. Both analyses present similar regression parameters and the same parameter signs (Table 2). In this study, addressing spatial dependency has little effect on the fixed effects, whereas it improves the independence of the random effects. With eigenvector spatial filtering, the Moran’s I of the neighborhoodlevel residual declines from 0.101 to 0.005 and becomes nonsignificant (p = 0.824).
According to the regression results, selfrated health status is significantly higher for respondents meeting the following conditions: male; employed; higher monthly household income; lower stress level; living in a neighborhood with lower KDI and proportionally more physicians. These findings are similar to those of previous studies [23, 40–45]. For the doctortoresident ratio variable, however, Matteson et al. reported conversely that counties with more family practitioners per capita have higher infant mortality [1]. However, they also found that more hospital beds per capita predicted lower risk of infant death. These results are somewhat contradictory because it is generally considered that the numbers of physicians and hospital beds tend to have a strong positive relationship [46, 47]. There does not appear to be a clear and consistent effect of the doctortoresident ratio on individual health outcomes; further studies are therefore needed. The present study finds no significant relationship between health status and LGFI, whereas some previous domestic studies reported positive relationship between LGFI and health outcomes [48, 49].
This study has several limitations that should be considered in future research. First, even after introducing neighborhoodlevel variables into the model, variance at neighborhoodlevel still remains. This may be because some of the key determinants of selfrated health status are omitted. In future research, other neighborhood socioeconomic and environmental factors should be considered to explain the remaining variance. For environmental factors such as air pollution, it is possible to use the interpolated map data in multilevel modeling by integrating it with survey datasets via geographic information science (GIS) [50]. Second, given that the respondents in this study are elderly (aged 60 and over), the employment status variable used in this study can be problematic, because people in their 70s or older are more likely to retire than people in their 60s. In other words, it is possible that the regression result could be confounded by an ‘age’ factor. Third, although census tract data are the only viable option in this study, it could be unclear whether census tracts accurately represent the geographical areas where healthrelated activities actually occur [21, 51]. If they do not, then the estimation of neighborhood effects via these administrative units would be unclear. Due to human mobility, individual health outcomes may be influenced by more complex geographical and temporal contexts beyond their residential environment [52]. However, it is actually difficult to delineate these complex contexts because there is a lack of spatial and temporal information in many cases [51]. Kwan defined this as the uncertain geographic context problem (UGCoP) [51]. To obtain more realistic results, future studies should attempt to identify the actual contexts influencing individual health and mitigate UGCoP. Lastly, some recent studies notice that an approach of removing spatial dependency should practice caution in some cases where neighborhood characteristics change abruptly across a study area. Some researchers have begun to examine this issue; so it must be left to future research.
Conclusion
This study explores the effects of individual and neighborhoodlevel factors on selfrated health status of people over the age of 60 via an approach that combines a multilevel model and an eigenvector spatial filtering technique. The findings show that sex, employment status, monthly household income, and perceived levels of stress are significantly associated with selfrated health status. In addition, residents living in neighborhoods with low deprivation and a high doctortoresident ratio tend to report higher health status. There are no changes in the signs of parameters or the significance level between the two models used in this case study. Nevertheless, the proposed spatially filtered multilevel model provides unbiased and robust estimations and has greater explanatory power than conventional multilevel models. The spatially filtered approach is a useful tool for understanding the spatial dynamics of selfrated health status within a multilevel framework. In future research, it would be useful to apply the spatially filtered multilevel model to other datasets in order to clarify the differences between the two models. The inherent modeling complexities of the eigenvector spatial filtering method mean this approach has only recently been put to practical use despite its advantage of visualizing underlying spatial structures. This study hopes that applied models using the eigenvector spatial filtering might be developed in many future studies. Finally, it is hoped that the present findings might inform policy interventions to mitigate health inequality in South Korea.
Endnote
^{a}See the study by Kang et al. [27].
^{b}Moran’s I, developed by Moran [53], is calculated as follows:
where n is the number of spatial units; y_{ i } and y_{ j } are attribute values at spatial units i and j; $\overline{\mathit{y}}$ is the average of y; and v_{ ij } is an entity of a spatial weight matrix. If attribute values at i and j are both higher (or both lower) than the average, Moran’s I is a positive value between 0 and 1. When the Moran’s I is 1, the attribute values of i and j are assumed to be perfectly correlated. On the other hand, if the attribute value at i is higher than the average, but the value at j is lower than the average, the Moran’s I is negative. If attribute values of spatial units are perfectly dispersed, Moran’s I is 1. A Moran’s I of zero indicates that there is no spatial dependency and thus observations are randomly distributed.
Abbreviations
 SAR:

Simultaneous autoregressive
 GWR:

Geographically weighted regression
 CHS:

Community Health Survey
 KDI:

Korean Deprivation Index
 EQ5D:

EuroQol5 Dimension
 LGFI:

Degree of the Local Governments’ Financial Independence
 ICC:

Intraclass Correlation Coefficient
 AIC:

Akaike Information Criterion
 GIS:

Geographic information system
 UGCoP:

The uncertain geographic context problem.
References
 1.
Matteson DW, Burr JA, Marshall JR: Infant mortality: a multilevel analysis of individual and community risk factors. Soc Sci Med. 1998, 47: 18411854. 10.1016/S02779536(98)002299.
 2.
O'Campo P, Xue X, Wang MC, Caughy M: Neighborhood risk factors for low birthweight in Baltimore: a multilevel analysis. Am J Public Health. 1997, 87: 11131118. 10.2105/AJPH.87.7.1113.
 3.
Ahern J, Pickett KE, Selvin S, Abrams B: Preterm birth among African American and white women: a multilevel analysis of socioeconomic characteristics and cigarette smoking. J Epidemiol Community Health. 2003, 57: 606611. 10.1136/jech.57.8.606.
 4.
McLafferty S, Wang F, Luo L, Butler J: Rural–urban inequalities in latestage breast cancer: spatial and social dimensions of risk and access. Environment and Planning B: Planning and Design. 2011, 38: 726740. 10.1068/b36145.
 5.
Drukker M, Kaplan C, Feron F, van Os J: Children's healthrelated quality of life, neighbourhood socioeconomic deprivation and social capital: a contextual analysis. Soc Sci Med. 2003, 57: 825841. 10.1016/S02779536(02)004537.
 6.
Oren E, Koepsell T: Areabased socioeconomic disadvantage and tuberculosis incidence. Int J Tuberc Lung Dis. 2012, 16: 880885. 10.5588/ijtld.11.0700.
 7.
Jerrett M, Gale S, Kontgis C: Spatial modeling in environmental and public health research. Int J Environ Res Public Health. 2010, 7: 13021329. 10.3390/ijerph7041302.
 8.
Cakmak S, Burnett R: Spatial regression models for largecohort studies linking community air pollution and health. Journal of Toxicology and Environmental Health, Part A: Current Issues. 2003, 66: 18111824. 10.1080/15287390306444.
 9.
Chakraborty J: Revisiting Tobler’s first law of geography: spatial regression models for assessing environmental justice and health risk disparities. Geospatial analysis of environmental health. Edited by: Maantay J, McLafferty S. 2011, Dordrecht: Springer, 4: 337356. 2011
 10.
Corrado L, Fingleton B: Multilevel modelling with spatial effect. 2011, Glasgow: University of Strathclyde press
 11.
Xu H: Compare spatial and multilevel regression models for binary outcomes in neighborhood studies. Sociological Methodology, forthcoming.
 12.
Langford IH, Leyland AH, Rasbash J, Goldstein H: Multilevel modelling of the geographical distributions of diseases. J R Stat Soc: Ser C: Appl Stat. 1999, 48: 253268. 10.1111/14679876.00153.
 13.
Fotheringham AS, Brunsdon C, Charlton M: Geographically Weighted Regression: the analysis of spatially varying relationships. 2002, England: John Wiley & Sons
 14.
Lorant V, Thomas I, Deliege D, Tonglet R: Deprivation and mortality: the implications ofspatial autocorrelation for health resources allocation. Soc Sci Med. 2001, 53: 17111719. 10.1016/S02779536(00)004561.
 15.
Pickett KE: Multilevel analyses of neighbourhood socioeconomic context and health outcomes: a critical review. J Epidemiol Community Health. 2001, 55: 111122. 10.1136/jech.55.2.111.
 16.
Morenoff JD: Neighborhood mechanisms and the spatial dynamics of birth weight. Am J Sociol. 2003, 108: 9761017. 10.1086/374405.
 17.
Chen DR, Wen TH: Elucidating the changing sociospatial dynamics of neighborhood effects on adult obesity risk in Taiwan from 2001 to 2005. Health & Place. 2010, 16: 12481258. 10.1016/j.healthplace.2010.08.013.
 18.
Chen DR, Truong K: Using multilevel modeling and geographically weighted regression to identify spatial variations in the relationship between placelevel disadvantages and obesity in Taiwan. Appl Geogr. 2012, 32: 737745. 10.1016/j.apgeog.2011.07.018.
 19.
Wheeler D, Tiefelsdorf M: Multicollinearity and correlation among local regression coefficients in geographically weighted regression. J Geogr Syst. 2005, 7: 161187. 10.1007/s1010900501556.
 20.
Griffith DA: Spatial autocorrelation and spatial filtering. 2003, New York: Springer
 21.
Patuelli R, Schanne N, Griffith DA, Nijkamp P: Persistence of regional unemployment: application of a spatial filtering approach to local labor markets in Germany. J Reg Sci. 2012, 52: 300323. 10.1111/j.14679787.2012.00759.x.
 22.
Griffith DA: A comparison of four analytical disease mapping techniques as applied to West Nile Virus in the coterminous Uited States. Int J Health Geogr. 2005, 4: 1810.1186/1476072X418.
 23.
Yoon TH: Regional health inequalities in Korea: the status and policy tasks. J Crit Soc Policy. 2010, 30: 4977.
 24.
EuroQol  Home.http://www.euroqol.org/,
 25.
Group EQ: EuroQol  a new facility for the measurement of health related quality of life. Health Policy. 1990, 16: 199208.
 26.
Kind P: The EuroQol instrument: an index of Healthrelated Quality of Life. Quality of Life and Pharmacoeconomics in Clinical Trials. Edited by: Spilker B. 1996, Philadelphia: LippincottRaven, 191201. 2
 27.
Kang E, Shin H, Park H, Jo M, Kim N: A valuation of health status using EQ5D. Korean J Health Econ Policy. 2006, 12: 1943.
 28.
Schelling TC: Models of segregation. Am Econ Rev. 1969, 59: 488493.
 29.
Schelling TC: Dynamic models of segregation. J Math Sociol. 1971, 1: 143186. 10.1080/0022250X.1971.9989794.
 30.
Elio & Company: Health Ranking. 2011, Seoul: Elio & Company
 31.
Kreft IGG, de Leeuw J: Introducing multilevel modeling. 1998, London: Sage
 32.
Luke DA: Multilevel modeling. 2004, Thousand Oaks: Sage
 33.
Griffith DA: A linear regression solution to the spatial autocorrelation problem. J Geogr Syst. 2000, 2: 141156. 10.1007/PL00011451.
 34.
Haining R: Spatial data analysis: theory and practice. 2003, Cambridge: Cambridge University press
 35.
Tiefelsdorf M, Griffith DA: Semiparametric filtering of spatial autocorrelation: the eigenvector approach. Environment and Planning A. 2007, 39: 11931221. 10.1068/a37378.
 36.
Chun Y: Modeling network autocorrelation within migration flows by eigenvector spatial filtering. J Geogr Syst. 2008, 10: 317344. 10.1007/s1010900800682.
 37.
Bates D, Maechler M, Bolker B: lme4: Linear mixedeffects models using S4 Classes. 2013, http://cran.rproject.org/web/packages/lme4/index.html. [R package version 0.9999992
 38.
Bivand R: spdep: Spatial dependence: weighting schemes, statistics and models. 2013, http://cran.rproject.org/web/packages/spdep/index.html. [R package version 0.557
 39.
Akaike H: Factor analysis and AIC. Psychometrika. 1987, 52: 317332. 10.1007/BF02294359.
 40.
Hanyang University Industry Academic Cooperation Foundation: Management center for health promotion: Health promotion strategies and programmes development for health inequalities alleviation. 2009, Seoul: Ministry of Health and Welfare
 41.
Carstairs V, Morris R: Deprivation: explaining differences in mortality between Scotland and England and Wales. Biritish Med J. 1989, 299: 886889. 10.1136/bmj.299.6704.886.
 42.
Sloggett A, Joshi H: Higher mortality in deprived areas: community or personal disadvangate?. BMJ. 1994, 309: 14701474. 10.1136/bmj.309.6967.1470.
 43.
Davey Smith G, Hart CL, Watt G, Hole DJ, Hawthorne VM: Individual social class, areabased deprivation, cardiovascular disease risk factors, and mortality: the Renfrew and Paisley study. J Epidemiol Community Health. 1998, 52: 399405. 10.1136/jech.52.6.399.
 44.
Byun YC: Regional differences in health expectancy in Korea and policy suggestions. 2011, The Korea Institute for Health and Social Affairs: Seoul
 45.
Han MA, Ryu SY, Park J, Kang MG, Park JK, Kim KS: Healthrelated Quality of Life assessment by the EuroQol5D in some rural adults. J Prev Med Public Health. 2008, 41: 173180. 10.3961/jpmph.2008.41.3.173.
 46.
Goodman DC, Fisher ES, Bronner KK: Hospital and physician capacity update: a brief report from the Dartmouth Atlas of health care. 2009, Dartmouth Institute for Health Policy and Clinical Practice: Hanover
 47.
Leu RE, Rutten FFH, Brouwer W, Matter P, Rütschi C: The Swiss and Dutch health insurance systems: universal coverage and regulated competitive insurance markets.http://www.commonwealthfund.org/Publications/FundReports/2009/Jan/TheSwissandDutchHealthInsuranceSystemsUniversalCoverageandRegulatedCompetitiveInsurance.aspx,
 48.
Jo DG: A spatial analysis of sociodemographic correlates of Health related Quality of Life. Korean J Popul Stud. 2009, 32: 120.
 49.
Han JY, Na BJ, Lee MS, Hong JY, Lim NG: The relationship between local fiscal indices and standardized mortality rate. Proceedings of the KAIS 2010 Fall conference: 1213 November 2010; Jeju. 2010, Cheonan: The Korea AcademiaIndustrial cooperation Society, 10721076.
 50.
Root E, Emch M: Regional environmental patterns of diarrheal disease in Bangladesh: a spatial analytical and multilevel approach. Geospatial analysis of environmental health. Volume 4. Edited by: Maantay J, McLafferty S. 2011, Dordrecht: Springer, 191204. 2011
 51.
Kwan MP: The uncertain geographic context problem. Annals of the Association of American Geographers. 2012, 102: 958968. 10.1080/00045608.2012.687349.
 52.
Gatrell AC: Mobilities and health. 2011, Aldershot: Ashgate
 53.
Moran PAP: Notes on continuous stochastic phenomena. Biometrika. 1950, 37: 1723.
Acknowledgements
This research was supported by the National Research Scholarship (#20120101082546) from Korea Student Aid Foundation (KOSAF).
Author information
Affiliations
Corresponding author
Additional information
Competing interests
The authors declare that they have no competing interests.
Authors' contributions
YMP contributed to the design of the study, carried out all analyses, drafted the manuscript, and was involved in interpreting research results. YK participated in the design of the study and critically revised the drafted manuscript for important intellectual content. Both authors read and approved the final manuscript.
Authors’ original submitted files for images
Below are the links to the authors’ original submitted files for images.
Rights and permissions
This article is published under license to BioMed Central Ltd. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly credited. The Creative Commons Public Domain Dedication waiver (http://creativecommons.org/publicdomain/zero/1.0/) applies to the data made available in this article, unless otherwise stated.
About this article
Cite this article
Park, Y.M., Kim, Y. A spatially filtered multilevel model to account for spatial dependency: application to selfrated health status in South Korea. Int J Health Geogr 13, 6 (2014). https://doi.org/10.1186/1476072X136
Received:
Accepted:
Published:
Keywords
 Selfrated health status
 Multilevel model
 Eigenvector spatial filtering
 Spatial dependency