List of typos in first and second printings of ``Hierarchical Modeling and Analysis for Spatial Data,'' by Banerjee, Carlin, and Gelfand: (In all cases below, ``s/b'' = ``should be'') p.8: Equation (1.3): \phi_i inside summation s/b \phi_j Also just below (1.4): A = \rho W s/b A=\rho Diag(1/w_{i+}) W p.9, line 17-: ``regularly space pattern'' s/b ``regularly spaced pattern'' p.11: Add to figure caption: ``(figure courtesy of the U.S. Geological Survey)'' p.13: first display formula: f(\lambda, \phi) = R \lambda p.15: Add to figure caption: ``(figure courtesy of the U.S. Geological Survey)'' p.16: Add to figure caption: ``(figure courtesy of the U.S. Geological Survey)'' p.18: equation (1.10): last term s/b cos(\lambda_1 - \lambda_2) p.22: line 4: two s's s/b boldface p.24: figure caption: ``a0'' s/b \tau^2, and ``a1'' s/b \sigma^2 p.25: line 4-: ...effective range *is* often used... p.26: fraction in expression for rational quadratic s/b \frac{\sis t^2}{(\phi + t^2)} p.27: Table 2.1: fraction in expression for rational quadratic s/b \frac{t^2}{(\phi + t^2)} p.28: Table 2.2: same fix as p.26 p.33, line 8+: exponent -2 s/b -r p.34, line 13+: delete reference to Cauchy correlation function (not included in Tables 2.1-2.2) p.37, line 6-: "in the development" s/b "on the development" p.38: display formula halfway down the page: two s's s/b boldface Also, line 6-: "as $c \rightarrow 0$, this says that..." p.46, line 6-: ``polar cordinates'' s/b ``polar coordinates'' p.47, line 3-: ``...using empirical semivariogram values in the row of the ESC plot for which $h_y \approx 0$ provides an alternative...'' p.51, line 1+: \beta should be bold pp.61-65: The R language no longer permits use of the underscore for assignment, so these should now be arrows (``<-'') p.61: Change the ``interp.new'' command to simply ``interp'' Also, delete the ``extrap=T'' option from this command p.62: Initialize the geoR package by typing ``library(geoR)'' Also, the second geoR command should be: scallops.geo <- as.geodata(obj,coords.col=1:2,data.col=3) Also, in the third and fifth geoR commands, change ``variogram'' to its replacement, ``variog'' p.65: The second geoR command command should be: out <- scallops.bayes1$posterior p.66, Problem 3: add square brackets around the 1-cos(\delta x) Also, Problem 4: "...and let W(t) be a *mean zero* process on..." p.73, expression (3.3): denominator should be multiplied by 2 p.76, line 10-: ``i.e., $E(Y_1)$ and $E(Y_2)$ are linearly related. But...'' p.83, expression (3.20): w_{ij} s/b b_{ij} Also, line 12-: bold \beta s/b bold \gamma Also, expression (3.21): \gamma s/b bold \gamma p.84, line 16+: *the allocation model in* Green and Richardson... p.85, line 19-: Y = X \beta s/b Y - X \beta p.93, second R command: cutoff.sids <- c(0.0,2.0,3.0,3.5,7.0) s/b breaks.sids <- c(-0.001,2.0,3.0,3.5,7.0) pp.94-95: ``cutoff.sids'' s/b ``breaks.sids'' p.96, lines 1+ and 2+: ``prior'' s/b ``specification'' p.96, lines 3+ and 6+: ``nonsingular'' s/b ``positive definite'' p.96, line 7+: \rho > 0 s/b 0 < \rho < 1 p.112, line 4+: by s/b bold y p.112, line 11+: ``regulatory'' s/b ``regularity'' p.132, 2nd para: p(\bW | \sigma^2, \phi) s/b p(\bW | \btheta, \by), and p(\sigma^2, \phi | \by) s/b p(\btheta | \by) p.134, line 2-: Y0[j] s/b mu0[j] p.143, line 3-: ``to minor axis (say, from a rose diagram), and a guess...'' p.147, line 5-: ``this is not *necessarily* sensible, since...'' p.156, expression (5.38): y-s s/b y-x p.157, line 8-: ``a continuous process *that is non-Gaussian*. But...'' p.181, line 4+: the s in Y(s) should be bold p.217, line 1-: the s's in C(s,s') should be bold p.218, line 17-18-: Gelfand, Schmidt, *Banerjee*, and Sirmans (2004) (see also reference list, pp.430-431) p.219, line 7+: The T should be italic p.221, line 10-: The Y should be italic p.223, line 11-: ``Wishart'' s/b ``inverse Wishart'' p.227: IG(2, 0.024) s/b IG(2, 1/0.024) p.228, Table 7.1: ``\rho (correlation coefficient)'' s/b ``T_{12}/\sqrt{T_{11} T_{22}} (nonspatial correlation coefficient)'' p.244, line 3+: ``In this expression, Z(\cdot) is a mean 0 stationary process with correlation function \rho(\cdot), and k_{l} is ...'' p.257, beginning of last line of 2nd para: \widetilde{Y}_{rows} s/b \widetilde{Y}_{cols} Also, same line: \widetilde{Y}_{rows}^T \widetilde{Y}_{rows}^T s/b \widetilde{Y}_{cols}^T \widetilde{Y}_{cols} p.260, last line: italicize ``process'' instead of ``dummy'' p.261, 2nd line of Sec 8.1.3: t \epsilon {1, 2, ..., T} s/b t \in {1, 2, ..., T} p.263, 2nd para, 3rd line: ``observed vector of log selling prices'' s/b ``observed data vector'' p.263, (8.17): \times f(variables) s/b \times d F(variables) p.276, second display formula: \beta_t s/b bold \eta_t pp.277-280: All locations s should be bold p.278, halfway down: ldots s/b \ldots (i.e., ...) Also, line 13-: add, ``where $[R_{l}(\phi_l)]_{ij} = \rho_{l}(\bs_i-\bs_j ; \phi_l)$ is the correlation matrix for $v_{l}(\cdot,t)$. We then write...'' p.351, line 21+: ( D_{10} (\bs_i) , D_{01} (\bs_i) ) s/b ( D_{10} Y(\bs_i) , D_{01} Y(\bs_i) ) p.367, lines 7- and 11-: sample size I s/b n Also, line 1-: X(\bs) s/b X_{s} p.371, line 3-: 1/I s/b 1/n p.416, line 5-: \phi1 and \phi2 s/b \phi_1 and \phi_2 p.452: Index entry for ``spatially varying coefficients'' should also reference p.321