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# 1SARMMM 9/8/05
DEVELOPMENTS DEVELOPMENTS IN IN
TREND DETECTION TREND DETECTION IN IN
AQUATIC SURVEYSAQUATIC SURVEYS
DEVELOPMENTS DEVELOPMENTS IN IN
TREND DETECTION TREND DETECTION IN IN
AQUATIC SURVEYSAQUATIC SURVEYS
N. Scott Urquhart
STARMAP Program Director
Department of Statistics
Colorado State University
# 2SARMMM 9/8/05
PATH FOR TODAYPATH FOR TODAYPATH FOR TODAYPATH FOR TODAY
Review a model I have used to project power of
EMAP-type revisit or temporal designs
Recent developments Impact of removing planned revisits – Grand Canyon
Power of differences in trend – Oregon plan & others
Generalize model to allow distribution of trends
Each part has different collaborators
# 3SARMMM 9/8/05
A SIMPLE MODEL for a A SIMPLE MODEL for a SURVEYED ECOLOGICAL RESPONSESURVEYED ECOLOGICAL RESPONSE
A SIMPLE MODEL for a A SIMPLE MODEL for a SURVEYED ECOLOGICAL RESPONSESURVEYED ECOLOGICAL RESPONSE
Consistent with annual or less frequent observation
Represent the response time series by an annual
departure
Represent space by a site effect only
Allow sites to be visited in panels
Regard trends across time as a contrast over the
panel by annual response means
SARMMM 9/8/05
wherei INDEXES PANELS 1, 2, ... , s(all sites in a panel have the same revisit pattern)
j INDEXES TIME PERIODS ( years in EMAP)k INDEXES SITES WITHIN A PANEL 1, 2, ... , ni
and (uncorrelated):
A STATISTICAL MODELA STATISTICAL MODEL
ijk ik j ijkY S T E
2 2 2~ ( , ) ~ (0, ) ~ (0, )ik S j T ijk ES T E
SARMMM 9/8/05
A STATISTICAL MODEL - continuedA STATISTICAL MODEL - continued
Consider the entire table of the panel by time-period
means, Without regard to, as yet, whether the design prescribes
gathering data in any particular cell
Ordered by panel within time period (column wise)
With this ordering, we get
11 21 1 12 2( , , , , , , , , )s s stY Y Y Y Y YY
22' '2'
' 'cov( , ) ii jj Eii Sij i j T
i i
Y Yn n
SARMMM 9/8/05
Now let X denote a regressor matrix containing a column
of 1’s and a column of the numbers of the time periods.
The second element of
contains an estimate of trend.
STATISTICAL MODEL - continuedSTATISTICAL MODEL - continued
1ˆ ( ' ) ' 1 1X X X Y
1 ' 2 1
If we let cov ( )= and cov( ) , then
cov( )
( ) ( )
S T
S i T s s E t in n
S Σ T Σ
Y
Σ D Σ 1 1 I D
SARMMM 9/8/05
STATISTICAL MODEL - continuedSTATISTICAL MODEL - continued
But this estimate of cannot be used because it is
based on values which, by design, will not be
gathered.
Reduce X, Y and to X*, Y*, and *, where
these
represent that subset of rows and columns
from
X, Y, and corresponding to where data will
be
gathered. Then
11 1
1 1
ˆ ( * ' * *) * ' *
ˆand cov( ) ( * ' * *)
X X X Y
X X
SARMMM 9/8/05
A STANDARDIZATIONA STANDARDIZATION
Note that
can be rewritten as
Consequently power, a measure of sensitivity, can be
examined relative to
22' '2'
' 'cov( , ) ii jj Eii Sij i j T
i i
Y Yn n
2 2' ' 2'
' ' 2 2cov( , ) ii jjii S T
ij i j Ei E E i
Y Yn n
2 2
2 2 and S T
E E
SARMMM 9/8/05
Trend: continuing, or monotonic, change. Practically,
monotonic trend can be detected by looking for
linear trend.
We will evaluate power in terms of ratios of variance
components and where this denominator
depends
on the ratios of variance components and the
revisit or temporal design.
TOWARD POWERTOWARD POWER
0 2ˆ
ˆ/ , so approximately, ~ ( , )E N
# 10SARMMM 9/8/05
POWER REFERENCEPOWER REFERENCEPOWER REFERENCEPOWER REFERENCE
Urquhart, N. S., S. G. Paulsen and D. P. Larsen.
(1998). Monitoring for policy-relevant regional
trends over time. Ecological Applications 8: 246 -
257.
# 11SARMMM 9/8/05
DESIGN and POWER DESIGN and POWER ofof
VEGETATION MONITORING STUDIESVEGETATION MONITORING STUDIESforfor
THE RIPARIAN ZONE NEAR THE THE RIPARIAN ZONE NEAR THE COLORADO RIVER COLORADO RIVER
in in
THE GRAND CANYONTHE GRAND CANYON
DESIGN and POWER DESIGN and POWER ofof
VEGETATION MONITORING STUDIESVEGETATION MONITORING STUDIESforfor
THE RIPARIAN ZONE NEAR THE THE RIPARIAN ZONE NEAR THE COLORADO RIVER COLORADO RIVER
in in
THE GRAND CANYONTHE GRAND CANYON
COOPERATORS
Mike Kersley, University of Northern Arizona, and
Steven P. Gloss, Program Manager-Biological Resources
Grand Canyon Monitoring & Research Center, USGS
# 12SARMMM 9/8/05
POWER TO DETECT TREND IN VEGETATION COVER,POWER TO DETECT TREND IN VEGETATION COVER,ZONE = 15, VARYING % TRENDZONE = 15, VARYING % TREND
POWER TO DETECT TREND IN VEGETATION COVER,POWER TO DETECT TREND IN VEGETATION COVER,ZONE = 15, VARYING % TRENDZONE = 15, VARYING % TREND
0
0.2
0.4
0.6
0.8
1
1 5 9 13 17 21
YEARS (-2000)
PO
WE
R
1%,
2%,
3%
5%
PER YEAR
# 13SARMMM 9/8/05
TODAY’S PATHTODAY’S PATHTODAY’S PATHTODAY’S PATH
Bit of historical background Distribution of sample sites along river Inquiry about your stat backgrounds Variation and its structure Power
Responses Zone
Responses to some questions asked during oral presentation
How the sample sites were selected How the power was calculated
Available Info – Probably not for today
# 14SARMMM 9/8/05
VIEW DOWN TRANSECT AT MILE 12.3VIEW DOWN TRANSECT AT MILE 12.3VIEW DOWN TRANSECT AT MILE 12.3VIEW DOWN TRANSECT AT MILE 12.3
# 15SARMMM 9/8/05
MARKING TRANSECT AT MILE 12.3MARKING TRANSECT AT MILE 12.3MARKING TRANSECT AT MILE 12.3MARKING TRANSECT AT MILE 12.3
# 16SARMMM 9/8/05
MIKE & MIKE & SCOTT AT SCOTT AT THE END!THE END!
MIKE & MIKE & SCOTT AT SCOTT AT THE END!THE END!
# 17SARMMM 9/8/05
CLIFF AT MILE CLIFF AT MILE 135.2135.2
(PARTIAL HEIGHT)(PARTIAL HEIGHT)
CLIFF AT MILE CLIFF AT MILE 135.2135.2
(PARTIAL HEIGHT)(PARTIAL HEIGHT)
# 18SARMMM 9/8/05
LOCATION OF SITES BY RIVER MILELOCATION OF SITES BY RIVER MILELOCATION OF SITES BY RIVER MILELOCATION OF SITES BY RIVER MILE
-15 25 65 105 145 185 225
RIVER MILE
Revisit Sites
2002 Sites
2001 Sites
# 19SARMMM 9/8/05
RESPONSE SIZE AND VARIATIONRESPONSE SIZE AND VARIATIONRESPONSE SIZE AND VARIATIONRESPONSE SIZE AND VARIATION
Data 2001 & 2002, including revisit sites Vegetation cover
Other responses, but not discussed here
Analysis model River Width (fixed)
Year (random) – proxy for roughness of immediate terrain
Station = river mile (random)
Residual = Year by Station interaction/remainder
# 20SARMMM 9/8/05
MEANMEAN and and STANDARD DEVIATIONSTANDARD DEVIATIONof VEGETATION COVER vs ZONE (RIVER FLOW LEVEL)of VEGETATION COVER vs ZONE (RIVER FLOW LEVEL)
MEANMEAN and and STANDARD DEVIATIONSTANDARD DEVIATIONof VEGETATION COVER vs ZONE (RIVER FLOW LEVEL)of VEGETATION COVER vs ZONE (RIVER FLOW LEVEL)
0
5
10
15
20
25
30
35
15 25 35 45 55 65
ZONE (RIVER FLOW LEVEL)
CO
VE
R
# 21SARMMM 9/8/05
STRUCTURE OF VARIANCESTRUCTURE OF VARIANCESTRUCTURE OF VARIANCESTRUCTURE OF VARIANCE
The common formulas for estimating (computing)
variance assume UNCORRELATED data.
Reality: This rarely is true. Examples -
Data from the same SITE, but different years are correlated
Data from the same YEAR, but different years are correlated
Total variance = var(site) + var(year) + var(residual)
Subsequent figures show this
# 22SARMMM 9/8/05
COMPONENTS of VARIANCE COMPONENTS of VARIANCE of VEGETATION COVERof VEGETATION COVERSITESITE, , YEARYEAR, and , and RESIDUALRESIDUAL
COMPONENTS of VARIANCE COMPONENTS of VARIANCE of VEGETATION COVERof VEGETATION COVERSITESITE, , YEARYEAR, and , and RESIDUALRESIDUAL
0
100
200
300
400
500
15 25 35 45 55 65
ZONE (RIVER FLOW LEVEL)
CO
VE
R
# 23SARMMM 9/8/05
SAMPLE SIZE ASSUMPTIONSSAMPLE SIZE ASSUMPTIONSFOR POWERFOR POWER
SAMPLE SIZE ASSUMPTIONSSAMPLE SIZE ASSUMPTIONSFOR POWERFOR POWER
25 revisit sites Revisited annually
30 sites to be visited on a three-year rotating cycle “Augmented Rotating Panel Design”
TIME PERIOD ( ex: YEARS)PANEL 1 2 3 4 5 6 7 8 9 10 11 12 13 ... 0 X X X X X X X X X X X X X … 1 X X X X X 2 X X X X … 3 X X X X
# 24SARMMM 9/8/05
POWER TO DETECT TREND IN VEGETATION COVER,POWER TO DETECT TREND IN VEGETATION COVER,ZONE = 15, VARYING % TRENDZONE = 15, VARYING % TREND
POWER TO DETECT TREND IN VEGETATION COVER,POWER TO DETECT TREND IN VEGETATION COVER,ZONE = 15, VARYING % TRENDZONE = 15, VARYING % TREND
0
0.2
0.4
0.6
0.8
1
1 5 9 13 17 21
YEARS (-2000)
PO
WE
R
1%,
2%,
3%
5%
PER YEAR
# 25SARMMM 9/8/05
RESPONSE TO A QUESTIONRESPONSE TO A QUESTIONRESPONSE TO A QUESTIONRESPONSE TO A QUESTION
“What would be the effect of revisiting sites only in
alternating years after the first?” Response 1: My greatest concern would be retaining the
skills and knowledge of those doing the evaluations.
(Changing personnel would almost certainly change
response definitions in subtle, but unrecognized ways.)
Response 2: Power to detect trend would be delayed
somewhat. (Actually a bit more than I initially
thought!)
This is illustrated in the next two slides.
# 26SARMMM 9/8/05
ALTERNATE REVISIT PLAN and SAMPLE ALTERNATE REVISIT PLAN and SAMPLE SIZES ASSUMPTIONS FOR POWERSIZES ASSUMPTIONS FOR POWER
ALTERNATE REVISIT PLAN and SAMPLE ALTERNATE REVISIT PLAN and SAMPLE SIZES ASSUMPTIONS FOR POWERSIZES ASSUMPTIONS FOR POWER
25 revisit sites Revisited annually, for first three years (as planned),
then in alternating years
30 sites to be visited on a three-year rotating cycle A revisit plan with no specific name
TIME PERIOD ( ex: YEARS) PANEL 1 2 3 4 5 6 7 8 9 10 11 12 13 ... 0 X X X X X X X X … 1 X X X 2 X X X … 3 X X
# 27SARMMM 9/8/05
0
0.2
0.4
0.6
0.8
1
1 5 9 13 17 21
YEARS (-2000)
PO
WE
R
15
25 35
45
POWER TO DETECT TREND (2%PER YEAR) IN COVER by ZONE andPOWER TO DETECT TREND (2%PER YEAR) IN COVER by ZONE and
REVISIT PLANSREVISIT PLANS:: CURRENT = CURRENT = n n ; ; ALTERNATE =ALTERNATE = llPOWER TO DETECT TREND (2%PER YEAR) IN COVER by ZONE andPOWER TO DETECT TREND (2%PER YEAR) IN COVER by ZONE and
REVISIT PLANSREVISIT PLANS:: CURRENT = CURRENT = n n ; ; ALTERNATE =ALTERNATE = ll
# 28SARMMM 9/8/05
OBSERVATIONS RELATIVE TO POWER UNDER THE OBSERVATIONS RELATIVE TO POWER UNDER THE BIANNUAL REVISIT PLANBIANNUAL REVISIT PLAN
OBSERVATIONS RELATIVE TO POWER UNDER THE OBSERVATIONS RELATIVE TO POWER UNDER THE BIANNUAL REVISIT PLANBIANNUAL REVISIT PLAN
The loss of power for biannual revisits compared to the augmented serially
alternating design has some noteworthy characteristics: Power is the order of a quarter to a third for all years less than a decade.
The time required to get to a given level of power is extended by 3-5 years in the biannual revisit design.
The "years" on the x-axis represents the starting point for ANY comparison
Power accrues from accumulating data, elapsed time, and accumulating trend
Detection of moderate trends requires a commitment to the continuing acquisition consistent and comparable data.
These power evaluations DO NOT relate to comparing years 10 to 11, or any specific two years.
# 29SARMMM 9/8/05
MODEL ADAPTATIONMODEL ADAPTATIONMODEL ADAPTATIONMODEL ADAPTATION
Have a set of panels for the “untreated” sites,
another for the “treated” sites.
Change X*, but not Y*or *:
Then get standard error of 0 1 0 1
untreated
Treated
X 01 01 X
X0 10
β
# 30SARMMM 9/8/05
POWER TO DETECT DIFFERENCES POWER TO DETECT DIFFERENCES IN TRENDIN TREND
((BETWEEN “TREATED and “UNTREATED”BETWEEN “TREATED and “UNTREATED”))
POWER TO DETECT DIFFERENCES POWER TO DETECT DIFFERENCES IN TRENDIN TREND
((BETWEEN “TREATED and “UNTREATED”BETWEEN “TREATED and “UNTREATED”))
COOPERATORS
Phil Larsen, WED(Part of a presentation for the American Fisheries Society next week)
Oregon Plan Team
# 31SARMMM 9/8/05
SOURCE OF ESTIMATES OF SOURCE OF ESTIMATES OF VARIANCE COMPONENTSVARIANCE COMPONENTS
SOURCE OF ESTIMATES OF SOURCE OF ESTIMATES OF VARIANCE COMPONENTSVARIANCE COMPONENTS
Data source -----
Response is log of large woody debris
Log10(LWD+0.1)
Variance components values were selected as low and high
All plans assume annual revisit
Number of sites in each set = 5, 10, 15, 20, 25
# 32SARMMM 9/8/05
0
0.2
0.4
0.6
0.8
1
0 5 10 15 20
ALL POWER CURVES – SET #1 (8/16/05)ALL POWER CURVES – SET #1 (8/16/05)ALL POWER CURVES – SET #1 (8/16/05)ALL POWER CURVES – SET #1 (8/16/05)
# 33SARMMM 9/8/05
0
0.2
0.4
0.6
0.8
1
0 5 10 15 20
n = 25
n=5
POWER CURVES FOR DETECTING DIFFERENCES IN TREND
(LOW VALUES OF VARIANCE COMPONENTS)
# 34SARMMM 9/8/05
0
0.2
0.4
0.6
0.8
1
0 5 10 15 20
n = 25
n = 5
POWER CURVES FOR DETECTING DIFFERENCES IN TREND
(HIGH VALUES OF VARIANCE COMPONENTS)
# 35SARMMM 9/8/05
0
0.2
0.4
0.6
0.8
1
0 5 10 15 20
POWER CURVES FOR DETECTING DIFFERENCES IN TREND
(LOW vs HIGH VALUES OF VARIANCE COMPONENTS, n = 10 EACH)
# 36SARMMM 9/8/05
0
0.2
0.4
0.6
0.8
1
0 5 10 15 20
POWER CURVES n = 20POWER CURVES n = 20ALWAYS REVISIT SAME SITES ALWAYS REVISIT SAME SITES versusversus AUGMENTED SERIALLY ALTERNATINGAUGMENTED SERIALLY ALTERNATING
FOR HIGH VALUES OF VARIANCE COMPONENTSFOR HIGH VALUES OF VARIANCE COMPONENTS
# 37SARMMM 9/8/05
0
0.2
0.4
0.6
0.8
1
0 5 10 15 20
n = 6, 24
n = 2,8
The first number gives the number of sites in the "always revisit" panel; the second number gives the size of each of the rotating panels.
POWER CURVES FOR HIGH VALUES OF VARIANCE COMPONENTS; AUGMENTED ROTATING POWER CURVES FOR HIGH VALUES OF VARIANCE COMPONENTS; AUGMENTED ROTATING PANEL DESIGNPANEL DESIGN
POWER CURVES FOR HIGH VALUES OF VARIANCE COMPONENTS; AUGMENTED ROTATING POWER CURVES FOR HIGH VALUES OF VARIANCE COMPONENTS; AUGMENTED ROTATING PANEL DESIGNPANEL DESIGN
# 38SARMMM 9/8/05
TOWARD POWER TO TOWARD POWER TO DETECT REGIONAL TRENDDETECT REGIONAL TREND
WHEN TREND VARIES BY SITEWHEN TREND VARIES BY SITE
TOWARD POWER TO TOWARD POWER TO DETECT REGIONAL TRENDDETECT REGIONAL TREND
WHEN TREND VARIES BY SITEWHEN TREND VARIES BY SITE
COOPERATORS
Phil Larsen, WED, EPA
Tim Gerrodette, National Marine Fisheries Service,
Southwest Science Center, La Jolla, CA
Dawn Van Leeuwen, New Mexico State Univ
Will use Oregon Plan data
# 39SARMMM 9/8/05
INITIAL SIMPLIFYING CONDITIONSINITIAL SIMPLIFYING CONDITIONSINITIAL SIMPLIFYING CONDITIONSINITIAL SIMPLIFYING CONDITIONS
Every site in a region is revisited every year, and
Some relevant response is evaluated.
# 40SARMMM 9/8/05
2
2
2
~ (0, ), 1,2, ,
~ (0, ), 1,2, ,
~ (0, ).
ij i j j ij
i S
j T
ij
Y S T t R
S i s
T j t
R
Consider this model:
where
all uncorrelated
For now, let be a constant, but shortly we will investigate
the eff ect of it be
2 2' '
' '
( )( ) ( )ˆ ( )
( ) ( )
j ij i j ijj j
i j i j j ijjj j
j j
t t Y Y t t Y
c S T t Rt t t t
ing a random variable.
Now consider the site estimate of trend:
# 41SARMMM 9/8/05
' ' ' ' ' ''
22
' ' 2'
2
ˆ
ˆ ˆcov( , ) cov ( ), ( )
cov , var ,( )
ˆ1ˆvar var
The have a nonzero covariance:
so,
i
i i j j j ij j j j i jj j
Tj j j j j j
j j j jj
ii
c T t R c T t R
c T c T c Tt t
s s
''
22
2
ˆ ˆ ˆvar( ) cov( , )
1
( )
i i ii i i
Tj
j
t t s
# 42SARMMM 9/8/05
2
2
2
2
~ ( , )
~ (0, ), 1,2, ,
~ (0, ), 1,2, ,
~ (0, ).
Consider this more general (hierarchical) model:
where
all uncorrelated
Now that is a random variable, its varia
ij i j i j ij
i
i S
j T
ij
Y S T t R
S i s
T j t
R
2 2' '
' '
( )( ) ( )ˆ ( )
( ) ( )
nce will enter
into the variances we have considered. Now consider
the site estimate of trend:
j ij i j ijj j
i j i j i j ijjj j
j j
t t Y Y t t Y
c S T t Rt t t t
# 43SARMMM 9/8/05
2 22 2 2 2 2
2
22
2
ˆ ( ) ( )
ˆvar( )
1ˆvar( )
i j i j i j ij j j i j ijj j
Ti j T j j
j j jj
Tj
j
c S T t R c T t R
c c tt t
t t s
With random, previous f ormulas change to:
, and
,
and so
2B
s
# 44SARMMM 9/8/05
WHERE NEXT WITH RANDOM SLOPES?WHERE NEXT WITH RANDOM SLOPES?WHERE NEXT WITH RANDOM SLOPES?WHERE NEXT WITH RANDOM SLOPES?
Model adapts to matrices and varied revisit plans
should be incorporated into power
calculations
Estimate magnitude of Montana Bull Trout
Various Oregon Plan responses
Develop web-based software This is where Tim Gerrodette enters
– This generalizes something he did earlier
2B
s
2B