Estimating variance

David L Miller

Now we can make predictions

Now we are dangerous.

Predictions are useless without uncertainty

  • We are doing statistics
  • We want to know about uncertainty
  • This is the most useful part of the analysis

What do we want the uncertainty for?

  • Variance of total abundance
  • Map of uncertainty (coefficient of variation)

Where does uncertainty come from?

Sources of uncertainty

  • Detection function
  • GAM parameters

Let's think about smooths first

Uncertainty in smooths

  • Dashed lines are +/- 2 standard errors
  • How do we translate to \( \hat{N} \)?

plot of chunk twmod-unc-smooth

Back to bases

  • Before we expressed smooths as:
    • \( s(x) = \sum_{k=1}^K \beta_k b_k(x) \)
  • Theory tells us that:
    • \( \boldsymbol{\beta} \sim N(\boldsymbol{\hat{\beta}}, \mathbf{V}_\boldsymbol{\beta}) \)
    • where \( \mathbf{V}_\boldsymbol{\beta} \) is a bit complicated
  • Apply parameter variance to \( \hat{N} \)

Predictions to prediction variance (roughly)

  • “map” data onto fitted values \( \mathbf{X}\boldsymbol{\beta} \)
  • “map” prediction matrix to predictions \( \mathbf{X}_p \boldsymbol{\beta} \)
  • Here \( \mathbf{X}_p \) need to take smooths into account
  • pre-/post-multiply by \( \mathbf{X}_p \) to “transform variance”
    • \( \Rightarrow \mathbf{X}_p^\text{T}\mathbf{V}_\boldsymbol{\beta} \mathbf{X}_p \)
    • link scale, need to do another transform for response

Adding in detection functions

GAM + detection function uncertainty

(Getting a little fast-and-loose with the mathematics)

From previous lectures we know:

\[ \text{CV}^2\left( \hat{N} \right) \approx \text{CV}^2\left( \text{GAM} \right) +\\ \text{CV}^2\left( \text{detection function}\right) \]

Not that simple...

  • Assumes detection function and GAM are independent
  • Maybe this is okay?

A better way (for some models)

  • Include the detectability as a “fixed” term in GAM
  • Mean effect is zero
  • Variance effect included
  • Uncertainty “propagated” through the model
  • Details in bibliography (too much to detail here)

That seemed complicated...

R to the rescue

In R...

  • Functions in dsm to do this
  • dsm.var.gam
    • assumes spatial model and detection function are independent
  • dsm.var.prop
    • propagates uncertainty from detection function to spatial model
    • only works for count models (more or less)

Variance of abundance

Using dsm.var.gam

dsm_tw_var_ind <- dsm.var.gam(dsm_all_tw_rm, predgrid, off.set=predgrid$off.set)
summary(dsm_tw_var_ind)
Summary of uncertainty in a density surface model calculated
 analytically for GAM, with delta method

Approximate asymptotic confidence interval:
      5%     Mean      95% 
1538.968 2491.864 4034.773 
(Using delta method)

Point estimate                 : 2491.864 
Standard error                 : 331.1575 
Coefficient of variation       : 0.2496 

Variance of abundance

Using dsm.var.prop

dsm_tw_var <- dsm.var.prop(dsm_all_tw_rm, predgrid, off.set=predgrid$off.set)
summary(dsm_tw_var)
Summary of uncertainty in a density surface model calculated
 by variance propagation.

Quantiles of differences between fitted model and variance model
      Min.    1st Qu.     Median       Mean    3rd Qu.       Max. 
-4.665e-04 -3.535e-05 -4.358e-06 -3.991e-06  2.095e-06  1.232e-03 

Approximate asymptotic confidence interval:
      5%     Mean      95% 
1460.721 2491.914 4251.075 
(Using delta method)

Point estimate                 : 2491.914 
Standard error                 : 691.8776 
Coefficient of variation       : 0.2776 

Plotting - data processing

  • Calculate uncertainty per-cell
  • dsm.var.* thinks predgrid is one “region”
  • Need to split data into cells (using split())
  • (Could be arbitrary sets of cells, see exercises)
  • Need width and height of cells for plotting

Plotting (code)

predgrid$width <- predgrid$height <- 10*1000
predgrid_split <- split(predgrid, 1:nrow(predgrid))
head(predgrid_split,3)
$`1`
           x      y    Depth     SST      NPP off.set height width
126 547984.6 788254 153.5983 9.04917 1462.521   1e+08  10000 10000

$`2`
           x      y    Depth      SST     NPP off.set height width
127 557984.6 788254 552.3107 9.413981 1465.41   1e+08  10000 10000

$`3`
           x      y    Depth      SST      NPP off.set height width
258 527984.6 778254 96.81992 9.699239 1429.432   1e+08  10000 10000
dsm_tw_var_map <- dsm.var.prop(dsm_all_tw_rm, predgrid_split, 
                               off.set=predgrid$off.set)

CV plot

plot of chunk plotit

p <- plot(dsm_tw_var_map, observations=FALSE, plot=FALSE) + 
      coord_equal() +
      scale_fill_viridis()
print(p)

Interpreting CV plots

  • Plotting coefficient of variation
  • Standardise standard deviation by mean
  • \( \text{CV} = \text{se}(\hat{N})/\hat{N} \) (per cell)
  • Can be useful to overplot survey effort

Effort overplotted