Our paper, “A hierarchical model of daily stream temperature using air-water temperature synchronization, autocorrelation, and time lags” was just published today in the journal PeerJ. We developed a statistical model of daily stream temperature for a watershed in Western Massachusetts, USA.
We outline the major challenges of statistical stream modeling and show how our model addresses hysteresis, autocorrelations, time lags, and avoids problems of modeling winter temperatures when the air-water relationships do not exist because of phase changes and the lower limit of water temperature. Daily stream temperature models have potential use in regulations (protection levels based on thermal classifications) and in understanding the ecology of stream organisms.
If you aren’t familiar with PeerJ you should check them out. The provide open access peer-reviewed articles for a low price. Their review process is very fast and it is the most pleasurable experience you will ever have submitting a manuscript, pre-print, or review. Check out some reviews here.
Everyone in academia knows how painful the peer-review publication process can be. It’s a lot like Democracy, in that it’s the worst system ever invented, except for all the others. The peer-review process does a fair job at promoting good science overall, but it’s far from perfect. Sure anyone can point out a hundred flaws in the system, but I’m just going to focus on one aspect that has been bothering me particularly and has the potential to change: complicated statistical demands.
I have found that reviewers frequently require the data to be reanalyzed with a particularly popular or pet method. In my opinion, reviewers need to ask whether the statistical techniques are appropriate to answer the questions of interest. Do the data meet the assumptions necessary for the model? If there are violations are they likely to lead to biased inference? Let’s be honest, no model is perfect and there are always potential violations of assumptions. Data are samples from reality and a statistical model creates a representation of this reality from the data. The old adage, “All models are wrong, but some are useful,” is important for reviewers to remember. The questions are does the model answer the question of interest (not the question the reviewer wished was asked), is the question interesting, and was the data collected in an appropriate manner to fit with the model.
Last year I had a manuscript rejected primarily because I did not use a hierarchical model to account for detection probability when analyzing count data. In my opinion, the reviewer was way over staunch in requiring a specific type of analysis. The worst part, is it seemed like the reviewer didn’t have extensive experience with the method. The reviewer actually wrote,
They present estimates based on raw counts, rather than corrected totals. Given that they cite one manuscript, McKenny et al., that estimated detection probability and abundance for the same taxa evaluated in the current manuscript, I was puzzled by this decision. The literature base on this issue is large and growing rapidly, and I cannot recommend publication of a paper that uses naïve count data from a descriptive study to support management implications. (emphasis mine)
I’m not alone in having publications rejected on this account. I personally know of numerous manuscripts shot down for this very reason. After such a hardline statement, this reviewer goes on to say,
The sampling design had the necessary temporal and spatial replication of sample plots to use estimators for unmarked animals. The R package ‘unmarked’ provides code to analyze these data following Royle, J. A. 2004. N-mixture models for estimating population size from spatially replicated counts. Biometrics 60:108-115.
That would seem reasonable except that our study had 8 samples in each of 2 years at ~50 sites in 6 different habitats. That would suggest there was sufficient spatial and temporal replication to use Royle’s N-mixture model. HOWEVER, the N-mixture model has the assumption that the temporal replication all occur with population closure (no changes in abundance through births, deaths, immigration, and emigration). Clearly, 2 years of count data are going to violate this assumption. The N-mixture model would be an inappropriate choice for this data. Even if the 2 years were analyzed separately it would violate this assumption because the data were collected biweekly from May – October each year (and eggs hatch in June – September).
Recently, Dail and Madsen (2011; Biometics) developed a generalized form of the N-mixture model that works for open populations. This model might work for this data but in my experience the Dail-Madsen model requires a huge number of spatial replicates. All of these hierarchical models accounting for detection tend to be quite sensitive to spatial replication (more than temporal), low detection probability (common with terrestrial salamanders which were the focus of the study), and variation in detection not well modeled with covariates. Additionally, the Dail-Madsen model was only published a few months before my submission and hadn’t come out when I analyzed the data, plus the reviewer did not mention it. Given the lack of time for people to become aware of the model and lack of rigorous testing of the model, it would seem insane to require it be used for publication. To be fair, I believe Marc Kery did have a variation of the N-mixture model that allowed for population change (Kery et al. 2009).
So if I can’t use the N-mixture model because of extreme violations of model assumptions and the data are insufficient for the Dail-Madsen model, what was I supposed to do with this study? The associate editor rejected the paper without chance for rebuttal. It was a decent management journal, but certainly not Science or even Ecology or Conservation Biology. The data had been collected in 1999-2000 before most of these hierarchical detection models had been invented. They’ve unfortunately been sitting in a drawer for too long. Had they been published in 2001-2002, no one would have questioned this and it would have gotten favorable reviews. The data were collected quite well (I didn’t collect them, so it’s not bragging) and the results are extremely clear. I’m not saying the detection isn’t important to thing about, but in this case even highly biased detection wouldn’t change the story, just the magnitude of the already very large effect. There has recently been good discussion over the importance of accounting for detection and how well these model actually parse abundance/occupancy and detection, so I won’t rehash it too much here. See Brian McGill’s posts on Statistical Machismo and the plethora of thoughtful comments here and here.
Based on this one reviewer’s hardline comments and the associate editor’s decision to reject it outright, it seems like they are suggesting that this data reside in a drawer forever (if it can’t be used with an N-mix or Dail-Madsen model). With that mindset, all papers using count data published before ~2002-2004 should be ignored and most data collected before then should be thrown out to create more server space. This would be a real shame for long term dataset of which there are too few in ecology! This idea of hierarchical detection model or no publication seems like a hypercritical perspective and review. I’m still working on reanalysis and revision to send to another journal. We’ll see what happens with it in the future and if it ever gets published I’ll post a paper summary on this blog. If I don’t use a hierarchical detection model, then I am lumping abundance processes with detection processes and that should be acknowledged. It adds uncertainty to the inference about abundance, but given the magnitude of the differences among habitats and knowledge of the system, it’s hard to imagine it changing the management implications of the study at all.
My point in all of this is there is no statistical panacea. I think hierarchical models are great and in fact I spend most of my days running various forms of these models. However, I don’t think they solve all problems and they aren’t the right tool for every job. I think most current studies where there is a slight chance of detection bias should be designed to account for it, but that doesn’t mean that all studies are worthless if they don’t use these models. These models are WAY more difficult to fit than most people realize and don’t always work. Hopefully, as science and statistics move forward in ever more complicated ways, more reviewers start to realize that there is no perfect model or method. Just asking if the methods employed are adequate to answer the question and that the inference from the statistical models accurately reflect the data and model assumptions. Just because a technique is new and sexy doesn’t mean that everyone needs to use it in every study.
I recently gave a talk at the Ecological Society of America (ESA) annual meeting in Portland, OR and a poster presentation at the World Congress of Herpetology meeting in Vancouver, BC, Canada. Both presentations were comparing generalized linear mixed models (GLMM) and generalized estimating equations (GEE) for analyzing repeated count data. I advocate for using GEE over the more common GLMM to analyze longitudinal count (or binomial) data when the specific subjects (sites as random effects) are not of special interest. The overall confidence intervals are much smaller in the GEE models and the coefficient estimates are averaged over all subjects (sites). This means the interpretation of coefficients is the log change in Y for each 1 unit change in X on average (averaged across subjects). Below you can see my two presentations for more details.
I am comparing estimates from subject-specific GLMMs and population-average GEE models as part of a publication I am working on. As part of this, I want to visualize predictions of each type of model including 95% confidence bands.
First I had to make a new data set for prediction. I could have compared fitted values with confidence intervals but I am specifically interested in comparing predictions for particular variables while holding others constant. For example, soil temperature is especially important for salamanders, so I am interested in the predicted effects of soil temperature from the different models. I used the expand.grid and model.matrix functions in R to generate a new data set where soil temperature varied from 0 to 30 C. The other variables were held constant at their mean levels during the study. Because of the nature of the contrast argument in the model.matrix function, I had to include more than one level of the factor “season”. I then removed all season except spring. In effect I am asking, what is the effect of soil temperature on salamander activity during the spring when the other conditions are constant (e.g. windspeed = 1.0 m/s, rain in past 24 hours = This code is based on code from Ben Bolker via http://glmm.wikidot.com
# Compare Effects of SoilT with 95% CIs formula(glmm1) newdat.soil <- expand.grid( SoilT = seq(0, 30, 1), RainAmt24 = mean(RainAmt24), RH = mean(RH), windspeed = mean(windspeed), season = c("spring", "summer", "fall"), droughtdays = mean(droughtdays), count = 0 ) newdat.soil$SoilT2 <- newdat.soil$SoilT^2 # Spring newdat.soil.spring <- newdat.soil[newdat.soil$season == 'spring', ] mm = model.matrix(terms(glmm1), newdat.soil)
Next I calculated the 95% confidence intervals for both the GLMM and GEE models. For the GLMM the plo and phi are the low and high confidence intervals for the fixed effects assuming zero effect of the random sites. tlo and thi account for the uncertainty in the random effects.
newdat.soil$count = mm %*% fixef(glmm1) pvar1 <- diag(mm %*% tcrossprod(vcov(glmm1),mm)) tvar1 <- pvar1+VarCorr(glmm1)$plot newdat.soil <- data.frame( newdat.soil , plo = newdat.soil$count-2*sqrt(pvar1) , phi = newdat.soil$count+2*sqrt(pvar1) , tlo = newdat.soil$count-2*sqrt(tvar1) , thi = newdat.soil$count+2*sqrt(tvar1) ) mm.geeEX = model.matrix(terms(geeEX), newdat.soil) newdat.soil$count.gee = mm.geeEX %*% coef(geeEX) tvar1.gee <- diag(mm.geeEX %*% tcrossprod(geeEX$geese$vbeta, mm.geeEX)) newdat.soil <- data.frame( newdat.soil , tlo.gee = newdat.soil$count-2*sqrt(tvar1.gee) , thi.gee = newdat.soil$count+2*sqrt(tvar1.gee) )
The standard error of the fixed effects are larger in the GEE model than in the GLMM, but when the variation associated with the random effects are accounted for, the uncertainty (95% CI) around the estimates is greater in the GLMM. This is especially evident when the estimated values are large since the random effects are exponential on the original scale. This can be seen in the below plots
Although this plot does the job, it isn’t an efficient use of space, nor is it easy to compare exactly where the different lines fall. It would be nice to plot everything on one set of axes. The only trouble is that all the lines could be difficult to see just using solid and dashed/dotted lines. To help with this, I combine the plots but added color and shading using the polygon function. The code and plot are below
plot(newdat.soil.spring$SoilT, exp(newdat.soil.spring$count.gee), xlab = "Soil temperature (C)", ylab = 'Predicted salamander observations', type = 'l', ylim = c(0, 25)) polygon(c(newdat.soil.spring$SoilT , rev(newdat.soil.spring$SoilT)) , c(exp(newdat.soil.spring$thi.gee) , rev(exp(newdat.soil.spring$tlo.gee))) , col = 'grey' , border = NA) lines(newdat.soil.spring$SoilT, exp(newdat.soil.spring$thi.gee), type = 'l', lty = 2) lines(newdat.soil.spring$SoilT, exp(newdat.soil.spring$tlo.gee), type = 'l', lty = 2) lines(newdat.soil.spring$SoilT, exp(newdat.soil.spring$count.gee), type = 'l', lty = 1, col = 2) lines(newdat.soil.spring$SoilT, exp(newdat.soil.spring$count), col = 1) lines(newdat.soil.spring$SoilT, exp(newdat.soil.spring$thi), type = 'l', lty = 2) lines(newdat.soil.spring$SoilT, exp(newdat.soil.spring$tlo), type = 'l', lty = 2)
Now you can directly compare the results of the GLMM and GEE models. The predicted values (population-averaged) for the GEE is represented by the red line, while the average (random effects = 0, just fixed effects) from the GLMM are represented by the solid black line. The dashed lines represent the 95% confidence intervals for the GLMM and the shaded area is the 95% confidence envelope for the GEE model. As you can see, the GEE has much higher confidence in it’s prediction of soil temperature effects on salamander surface activity than the GLMM model. This would not be apparent without visualizing the predictions with confidence intervals because the standard errors of the fixed effects were lower in the GLMM than in the GEE. This is because the SEs in the GEE include the site-level (random effect) variation while the GLMM SEs of the covariates do not include this variation and are interpreted as the effect of a change of 1 X on Y at a given site.