Resource selection functions (RSFs) are among the most commonly used statistical tools in both basic and applied animal ecology. They are typically parameterized using animal tracking data, and advances in animal tracking technology have led to increasing levels of autocorrelation between locations in such data sets. Because RSFs assume that data are independent and identically distributed, such autocorrelation can cause misleadingly narrow confidence intervals and biased parameter estimates. Data thinning, generalized estimating equations and step selection functions (SSFs) have been suggested as techniques for mitigating the statistical problems posed by autocorrelation, but these approaches have notable limitations that include statistical inefficiency, unclear or arbitrary targets for adequate levels of statistical independence, constraints in input data and (in the case of SSFs) scale‐dependent inference. To remedy these problems, we introduce a method for likelihood weighting of animal locations to mitigate the negative consequences of autocorrelation on RSFs. In this study, we demonstrate that this method weights each observed location in an animal's movement track according to its level of non‐independence, expanding confidence intervals and reducing bias that can arise when there are missing data in the movement track. Ecologists and conservation biologists can use this method to improve the quality of inferences derived from RSFs. We also provide a complete, annotated analytical workflow to help new users apply our method to their own animal tracking data using the
To construct an optimal estimating function by weighting a set of score functions, we must either know or estimate consistently the covariance matrix for the individual scores. In problems with high dimensional correlated data the estimated covariance matrix could be unreliable. The smallest eigenvalues of the covariance matrix will be the most important for weighting the estimating equations, but in high dimensions these will be poorly determined. Generalized estimating equations introduced the idea of a working correlation to minimize such problems. However, it can be difficult to specify the working correlation model correctly. We develop an adaptive estimating equation method which requires no working correlation assumptions. This methodology relies on finding a reliable approximation to the inverse of the variance matrix in the quasi-likelihood equations. We apply a multivariate generalization of the conjugate gradient method to find estimating equations that preserve the information well at fixed low dimensions. This approach is particularly useful when the estimator of the covariance matrix is singular or close to singular, or impossible to invert owing to its large size.
more » « less- NSF-PAR ID:
- 10405790
- Publisher / Repository:
- Oxford University Press
- Date Published:
- Journal Name:
- Journal of the Royal Statistical Society Series B: Statistical Methodology
- Volume:
- 65
- Issue:
- 1
- ISSN:
- 1369-7412
- Page Range / eLocation ID:
- p. 127-142
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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