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Modeling Multiplicative Error Variance: An Example Predicting Tree Diameter from Stump Dimensions in Baldcypress

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In the context of forest modeling, it is often reasonable to assume a multiplicative heteroscedastic error structure to the data. Under such circumstances ordinary least squares no longer provides minimum variance estimates of the model parameters. Through study of the error structure, a suitable error variance model can be specified and its parameters estimated. This error model is used to construct a covariance matrix which in turn is used to form an estimated generalized least squares estimator of the forest model parameters. The theory is illustrated with data on baldcypress (Taxodium distichum [L.] Rich.). A multiple linear regression equation is developed for predicting diameter at 3 m from solid-wood stump diameter (i.e., diameter inside the fluting) and stump height. By modeling the error structure, standard errors on three of the four coefficients from the tree diameter-stump dimensions regression were reduced by 13 to 50%. The effect on prediction confidence intervals is graphically illustrated. For. Sci. 39(4):670-679.
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Keywords: Heteroscedasticity; consistency; estimated generalized least squares; prediction confidence intervals

Document Type: Journal Article

Affiliations: Mathematical Statistician, USDA Forest Service, Institute for Quantitative Studies, Southern Forest Experiment Station, 701 Loyola Ave., New Orleans, LA 70113

Publication date: 1993-11-01

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    Forest Science is a peer-reviewed journal publishing fundamental and applied research that explores all aspects of natural and social sciences as they apply to the function and management of the forested ecosystems of the world. Topics include silviculture, forest management, biometrics, economics, entomology & pathology, fire & fuels management, forest ecology, genetics & tree improvement, geospatial technologies, harvesting & utilization, landscape ecology, operations research, forest policy, physiology, recreation, social sciences, soils & hydrology, and wildlife management.
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    June 1, 2016 to Feb. 28, 2017

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