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(Ebook) Contemporary Statistical Models For The Plant and Soil Sciences by Oliver Schabenberger Francis J. Pierce ISBN 9781584881117, 1584881119

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CONTEMPORARY
STATISTICAL MODELS
for the Plant and Soil Sciences

© 2002 by CRC Press LLC


CONTEMPORARY
STATISTICAL MODELS
for the Plant and Soil Sciences

Oliver Schabenberger
Francis J. Pierce

CRC PR E S S
Boca Raton London New York Washington, D.C.
© 2002 by CRC Press LLC
1405/disclaimer Page 1 Tuesday, October 2, 2001 9:43 AM

Library of Congress Cataloging-in-Publication Data

Schabenberger, Oliver.
Contemporary statistical models for the plant and soil sciences / Oliver Schabenberger
and Francis J. Pierce.
p. cm.
Includes bibliographical references (p. ).
ISBN 1-58488-111-9 (alk. paper)
1. Plants, Cultivated—Statistical methods. 2. Soil science—Statistical methods. I.
Pierce, F. J. (Francis J.) II. Title.

SB91 .S36 2001


630′.727—dc21 2001043254

This book contains information obtained from authentic and highly regarded sources. Reprinted material is quoted with
permission, and sources are indicated. A wide variety of references are listed. Reasonable efforts have been made to publish
reliable data and information, but the author and the publisher cannot assume responsibility for the validity of all materials
or for the consequences of their use.

Neither this book nor any part may be reproduced or transmitted in any form or by any means, electronic or mechanical,
including photocopying, microfilming, and recording, or by any information storage or retrieval system, without prior
permission in writing from the publisher.

The consent of CRC Press LLC does not extend to copying for general distribution, for promotion, for creating new works,
or for resale. Specific permission must be obtained in writing from CRC Press LLC for such copying.

Direct all inquiries to CRC Press LLC, 2000 N.W. Corporate Blvd., Boca Raton, Florida 33431.
Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for
identification and explanation, without intent to infringe.

Visit the CRC Press Web site at www.crcpress.com

© 2002 by CRC Press LLC

No claim to original U.S. Government works


International Standard Book Number 1-58488-111-9
Library of Congress Card Number 2001043254
Printed in the United States of America 1 2 3 4 5 6 7 8 9 0
Printed on acid-free paper

© 2002 by CRC Press LLC


To Lisa and Linda
for enduring support and patience

© 2002 by CRC Press LLC


Contents

Preface
About the Authors

1 Statistical Models
1.1 Mathematical and Statistical Models
1.2 Functional Aspects of Models
1.3 The Inferential Steps — Estimation and Testing
1.4 >-Tests in Terms of Statistical Models
1.5 Embedding Hypotheses
1.6 Hypothesis and Significance Testing — Interpretation of the : -Value
1.7 Classes of Statistical Models
1.7.1 The Basic Component Equation
1.7.2 Linear and Nonlinear Models
1.7.3 Regression and Analysis of Variance Models
1.7.4 Univariate and Multivariate Models
1.7.5 Fixed, Random, and Mixed Effects Models
1.7.6 Generalized Linear Models
1.7.7 Errors in Variable Models

2 Data Structures
2.1 Introduction
2.2 Classification by Response Type
2.3 Classification by Study Type
2.4 Clustered Data
2.4.1 Clustering through Hierarchical Random Processes
2.4.2 Clustering through Repeated Measurements
2.5 Autocorrelated Data
2.5.1 The Autocorrelation Function
2.5.2 Consequences of Ignoring Autocorrelation
2.5.3 Autocorrelation in Designed Experiments
2.6 From Independent to Spatial Data — a Progression of Clustering

© 2002 by CRC Press LLC


3 Linear Algebra Tools
3.1 Introduction
3.2 Matrices and Vectors
3.3 Basic Matrix Operations
3.4 Matrix Inversion — Regular and Generalized Inverse
3.5 Mean, Variance, and Covariance of Random Vectors
3.6 The Trace and Expectation of Quadratic Forms
3.7 The Multivariate Gaussian Distribution
3.8 Matrix and Vector Differentiation
3.9 Using Matrix Algebra to Specify Models
3.9.1 Linear Models
3.9.2 Nonlinear Models
3.9.3 Variance-Covariance Matrices and Clustering

4 The Classical Linear Model: Least Squares and Alternatives


4.1 Introduction
4.2 Least Squares Estimation and Partitioning of Variation
4.2.1 The Principle
4.2.2 Partitioning Variability through Sums of Squares
4.2.3 Sequential and Partial Sums of Squares and the
Sum of Squares Reduction Test
4.3 Factorial Classification
4.3.1 The Means and Effects Model
4.3.2 Effect Types in Factorial Designs
4.3.3 Sum of Squares Partitioning through Contrasts
4.3.4 Effects and Contrasts in The SAS® System
4.4 Diagnosing Regression Models
4.4.1 Residual Analysis
4.4.2 Recursive and Linearly Recovered Errors
4.4.3 Case Deletion Diagnostics
4.4.4 Collinearity Diagnostics
4.4.5 Ridge Regression to Combat Collinearity
4.5 Diagnosing Classification Models
4.5.1 What Matters?
4.5.2 Diagnosing and Combating Heteroscedasticity
4.5.3 Median Polishing of Two-Way Layouts
4.6 Robust Estimation
4.6.1 P" -Estimation
4.6.2 M-Estimation
4.6.3 Robust Regression for Prediction Efficiency Data
4.6.4 M-Estimation in Classification Models
4.7 Nonparametric Regression
4.7.1 Local Averaging and Local Regression
4.7.2 Choosing the Smoothing Parameter

© 2002 by CRC Press LLC


Appendix A on CD-ROM
A4.8 Mathematical Details
A4.8.1 Least Squares
A4.8.2 Hypothesis Testing in the Classical Linear Model
A4.8.3 Diagnostics in Regression Models
A4.8.4 Ridge Regression
A4.8.5 P" -Estimation
A4.8.6 M-Estimation
A4.8.7 Nonparametric Regression

5 Nonlinear Models
5.1 Introduction
5.2 Models as Laws or Tools
5.3 Linear Polynomials Approximate Nonlinear Models
5.4 Fitting a Nonlinear Model to Data
5.4.1 Estimating the Parameters
5.4.2 Tracking Convergence
5.4.3 Starting Values.
5.4.4 Goodness-of-Fit
5.5 Hypothesis Tests and Confidence Intervals
5.5.1 Testing the Linear Hypothesis
5.5.2 Confidence and Prediction Intervals
5.6 Transformations
5.6.1 Transformation to Linearity
5.6.2 Transformation to Stabilize the Variance
5.7 Parameterization of Nonlinear Models
5.7.1 Intrinsic and Parameter-Effects Curvature
5.7.2 Reparameterization through Defining Relationships
5.8 Applications
5.8.1 Basic Nonlinear Analysis with The SAS® System — Mitscherlich's
Yield Equation
5.8.2 The Sampling Distribution of Nonlinear Estimators —
the Mitscherlich Equation Revisited
5.8.3 Linear-Plateau Models and Their Relatives — a Study of Corn
Yields from Tennessee
5.8.4 Critical R S$ Concentrations as a Function of Sampling Depth —
Comparing Join-Points in Plateau Models
5.8.5 Factorial Treatment Structure with Nonlinear Response
5.8.6 Modeling Hormetic Dose Response through Switching Functions
5.8.7 Modeling a Yield-Density Relationship
5.8.8 Weighted Nonlinear Least Squares Analysis with
Heteroscedastic Errors

© 2002 by CRC Press LLC


Appendix A on CD-ROM
A5.9 Forms of Nonlinear Models
A5.9.1 Concave and Convex Models, Yield-Density Models
A5.9.2 Models with Sigmoidal Shape, Growth Models
A5.10 Mathematical Details
A5.10.1 Taylor Series Involving Vectors
A5.10.2 Nonlinear Least Squares and the Gauss-Newton Algorithm
A5.10.3 Nonlinear Generalized Least Squares
A5.10.4 The Newton-Raphson Algorithm
A5.10.5 Convergence Criteria
A5.10.6 Hypothesis Testing, Confidence and Prediction Intervals

6 Generalized Linear Models


6.1 Introduction
6.2 Components of a Generalized Linear Model
6.2.1 Random Component
6.2.2 Systematic Component and Link Function
6.2.3 Generalized Linear Models in The SAS® System
6.3 Grouped and Ungrouped Data
6.4 Parameter Estimation and Inference
6.4.1 Solving the Likelihood Problem
6.4.2 Testing Hypotheses about Parameters and Their Functions
6.4.3 Deviance and Pearson's \ # Statistic
6.4.4 Testing Hypotheses through Deviance Partitioning
6.4.5 Generalized V # Measures of Goodness-of-Fit
6.5 Modeling an Ordinal Response
6.5.1 Cumulative Link Models
6.5.2 Software Implementation and Example
6.6 Overdispersion
6.7 Applications
6.7.1 Dose-Response and LD&! Estimation in a Logistic Regression
Model
6.7.2 Binomial Proportions in a Randomized Block Design —
the Hessian Fly Experiment
6.7.3 Gamma Regression and Yield Density Models
6.7.4 Effects of Judges' Experience on Bean Canning Quality Ratings
6.7.5 Ordinal Ratings in a Designed Experiment with Factorial
Treatment Structure and Repeated Measures
6.7.6 Log-Linear Modeling of Rater Agreement
6.7.7 Modeling the Sample Variance of Scab Infection
6.7.8 A Poisson/Gamma Mixing Model for Overdispersed Poppy Counts
Appendix A on CD-ROM
A6.8 Mathematical Details and Special Topics
A6.8.1 Exponential Family of Distributions
A6.8.2 Maximum Likelihood Estimation
A6.8.3 Iteratively Reweighted Least Squares
A6.8.4 Hypothesis Testing

© 2002 by CRC Press LLC


A6.8.5 Fieller's Theorem and the Variance of a Ratio
A6.8.6 Overdispersion Mechanisms for Counts

7 Linear Mixed Models for Clustered Data


7.1 Introduction
7.2 The Laird-Ware Model
7.2.1 Rationale
7.2.2 The Two-Stage Concept
7.2.3 Fixed or Random Effects
7.3 Choosing the Inference Space
7.4 Estimation and Inference
7.4.1 Maximum and Restricted Maximum Likelihood
7.4.2 Estimated Generalized Least Squares
7.4.3 Hypothesis Testing
7.5 Correlations in Mixed Models
7.5.1 Induced Correlations and the Direct Approach
7.5.2 Within-Cluster Correlation Models
7.5.3 Split-Plots, Repeated Measures, and the Huynh-Feldt Conditions
7.6 Applications
7.6.1 Two-Stage Modeling of Apple Growth over Time
7.6.2 On-Farm Experimentation with Randomly Selected Farms
7.6.3 Nested Errors through Subsampling
7.6.4 Recovery of Inter-Block Information in Incomplete Block Designs
7.6.5 A Split-Strip-Plot Experiment for Soybean Yield
7.6.6 Repeated Measures in a Completely Randomized Design
7.6.7 A Longitudinal Study of Water Usage in Horticultural Trees
7.6.8 Cumulative Growth of Muskmelons in Subsampling Design
Appendix A on CD-ROM
A7.7 Mathematical Details and Special Topics
A7.7.1 Henderson's Mixed Model Equations
A7.7.2 Solutions to the Mixed Model Equations
A7.7.3 Likelihood Based Estimation
A7.7.4 Estimated Generalized Least Squares Estimation
A7.7.5 Hypothesis Testing
A7.7.6 The First-Order Autoregressive Model

8 Nonlinear Models for Clustered Data


8.1 Introduction
8.2 Nonlinear and Generalized Linear Mixed Models
8.3 Toward an Approximate Objective Function
8.3.1 Three Linearizations
8.3.2 Linearization in Generalized Linear Mixed Models
8.3.3 Integral Approximation Methods
8.4 Applications
8.4.1 A Nonlinear Mixed Model for Cumulative Tree Bole Volume
8.4.2 Poppy Counts Revisited — a Generalized Linear Mixed Model
for Overdispersed Count Data

© 2002 by CRC Press LLC


8.4.3 Repeated Measures with an Ordinal Response
Appendix A on CD-ROM
8.5 Mathematical Details and Special Topics
8.5.1 PA and SS Linearizations
8.5.2 Generalized Estimating Equations
8.5.3 Linearization in Generalized Linear Mixed Models
8.5.4 Gaussian Quadrature

9 Statistical Models for Spatial Data


9.1 Changing the Mindset
9.1.1 Samples of Size One
9.1.2 Random Functions and Random Fields
9.1.3 Types of Spatial Data
9.1.4 Stationarity and Isotropy — the Built-in Replication Mechanism
of Random Fields
9.2 Semivariogram Analysis and Estimation
9.2.1 Elements of the Semivariogram
9.2.2 Parametric Isotropic Semivariogram Models
9.2.3 The Degree of Spatial Continuity (Structure)
9.2.4 Semivariogram Estimation and Fitting
9.3 The Spatial Model
9.4 Spatial Prediction and the Kriging Paradigm
9.4.1 Motivation of the Prediction Problem
9.4.2 The Concept of Optimal Prediction
9.4.3 Ordinary and Universal Kriging
9.4.4 Some Notes on Kriging
9.4.5 Extensions to Multiple Attributes
9.5 Spatial Regression and Classification Models
9.5.1 Random Field Linear Models
9.5.2 Some Philosophical Considerations
9.5.3 Parameter Estimation
9.6 Autoregressive Models for Lattice Data
9.6.1 The Neighborhood Structure
9.6.2 First-Order Simultaneous and Conditional Models
9.6.3 Parameter Estimation
9.6.4 Choosing the Neighborhood Structure
9.7 Analyzing Mapped Spatial Point Patterns
9.7.1 Introduction
9.7.2 Random, Aggregated, and Regular Patterns — the Notion of
Complete Spatial Randomness
9.7.3 Testing the CSR Hypothesis in Mapped Point Patterns
9.7.4 Second-Order Properties of Point Patterns
9.8 Applications
9.8.1 Exploratory Tools for Spatial Data —
Diagnosing Spatial Autocorrelation with Moran's I
9.8.2 Modeling the Semivariogram of Soil Carbon
9.8.3 Spatial Prediction — Kriging of Lead Concentrations

© 2002 by CRC Press LLC


9.8.4 Spatial Random Field Models — Comparing C/N Ratios among
Tillage Treatments
9.8.5 Spatial Random Field Models — Spatial Regression of
Soil Carbon on Soil N
9.8.6 Spatial Generalized Linear Models — Spatial Trends in the
Hessian Fly Experiment
9.8.7 Simultaneous Spatial Autoregression — Modeling Wiebe's
Wheat Yield Data
9.8.8 Point Patterns — First- and Second-Order Properties of a
Mapped Pattern
Bibliography

© 2002 by CRC Press LLC


Preface

To the Reader
Statistics is essentially a discipline of the twentieth century, and for several decades it was
keenly involved with problems of interpreting and analyzing empirical data that originate in
agronomic investigations. The vernacular of experimental design in use today bears evidence
of the agricultural connection and origin of this body of theory. Omnipresent terms, such as
block or split-plot, emanated from descriptions of blocks of land and experimental plots in
agronomic field designs. The theory of randomization in experimental work was developed
by Fisher to neutralize in particular the spatial effects among experimental units he realized
existed among field plots. Despite its many origins in agronomic problems, statistics today is
often unrecognizable in this context. Numerous recent methodological approaches and
advances originated in other subject-matter areas and agronomists frequently find it difficult
to see their immediate relation to questions that their disciplines raise. On the other hand,
statisticians often fail to recognize the riches of challenging data analytical problems
contemporary plant and soil science provides. One could gain the impressions that
• statistical methods of concern to plant and soil scientists are completely developed and
understood;
• the analytical tools of classical statistical analysis learned in a one- or two-semester
course for non-statistics majors are sufficient to cope with data analytical problems;
• recent methodological work in statistics applies to other disciplines such as human
health, sociology, or economics, and has no bearing on the work of the agronomist;
• there is no need to consider contemporary statistical methods and no gain in doing so.

These impressions are incorrect. Data collected in many investigations and the circum-
stances under which they are accrued often bear little resemblance to classically designed ex-
periments. Much of the data analysis in the plant and soil sciences is nevertheless viewed in
the experimental design framework. Ground and remote sensing technology, yield monito-
ring, and geographic information systems are but a few examples where analysis cannot
necessarily be cast, nor should it be coerced, into a standard analysis of variance framework.
As our understanding of the biological/physical/environmental/ecological mechanisms in-
creases, we are more and more interested in what some have termed the space/time dynamics
of the processes we observe or set into motion by experimentation. It is one thing to collect
data in space and/or over time, it is another matter to apply the appropriate statistical tools to
infer what the data are trying to tell us. While many of the advances in statistical
methodologies in past decades have not explicitly focused on agronomic applications, it
would be incorrect to assume that these methods are not fruitfully applied there. Geostatistical
methods, mixed models for repeated measures and longitudinal data, generalized linear
models for non-normal (= non-Gaussian) data, and nonlinear models are cases in point.

© 2002 by CRC Press LLC


The dedication of time, funds, labor, and technology to study design and data accrual
often outstrip the efforts devoted to the analysis of the data. Does it not behoove us to make
the most of the data, extract the most information, and apply the most appropriate techniques?
Data sets are becoming richer and richer and there is no end in sight to the opportunities for
data collection. Continuous time monitoring of experimental conditions is already a reality in
biomedical studies where wristwatch-like devices report patient responses in a continuous
stream. Through sensing technologies, variables that would have been observed only occasio-
nally and on a whole-field level can now be observed routinely and spatially explicit. As one
colleague put it: “What do you do the day you receive your first five million observations?”
We do not have (all) the answers for data analysis needs in the information technology age.
We subscribe wholeheartedly, however, to its emerging philosophy : Do not to be afraid to
get started, do not to be afraid to stop, and apply the best available methods along the way.
In the course of many consulting sessions with students and researchers from the life
sciences, we realized that the statistical tools covered in a one- or two-semester statistical me-
thods course are insufficient to cope successfully with the complexity of empirical research
data. Correlated, clustered, and spatial data, non-Gaussian (non-Normal) data and nonlinear
responses are common in practice. The complexity of these data structures tends to outpace
the basic curriculum. Most studies do not collect just one data structure, however. Remotely
sensed leaf area index, repeated measures of plant yield, ordinal responses of plant injury, the
presence/absence of disease and random sampling of soil properties, for example, may all be
part of one study and comprise the threads from which scientific conclusions must be woven.
Diverse data structures call for diverse tools. This text is an attempt to squeeze between two
covers many statistical methods pertinent to research in the life sciences. Any one of the main
chapters (§4 to 9) could have easily been expanded to the size of the entire text, and there are
several excellent textbooks and monographs that do so. Invariably, we are guilty of omission.

To the User
Contemporary statistical models cannot be appreciated to their full potential without a
good understanding of theory. Hence, we place emphasis on that. They also cannot be applied
to their full potential without the aid of statistical software. Hence, we place emphasis on that.
The main chapters are roughly equally divided between coverage of essential theory and
applications. Additional theoretical derivations and mathematical details needed to develop a
deeper understanding of the models can be found on the companion CD-ROM. The choice to
focus on The SAS® System for calculations was simple. It is, in our opinion, the most
powerful statistical computing platform and the most widely available and accepted com-
puting environment for statistical problems in academia, industry, and government. In rare
cases when procedures in SAS® were not available and macros too cumbersome we
employed the S-PLUS® package, in particular the S+SpatialStats® module. The important
portions of the executed computer code are shown in the text along with the output. All data
sets and SAS® or S-PLUS® codes are contained on the CD-ROM.

To the Instructor
This text is both a reference and textbook and was developed with a reader in mind who
has had a first course in statistics, covering simple and multiple linear regression, analysis of
variance, who is familiar with the principles of experimental design and is willing to absorb a

© 2002 by CRC Press LLC


few concepts from linear algebra necessary to discuss the theory. A graduate-level course in
statistics may focus on the theory in the main text and the mathematical details appendix. A
graduate-level service course in statistical methods may focus on the theory and applications
in the main chapters. A graduate-level course in the life sciences can focus on the applications
and through them develop an appreciation of the theory. Chapters 1 and 2 introduce statistical
models and the key data structures covered in the text. The notion of clustering in data is a
recurring theme of the text. Chapter 3 discusses requisite linear algebra tools, which are
indispensable to the discussion of statistical models beyond simple analysis of variance and
regression. Depending on the audiences previous exposure to basic linear algebra, this chap-
ter can be skipped. Several possible course concentrations are possible. For example,
1. A course on linear models beyond the basic stats-methods course: §1, 2, (3), 4
2. A course on modeling nonlinear response: §1, 2, (3), 5, 6, parts of 8
3. A course on correlated data: §1, 2, (3), 7, 8, parts of 9
4. A course on mixed models: §1, 2, (3), parts of 4, 7, 8
5. A course on spatial data analysis: §1, 2, (3), 9

In a statistics curriculum the coverage of §4 to 9 should include the mathematical details


and special topics sections §A4 to A9.
We did not include exercises in this text; the book can be used in various types of courses
at different levels of technical difficulty. We did not want to suggest a particular type or level
through exercises. Although the applications (case studies) in §& to * are lengthy, they do not
consitute the final word on any particular data. Some data sets, such as the Hessian fly experi-
ment or the Poppy count data are visited repeatedly in different chapters and can be tackled
with different tools. We encourage comparative analyses for other data sets. If the appli-
cations leave the reader wanting to try out a different approach, to tackle the data from a new
angle, and to improve upon our analysis, we wronged enough to get that right.
This text would not have been possible without the help and support of others. Data were
kindly made available by A.M. Blackmer, R.E. Byers, R. Calhoun, J.R. Craig, D. Gilstrap,
C.A. Gotway Crawford, J.R. Harris, L.P. Hart, D. Holshouser, D.E. Karcher, J.J. Kells, J.
Kelly, D. Loftis, R. Mead, G. A. Milliken, P. Mou, T.G. Mueller, N.L. Powell, R. Reed, J. D.
Rimstidt, R. Witmer, J. Walters, and L.W. Zelazny. Dr. J.R. Davenport (Washington State
University-IRAEC) kindly provided the aerial photo of the potato circle for the cover. Several
graduate students at Virginia Tech reviewed the manuscript in various stages and provided
valuable insights and corrections. We are grateful in particular to S.K. Clark, S. Dorai-Raj,
and M.J. Waterman. Our thanks to C.E. Watson (Mississippi State University) for a detailed
review and to Simon L. Smith for EXP® . Without drawing on the statistical expertise of J.B.
Birch (Virginia Tech) and T.G. Gregoire (Yale University), this text would have been more
difficult to finalize. Without the loving support of our families it would have been impossible.
Finally, the fine editorial staff at CRC Press LLC, and in particular our editor, Mr. John
Sulzycki, brought their skills to bear to make this project a reality. We thank all of these indi-
viduals for contributing to the parts of the book that are right. Its flaws are our responsibility.

Oliver Schabenberger Francis J. Pierce


Virginia Polytechnic Institute and State University Washington State University

© 2002 by CRC Press LLC


About the Authors
This text was produced while Oliver Schabenberger was assistant and associate professor in
the department of statistics at Virginia Polytechnic Institute and
State University. He conducts research on parametric and non-
parametric statistical methods for nonlinear response, non-
normal data, longitudinal and spatial data. His interests are in the
application of statistics to agronomy and natural resource
disciplines. He taught statistical methods courses for non-majors
and courses for majors in applied statistics, biological statistics,
and spatial statistics. Dr. Schabenberger served as statistical
consultant to faculty and graduate students at Virginia Tech and
from 1996 to 1999 in the department of crop and soil sciences at
Michigan State University. He holds degrees in forest
engineering (Dipl.-Ing. F.H.) from the Fachhochschule für
Forstwirtschaft in Rottenburg, Germany, forest science (Diplom) from the Albert-Ludwigs
University in Freiburg, Germany, statistics (M.S.) and forestry (Ph.D.) from Virginia
Polytechnic Institute and State University. He has a research affiliation with the School of
Forestry and Environmental Studies at Yale University and is a member of the American
Statistical Association, the International Biometric Society (Eastern North American Region),
the American Society of Agronomy, and the Crop Science Society of America. Dr.
Schabenberger is a member of the Applications Staff in the Analytical Solutions Division of
SAS Institute Inc., Cary, NC.

Francis J. Pierce is the director of the center for precision agricultural systems at Washington
State University, located at the WSU Irrigated Agriculture
Research & Extension Center (IRAEC) in Prosser, Washington.
He is also a professor in the departments of crop and soil sciences
and biological systems engineering and directs the WSU Public
Agricultural Weather System. Dr. Pierce received his M.S. and
Ph.D. degrees in soil science from the University of Minnesota in
1980 and 1984. He spent the next 16 years at Michigan State
University, where he has served as professor of soil science in the
department of crop and soil sciences since 1995. His expertise is
in soil management and he has been involved in the development
and evaluation of precision agriculture since 1991. The Center for
Precision Agricultural Systems was funded by the Washington
Legislature as part of the University's Advanced Technology Initiative in 1999. As center
director, Dr. Pierce's mission is to advance the science and practice of precision agriculture in
Washington. The center's efforts will support the competitive production of Washington's
agricultural commodities, stimulate the state's economic development, and protect the region's
environmental and natural resources. Dr. Pierce has edited three other books, Soil
Management for Sustainability, Advances in Soil Conservation, and The State of Site-Specific
Management for Agriculture.
© 2002 by CRC Press LLC
Chapter 1

Statistical Models

“A theory has only the alternative of being right or wrong. A model has a
third possibility: it may be right, but irrelevant.” Manfred Eigen. In the
Physicist's Conception of Nature (Jagdish Mehra, Ed.) 1973.

1.1 Mathematical and Statistical Models


1.2 Functional Aspects of Models
1.3 The Inferential Steps — Estimation and Testing
1.4 >-Tests in Terms of Statistical Models
1.5 Embedding Hypotheses
1.6 Hypothesis and Significance Testing — Interpretation of the : -Value
1.7 Classes of Statistical Models
1.7.1 The Basic Component Equation
1.7.2 Linear and Nonlinear Models
1.7.3 Regression and Analysis of Variance Models
1.7.4 Univariate and Multivariate Models
1.7.5 Fixed, Random, and Mixed Effects Models
1.7.6 Generalized Linear Models
1.7.7 Errors in Variable Models

© 2002 by CRC Press LLC




1.1 Mathematical and Statistical Models


Box 1.1 Statistical Models

• A scientific model is the abstraction of a real phenomenon or process that


isolates those aspects relevant to a particular inquiry.

• Inclusion of stochastic (random) elements in a mathematical model leads to


more parsimonious and often more accurate abstractions than complex
deterministic models.

• A special case of a stochastic model is the statistical model which contains


unknown constants to be estimated from empirical data.

The ability to represent phenomena and processes of the biological, physical, chemical, and
social world through models is one of the great scientific achievements of humankind. Scien-
tific models isolate and abstract the elementary facts and relationships of interest and provide
the logical structure in which a system is studied and from which inferences are drawn.
Identifying the important components of a system and isolating the facts of primary interest is
necessary to focus on those aspects relevant to a particular inquiry. Abstraction is necessary
to cast the facts in a logical system that is concise, deepens our insight, and is understood by
others to foster communication, critique, and technology transfer. Mathematics is the most
universal and powerful logical system, and it comes as no surprise that most scientific models
in the life sciences or elsewhere are either developed as mathematical abstractions of real phe-
nomena or can be expressed as such. A purely mathematical model is a mechanistic
(= deterministic) device in that for a given set of inputs, it predicts the output with absolute
certainty. It leaves nothing to chance. Beltrami (1998, p. 86), for example, develops the
following mathematical model for the concentration ! of a pollutant in a river at point = and
time >:
!a=ß >b œ !! a=  ->bexpe  .>f. [1.1]

In this equation . is a proportionality constant, measuring the efficiency of bacterial decom-


position of the pollutant, - is the water velocity, and !! a=b is the initial pollutant concentra-
tion at site =. Given the inputs - , ., and !! , the pollutant concentration at site = and time > is
predicted with certainty. This would be appropriate if the model were correct, all its
assumptions met, and the inputs measured or ascertained with certainty. Important
assumptions of [1.1] are (i) a homogeneous pollutant concentration in all directions except for
downstream flow, (ii) the absence of diffusive effects due to contour irregularities and
turbulence, (iii) the decay of the pollutant due to bacterial action, (iv) the constancy of the
bacterial efficiency, and (v) thorough mixing of the pollutant in the water. These assumptions
are reasonable but not necessarily true. By ignoring diffusive effects, for example, it is really
assumed that the positive and negative effects due to contour irregularities and turbulence will
average out. The uncertainty of the effects at a particular location along the river and point in
time can be incorporated by casting [1.1] as a stochastic model,

© 2002 by CRC Press LLC


!a=ß >b œ !! a=  ->bexpe  .>f € /, [1.2]

where / is a random variable with mean !, variance 5 # , and some probability distribution.
Allowing for the random deviation /, model [1.2] now states explicitly that !a=ß >b is a ran-
dom variable and the expression !! a=  ->bexpe  .>f is the expected value or average
pollutant concentration,
Ec!a=ß >bd œ !! a=  ->bexpe  .>f.

Olkin et al. (1978, p. 4) conclude: “The assumption that chance phenomena exist and can
be described, whether true or not, has proved valuable in almost every discipline.” Of the
many reasons for incorporating stochastic elements in scientific models, an incomplete list
includes the following.
• The model is not correct for a particular observation, but correct on average.
• Omissions and assumptions are typically necessary to abstract a phenomenon.
• Even if the nature of all influences were known, it may be impossible to measure or
even observe all the variables.
• Scientists do not develop models without validation and calibration with real data. The
innate variability (nonconstancy) of empirical data stems from systematic and random
effects. Random measurement errors, observational (sampling) errors due to sampling
a population rather than measuring its entirety, experimental errors due to lack of
homogeneity in the experimental material or the application of treatments, account for
stochastic variation in the data even if all systematic effects are accounted for.
• Randomness is often introduced deliberately because it yields representative samples
from which unbiased inferences can be drawn. A random sample from a population
will represent the population (on average), regardless of the sample size. Treatments
are assigned to experimental units by a random mechanism to neutralize the effects of
unaccounted sources of variation which enables unbiased estimates of treatment
means and their differences (Fisher 1935). Replication of treatments guarantees that
experimental error variation can be estimated. Only in combination with
randomization will this estimate be free of bias.
• Stochastic models are often more parsimonious than deterministic models and easier to
study. A deterministic model for the germination of seeds from a large lot, for
example, would incorporate a plethora of factors, their actions and interactions. The
plant species and variety, storage conditions, the germination environment, amount of
non-seed material in the lot, seed-to-seed differences in nutrient content, plant-to-plant
interactions, competition, soil conditions, etc. must be accounted for. Alternatively, we
can think of the germination of a particular seed from the lot as a Bernoulli random
variable with success (germination) probability 1. That is, if ]3 takes on the value " if
seed 3 germinates and the value ! otherwise, then the probability distribution of ]3 is
simply
1 C3 œ "
:aC3 b œ œ
"1 C3 œ ! .

© 2002 by CRC Press LLC




If seeds germinate independently and the germination probability is constant


throughout the seed lot, this simple model permits important conclusions about the
nature of the seed lot based on a sample of seeds. If 8 seeds are gathered from the lot
8
for a germination test and 1 s œ !3œ" ]3 Î8 is the sample proportion of germinated
seeds, the stochastic behavior of the estimator 1 s is known, provided the seeds were
selected at random. For all practical purposes it is not necessary to know the precise
germination percentage in the lot. This would require either germinating all seeds or a
deterministic model that can be applied to all seeds in the lot. It is entirely sufficient to
be able to state with a desired level of confidence that the germination percentage is
within certain narrow bounds.

Statistical models, in terminology that we adopt for this text, are stochastic models that
contain unknown constants (parameters). In the river pollution example, the model
!a=ß >b œ !! a=  ->bexpe  .>f € /, Ec/d œ !ß Varc/d œ 5 #

is a stochastic model if all parameters a!! ß -ß .ß 5 # b are known. (Note that / is not a constant
but a random variable. Its mean and variance are constants, however.) Otherwise it is a statis-
tical model and those constants that are unknown must be estimated from data. In the seed
germination example, the germination probability 1 is unknown, hence the model
1 C3 œ "
: a C3 b œ œ
"1 C3 œ !

is a statistical one. The parameter 1 is estimated based on a sample of 8 seeds from the lot.
This usage of the term parameter is consistent with statistical theory but not necessarily with
modeling practice. Any quantity that drives a model is often termed a parameter of the
model. We will refer to parameters only if they are unknown constants. Variables that can be
measured, such as plant density in the model of a yield-density relationship are, not parame-
ters. The rate of change of plant yield as a function of plant density is a parameter.

1.2 Functional Aspects of Models


Box 1.2 What a Model Does

• Statistical models describe the distributional properties of one or more


response variables, thereby decomposing variability in known and unknown
sources.

• Statistical models represent a mechanism from which data with the same
statistical properties as the observed data can be generated.

• Statistical models are assumed to be correct on average. The quality of a


model is not necessarily a function of its complexity or size, but is
determined by its utility in a particular study or experiment to answer the
questions of interest.

© 2002 by CRC Press LLC


A statistical model describes completely or incompletely the distributional properties of one
or more variables, which we shall call the response(s). If the description is complete and
values for all parameters are given, the distributional properties of the response are known. A
simple linear regression model for a random sample of 3 œ "ß âß 8 observations on response
]3 and associated regressor B3 , for example, can be written as
]3 œ "! € "" B3 € /3 , /3 µ 33. K ˆ!ß 5 # ‰. [1.3]

The model errors /3 are assumed to be independent and identically distributed a33. b accor-
ding to a Gaussian distribution (we use this denomination instead of Normal distribution
throughout) with mean ! and variance 5 # . As a consequence, ]3 is also distributed as a
Gaussian random variable with mean Ec]3 d œ "! € "" B3 and variance 5 # ,
]3 µ Kˆ"! € "" B3 ß 5 # ‰.

The ]3 are not identically distributed because their means are different, but they remain inde-
pendent (a result of drawing a random sample). Since a Gaussian distribution is completely
specified by its mean and variance, the distribution of the ]3 is completely known, once
values for the parameters "! , "" , and 5 # are known. For many statistical purposes the assump-
tion of Gaussian errors is more than what is required. To derive unbiased estimators of the
intercept "! and slope "" , it is sufficient that the errors have zero mean. A simple linear
regression model with lesser assumptions than [1.3] would be, for example,
]3 œ "! € "" B3 € /3 , /3 µ 33. ˆ!ß 5 # ‰.

The errors are assumed independent zero mean random variables with equal variance (homo-
scedastic), but their distribution is otherwise not specified. This is sometimes referred to as
the first-two-moments specification of the model. Only the mean and variance of the ]3 can
be inferred:
Ec]3 d œ "! € "" B3
Varc]3 d œ 5 # .

If the parameters "! , "" , and 5 # were known, this model would be an incomplete description
of the distributional properties of the response ]3 . Implicit in the description of distributional
properties is a separation of variability into known sources, e.g., the dependency of ] on B,
and unknown sources (error) and a description of the form of the dependency. Here, ] is
assumed to depend linearly on the regressor. Expressing which regressors ] depends on indi-
vidually and simultaneously and how this dependency can be crafted mathematically is one
important aspect of statistical modeling.
To conceptualize what constitutes a useful statistical model, we appeal to what we con-
sider the most important functional aspect. A statistical model provides a mechanism to gene-
rate the essence of the data such that the properties of the data generated under the model are
statistically equivalent to the observed data. In other words, the observed data can be con-
sidered as one particular realization of the stochastic process that is implied by the model. If
the relevant features of the data cannot be realized under the assumed model, it is not useful.
The upper left panel in Figure 1.1 shows 8 œ #" yield observations as a function of the
amount of nitrogen fertilization. Various candidate models exist to model the relationship
between plant yield and fertilizer input. One class of models, the linear-plateau models

© 2002 by CRC Press LLC


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*** START OF THE PROJECT GUTENBERG EBOOK THE LEGEND OF


DAH-NOL-YO, SQUAW ROCK ***
Transcriber’s Notes:
Larger versions of the figures can be viewed by clicking on each figure in a web browser.
An image of the title page is included, followed by a digital version in simplified format.
Additional Transcriber’s Notes are at the end.
THE LEGEND
OF
DAH-NOL-YO,
SQUAW ROCK

Compliments of
The San Francisco and North Pacific Railway,
The Picturesque Route of California.
POMO INDIAN IN DANCING COSTUME MADE
FROM THE FEATHERS OF THE EAGLE
F or forty-six miles The San Francisco and North Pacific Railway, the
Picturesque Route of California, skirts the Russian River. A few of
the many lovely views en-route are shown in this little brochure.
This beautiful country was once occupied by the Pomo Indians, a
brave and flourishing tribe, of whom but very few families remain.
Many of the local features are hallowed by the Indian folk-lore. The
legend of Dah-nol-yo—Squaw Rock, so charmingly written by Mrs. H.
M. Carpenter, of Ukiah, is presented to the reader.
DAH-NOL-YO—Squaw Rock.
THE LEGEND OF DAH-NOL-YO—
SQUAW ROCK.
Among the many extant Indian Legends of Squaw Rock, none has
appeared which relates to the face of stone, on the summit of this
noted mountain. The following is substantially as given by a direct
descendant of Con-che Tadi, a Pomo Chief, who lived in the shadow
of Dah-nol-yo, when time was young.
This Chief was particularly noted for preserving the peace and
harmony of his own tribe and others with which he came in contact.
His faithful squaw Ma-cha-ta (Kingfisher) devoted her time to her
two sons, Ca-ba-ba (Brave one) and Bu-tah-so (Little Bear); and as
is the custom at the present day, gathered the buckeye and acorn,
as a means of subsistence, while her lord smoked his pipe or
enjoyed a nap in the sunshine. As the sons approached manhood
they were inseparable companions and partook of the peaceful
disposition of their illustrious father.
TWIN ROCKS, ON THE RUSSIAN RIVER—NEAR DAH-NOL-
YO.
One day, after vainly endeavoring to catch enough fish for dinner, a
very beautiful Indian woman suddenly appeared before them. When
she merely looked into the water, fish and turtles came out upon the
sand and lay at her feet. She pointed to the east and west, and all
kinds of birds and beasts were at once before her. Ca-ba-ba, the
elder son, who was to be Chief of the tribe when the Tadi went to
the “Happy Hunting Ground,” conceived the idea of making this
young woman his wife, feeling assured that at least a good living
was in store for him through this arrangement. Divining his thoughts
(which did not meet with her approval, as it is supposed she was
already enamored of Bu-tah-so,) she declared, in consequence of his
selfish motives, he should never be the Chief of his tribe, which so
enraged Ca-ba-ba that he threw a fishing spear at her. This missed
its fair mark and was buried in the bosom of Bu-tah-so. All was
immediately in darkness—thunder rolled, lightning flashed and the
whole earth was convulsed. From out the storm the woman’s voice
was heard pronouncing maledictions on the head of Ca-ba-ba and
commanding him to hide himself in Dah-nol-yo, and do penance for
all time. While he suffered in darkness, she said the face of Bu-tah-
so should stand upon his sepulchre as a warning to all evil doers.
The disappearance of the Chief’s sons and the face of one of them,
engraved in stone, upon the mountain overlooking their home, so
frightened the tribe that they fled to the north, and no tribe has
since had the temerity to live in sight of the face on Dah-nol-yo.
CAMP SCENE ON RUSSIAN RIVER ON LINE SAN
FRANCISCO AND NORTH PACIFIC RY.
Here the legend ends, and we take up the threads and weave a little
net of well authenticated facts. When the San Francisco and North
Pacific Railway wound through the picturesque canyon of Che-hool-
be-da-dah (Russian River) a tunnel pierced the base of Dah-nol-yo,
thus opening the door of Ca-ba-ba’s prison and liberating him. In
fear of detection, and a return to his solitary quarters, he cautiously
crept to his childhood’s home only to find desolation. Turning his
eyes to the summit of Dah-nol-yo he was transfixed with terror at
beholding the face of Bu-tah-so looking grimly down upon him. Held
by an invisible power he gazes on, unable to turn his eyes even to
the bear, deer, quail and squirrel, that venture so near, peering in
wonder at the lone man who is to suffer on through all eternity as
he keeps his silent vigil of Dah-nol-yo.
POMO HUT.
RUSSIAN RIVER, GUERNEVILLE IN THE DISTANCE.
BOATING ON RUSSIAN RIVER.
BOHEMIAN GROVE—NEAR GUERNEVILLE. These trees
range from 200 to 300 feet in height.
T he way to reach the Russian River and its scenic surroundings is
by the San Francisco and North Pacific Railway, the Picturesque
Route of California.
Continuous riding over this road does not become monotonous,
owing to the variety and constant change of scenery, traversing, as it
does, Marin, Sonoma, Russian River, Sanel and Ukiah Valleys.
The hand of man, in dotting the country with orchards, vineyards,
grain fields, homes, towns and villages, has most beautifully blended
the domestic with nature’s wildness.
From San Francisco to Ukiah, the terminus of the road, is only 113
miles.
The Counties tributary, Marin, Sonoma, Mendocino and Lake, are
known as the most fertile on the Pacific Coast. The winds from the
Pacific Ocean, tempered by the bordering coast range and redwood
forests, produce a mild and salubrious climate so enjoyable to the
healthy and refreshing to the weak.
The Hotels and Resorts, and the numerous and various mineral
springs, afford every opportunity for health and recreation.
This section is specially desirable to the home-seeker, owing to the
variety and profusion of products which can be raised, and without
irrigation; for in this section, renowned for its richness and fertility
and wonderful soil products, there is not one acre under
irrigation.
Ticket Office, 650 Market Street, Chronicle Building.

General Office, Mutual Life Building, San Francisco.

A. W. Foster, H. C. Whiting,
Pres. and Gen’l Manager. General Superintendent.

R. X. Ryan,
Gen’l Pass’r and Frt. Agt.
Transcriber’s Notes:
The author is Helen McCowen Carpenter (1839-1917).
This pamphlet is not dated, but a review of it appeared in The San Francisco Call, Volume
81, Number 163, May 12, 1897, p. 7.
Punctuation has been made consistent.
The paragraphs beginning “One day, after ...” and “Here the legend ends, ...” have been
transposed.
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