Power properties if invariant tests for spatial autocorrelation in linear regression

This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases, thus extending the work of Krämer (2005). More generally, the analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of regressors and by the spatial structure. We mainly focus on the problem of residual spatial autocorrelation, in which case it is appropriate to restrict attention to the class of invariant tests, but we also consider the case when the autocorrelation is due to the presence of a spatially lagged dependent variable among the regressors. A numerical study aimed at assessing the practical relevance of the theoretical results is included

Testing for spatial autocorrelation: the regressors that make the power disappear

We show that for any sample size, any size of the test, and any weights matrix outside a small class of exceptions, there exists a positive measure set of regression spaces such that the power of the Cli-Ord test vanishes as the autocorrelation increases in a spatial error model. This result extends to the tests that dene the Gaussian power envelope of all invariant tests for residual spatial autocorrelation. In most cases, the regression spaces such that the problem occurs depend on the size of the test, but there also exist regression spaces such that the power vanishes regardless of the size. A characterization of such particularly hostile regression spaces is provided.

Non-testability of equal weights spatial dependence

We show that any invariant test for spatial autocorrelation in a spatial error or spatial lag model with equal weights matrix has power equal to size. This result holds under the assumption of an elliptical distribution. Under Gaussianity, we also show that any test whose power is larger than its size for at least one point in the parameter space must be biased.

Calibrating flood inundation models: identifying and addressing uncertainty in satellite observed flood extents

Improvements in the resolution of satellite imagery have enabled extraction of water surface elevations at the margins of the flood. Comparison between modelled and observed water surface elevations provides a new means for calibrating and validating flood inundation models, however the uncertainty in this observed data has yet to be addressed. Here a flood inundation model is calibrated using a probabilistic treatment of the observed data. A LiDAR guided snake algorithm is used to determine an outline of a flood event in 2006 on the River Dee, North Wales, UK, using a 12.5m ERS-1 image. Points at approximately 100m intervals along this outline are selected, and the water surface elevation recorded as the LiDAR DEM elevation at each point. With a planar water surface from the gauged upstream to downstream water elevations as an approximation, the water surface elevations at points along this flooded extent are compared to their ‘expected’ value. The pattern of errors between the two show a roughly normal distribution, however when plotted against coordinates there is obvious spatial autocorrelation. The source of this spatial dependency is investigated by comparing errors to the slope gradient and aspect of the LiDAR DEM. A LISFLOOD-FP model of the flood event is set-up to investigate the effect of observed data uncertainty on the calibration of flood inundation models. Multiple simulations are run using different combinations of friction parameters, from which the optimum parameter set will be selected. For each simulation a T-test is used to quantify the fit between modelled and observed water surface elevations. The points chosen for use in this T-test are selected based on their error. The criteria for selection enables evaluation of the sensitivity of the choice of optimum parameter set to uncertainty in the observed data. This work explores the observed data in detail and highlights possible causes of error. The identification of significant error (RMSE = 0.8m) between approximate expected and actual observed elevations from the remotely sensed data emphasises the limitations of using this data in a deterministic manner within the calibration process. These limitations are addressed by developing a new probabilistic approach to using the observed data.

Bergmann's rule and body size in mammals

Aim: To describe the geographical pattern of mean body size of the non-volant mammals of the Nearctic and Neotropics and evaluate the influence of five environmental variables that are likely to affect body size gradients. Location: The Western Hemisphere. Methods: We calculated mean body size (average log mass) values in 110 × 110 km cells covering the continental Nearctic and Neotropics. We also generated cell averages for mean annual temperature, range in elevation, their interaction, actual evapotranspiration, and the global vegetation index and its coefficient of variation. Associations between mean body size and environmental variables were tested with simple correlations and ordinary least squares multiple regression, complemented with spatial autocorrelation analyses and split-line regression. We evaluated the relative support for each multiple-regression model using AIC. Results: Mean body size increases to the north in the Nearctic and is negatively correlated with temperature. In contrast, across the Neotropics mammals are largest in the tropical and subtropical lowlands and smaller in the Andes, generating a positive correlation with temperature. Finally, body size and temperature are nonlinearly related in both regions, and split-line linear regression found temperature thresholds marking clear shifts in these relationships (Nearctic 10.9 °C; Neotropics 12.6 °C). The increase in body sizes with decreasing temperature is strongest in the northern Nearctic, whereas a decrease in body size in mountains dominates the body size gradients in the warmer parts of both regions. Main conclusions: We confirm previous work finding strong broad-scale Bergmann trends in cold macroclimates but not in warmer areas. For the latter regions (i.e. the southern Nearctic and the Neotropics), our analyses also suggest that both local and broad-scale patterns of mammal body size variation are influenced in part by the strong mesoscale climatic gradients existing in mountainous areas. A likely explanation is that reduced habitat sizes in mountains limit the presence of larger-sized mammals.

Automatic near real-time selection of flood water levels from high resolution Synthetic Aperture Radar images for assimilation into hydraulic models: a case study

Flood extents caused by fluvial floods in urban and rural areas may be predicted by hydraulic models. Assimilation may be used to correct the model state and improve the estimates of the model parameters or external forcing. One common observation assimilated is the water level at various points along the modelled reach. Distributed water levels may be estimated indirectly along the flood extents in Synthetic Aperture Radar (SAR) images by intersecting the extents with the floodplain topography. It is necessary to select a subset of levels for assimilation because adjacent levels along the flood extent will be strongly correlated. A method for selecting such a subset automatically and in near real-time is described, which would allow the SAR water levels to be used in a forecasting model. The method first selects candidate waterline points in flooded rural areas having low slope. The waterline levels and positions are corrected for the effects of double reflections between the water surface and emergent vegetation at the flood edge. Waterline points are also selected in flooded urban areas away from radar shadow and layover caused by buildings, with levels similar to those in adjacent rural areas. The resulting points are thinned to reduce spatial autocorrelation using a top-down clustering approach. The method was developed using a TerraSAR-X image from a particular case study involving urban and rural flooding. The waterline points extracted proved to be spatially uncorrelated, with levels reasonably similar to those determined manually from aerial photographs, and in good agreement with those of nearby gauges.

Agriculture and the life histories of Mauritius kestrels

Habitat modification for agriculture is one of the greatest current threats to global biodiversity. Studies show large-scale population declines and short-term demographic impacts, but knowledge of the long-term effects of agriculture on individuals remains poor. This thesis examines the short- and long-term impact of agriculture on a reintroduced population of the Mauritius kestrel Falco punctatus, a tropical forest-dwelling raptor endemic to the island of Mauritius, that also utilises agricultural habitats. This population is a particularly appropriate model system, because complete life history data exists for individuals over a 22-year period, alongside detailed habitat and climate data. Agriculture has a short-term detrimental effect on Mauritius kestrel breeding success by exacerbating the seasonal decline in fledgling production. This is partly driven by the habitat-specific composition of the prey community that kestrels exploit to feed their chicks. The fledglings from agricultural territories tend to recruit in agricultural territories. This is largely due to poor natal dispersal and fine-scale spatial autocorrelation in the habitat matrix. Breeders do not respond to agriculture in the breeding territory by dispersing, unless the pair bond is broken. Therefore, individuals originating in agricultural territories tend to recruit, and remain in, agricultural territories throughout their lives. In addition to this, females from agricultural natal territories have shorter lifespans, schedule their peak reproductive output earlier in life, and exhibit more rapid senescence than non-agricultural females. The combination of this long-term effect and the adult experience of agriculture imposed by life history and environmental constraints, leads to a lower mean lifetime reproductive rate compared to females originating in non-agricultural habitats. These results demonstrate that agriculture experienced in early life has a lifelong effect on individuals. The effects can persist in time and space, with potentially delayed effects on population dynamics. These findings are important for understanding species’ responses to agricultural expansion.

Location, location, location? Analysing property rents in medieval Gloucester

Although medieval rentals have been extensively studied, few scholars have used them to analyse variations in the rents paid on individual properties within a town. It has been claimed that medieval rents did not reflect economic values or market forces, but were set according to social and political rather than economic criteria, and remained ossified at customary levels. This paper uses hedonic regression methods to test whether property rents in medieval Gloucester were influenced by classic economic factors such as the location and use of a property. It investigates both rents and local rates (landgavel), and explores the relationship between the two. It also examines spatial autocorrelation. It finds significant relationships between urban rents and property characteristics that are similar to those found in modern studies. The findings are consistent with the view that, in Gloucester at least, medieval rents were strongly influenced by classical economic factors working through a competitive urban property market.

The correlation structure of spatial autoregressions

This paper investigates how the correlations implied by a first-order simultaneous autoregressive (SAR(1)) process are affected by the weights matrix and the autocorrelation parameter. A graph theoretic representation of the covariances in terms of walks connecting the spatial units helps to clarify a number of correlation properties of the processes. In particular, we study some implications of row-standardizing the weights matrix, the dependence of the correlations on graph distance, and the behavior of the correlations at the extremes of the parameter space. Throughout the analysis differences between directed and undirected networks are emphasized. The graph theoretic representation also clarifies why it is difficult to relate properties ofW to correlation properties of SAR(1) models defined on irregular lattices.