Dataset Information

Generalized R-squared for detecting dependence.

ABSTRACT: Detecting dependence between two random variables is a fundamental problem. Although the Pearson correlation coefficient is effective for capturing linear dependence, it can be entirely powerless for detecting nonlinear and/or heteroscedastic patterns. We introduce a new measure, G-squared, to test whether two univariate random variables are independent and to measure the strength of their relationship. The G-squared statistic is almost identical to the square of the Pearson correlation coefficient, R-squared, for linear relationships with constant error variance, and has the intuitive meaning of the piecewise R-squared between the variables. It is particularly effective in handling nonlinearity and heteroscedastic errors. We propose two estimators of G-squared and show their consistency. Simulations demonstrate that G-squared estimators are among the most powerful test statistics compared with several state-of-the-art methods.

SUBMITTER: Wang X

PROVIDER: S-EPMC5793683 | biostudies-literature | 2017 Mar

REPOSITORIES: biostudies-literature

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Generalized R-squared for detecting dependence.

Wang X X Jiang B B Liu J S JS

Biometrika 20170222 1

Detecting dependence between two random variables is a fundamental problem. Although the Pearson correlation coefficient is effective for capturing linear dependence, it can be entirely powerless for detecting nonlinear and/or heteroscedastic patterns. We introduce a new measure, G-squared, to test whether two univariate random variables are independent and to measure the strength of their relationship. The G-squared statistic is almost identical to the square of the Pearson correlation coeffici ...[more]

PMID: 29430028

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Project description:Estimating migration parameters of individuals and populations is vital for their conservation and management. Studies on animal movements and migration often depend upon location data from tracked animals and it is important that such data are appropriately analyzed for reliable estimates of migration and effective management of moving animals. The Net Squared Displacement (NSD) approach for modelling animal movement is being increasingly used as it can objectively quantify migration characteristics and separate different types of movements from migration. However, the ability of NSD to properly classify the movement patterns of individuals has been criticized and issues related to study design arise with respect to starting locations of the data/animals, data sampling regime and extent of movement of species. We address the issues raised over NSD using tracking data from 319 moose (Alces alces) in Sweden. Moose is an ideal species to test this approach, as it can be sedentary, nomadic, dispersing or migratory and individuals vary in their extent, timing and duration of migration. We propose a two-step process of using the NSD approach by first classifying movement modes using mean squared displacement (MSD) instead of NSD and then estimating the extent, duration and timing of migration using NSD. We show that the NSD approach is robust to the choice of starting dates except when the start date occurs during the migratory phase. We also show that the starting location of the animal has a marginal influence on the correct quantification of migration characteristics. The number of locations per day (1-48) did not significantly affect the performance of non-linear mixed effects models, which correctly distinguished migration from other movement types, however, high-resolution data had a significant negative influence on estimates for the timing of migrations. The extent of movement, however, had an effect on the classification of movements, and individuals undertaking short- distance migrations can be misclassified as other movements such as sedentary or nomadic. Our study raises important considerations for designing, analysing and interpreting movement ecology studies, and how these should be determined by the biology of the species and the ecological and conservation questions in focus.

Dataset Information

Generalized R-squared for detecting dependence.

Publications

Generalized R-squared for detecting dependence.

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