A Variance-decomposition Approach to Investigating Multiscale Habitat Associations

The Condor ◽  
2006 ◽  
Vol 108 (1) ◽  
pp. 47 ◽  
Author(s):  
Joshua J. Lawler ◽  
Thomas C. Edwards
The Condor ◽  
2006 ◽  
Vol 108 (1) ◽  
pp. 47-58 ◽  
Author(s):  
Joshua J. Lawler ◽  
Thomas C. Edwards

Abstract The recognition of the importance of spatial scale in ecology has led many researchers to take multiscale approaches to studying habitat associations. However, few of the studies that investigate habitat associations at multiple spatial scales have considered the potential effects of cross-scale correlations in measured habitat variables. When cross-scale correlations in such studies are strong, conclusions drawn about the relative strength of habitat associations at different spatial scales may be inaccurate. Here we adapt and demonstrate an analytical technique based on variance decomposition for quantifying the influence of cross-scale correlations on multiscale habitat associations. We used the technique to quantify the variation in nest-site locations of Red-naped Sapsuckers (Sphyrapicus nuchalis) and Northern Flickers (Colaptes auratus) associated with habitat descriptors at three spatial scales. We demonstrate how the method can be used to identify components of variation that are associated only with factors at a single spatial scale as well as shared components of variation that represent cross-scale correlations. Despite the fact that no explanatory variables in our models were highly correlated (r < 0.60), we found that shared components of variation reflecting cross-scale correlations accounted for roughly half of the deviance explained by the models. These results highlight the importance of both conducting habitat analyses at multiple spatial scales and of quantifying the effects of cross-scale correlations in such analyses. Given the limits of conventional analytical techniques, we recommend alternative methods, such as the variance-decomposition technique demonstrated here, for analyzing habitat associations at multiple spatial scales.


2020 ◽  
Vol 8 (1) ◽  
pp. 102-112
Author(s):  
Subair K ◽  
◽  
Soyebo Yusuf A ◽  

This study adopts the Vector Error Correction Model (VECM) and the variance decomposition techniques in testing the financial acceleration theory in banks intermediation. The bank intermediation variable is categorized into variable deposit mobilization, loan administration, delegated monitoring and risk diversification. Using cointegration analysis and quarterly secondary data between 2009 and 2016, this study assessed the short and long run influence of the categorized bank activities on their stock prices. The results indicate that banks intermediation exact influence on both the short and long run stock prices of DMBs in Nigeria as the ECM (-0.1420) result showed a significant speed of adjustment towards equilibrium while the overall model fitness showed that there is a long run causality running from banks intermediation measures and stock prices. Similarly, the result of the variance decomposition of stock prices shocks indicate that over time a significantly increasing proportion of stock prices is explained by loans and capital (delegated monitoring).


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