Population-averaged predictions with generalized linear mixed-effects models in forestry: an estimator based on Gauss−Hermite quadrature

Abstract

Data in forestry are often spatially and (or) serially correlated. In the last two decades, mixed models have become increasingly popular for the analysis of such data because they can relax the assumption of independent observations. However, when the relationship between the response variable and the covariates is nonlinear, as is the case in generalized linear mixed models (GLMMs), population-averaged predictions cannot be obtained from the fixed effects alone. This study proposes an estimator, which is based on a five-point Gauss−Hermite quadrature, for population-averaged predictions in the context of GLMM. The estimator was tested through Monte Carlo simulation and compared with a regular generalized linear model (GLM). The estimator was also applied to a real-world case study, a harvest model. The results showed that GLM predictions were unbiased but that their confidence intervals did not achieve their nominal coverage. On the other hand, the proposed estimator yielded unbiased predictions with reliable confidence intervals. The predictions based on the fixed effects of a GLMM exhibited the largest biases. If statistical inferences are needed, the proposed estimator should be used. It is easily implemented as long as the random effect specification does not contain multiple random effects for the same hierarchical level.