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Incorporating Collateral Data in Conservation Biology
Nicholas A. Linacre, Allan Stewart-Oaten, Mark A. Burgman and Peter K. Ades
Vol. 18, No. 3 (Jun., 2004), pp. 768-774
Stable URL: http://www.jstor.org/stable/3589087
Page Count: 7
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Conservation biologists often need to set ecological modeling assumptions or estimate parameters from sparse data. In some cases this problem can be addressed by incorporating data from closely related species or from the same species at different sites (i.e., collateral data). Currently no structured methods exist for incorporating such information. An analogous problem in Actuarial science is to set premium rates in situations with little direct data on claim frequency or size. The rates are estimated using actuarial credibility theory, which incorporates collateral data with the direct data. actuarial credibility theory combined with the actuarial control cycle financial management process also provides an adaptive mechanism for updating assumptions. This theory may have some utility for ecologists wanting to incorporate collateral data in an adaptive management framework, a companion to approaches such as Bayesian updating. We describe the historical development of actuarial credibility theory from early ad hoc methods to empirical Bayes approaches. We explore some of the theory's strengths, such as relative simple formulae for incorporation collateral data, and we explore some of the theory's weaknesses, such as the use of the best linear approximation to the Bayes estimate. We illustrate potential applications of the theory using an example on the mortality rate of the Powerful Owl (Ninox strenua).
Conservation Biology © 2004 Wiley