Field Significance of Regression Patterns

Abstract

egression patterns often are used to diagnose the relation between a field and a climate index, but a significance test for the pattern ?as a whole? that accounts for the multiplicity and interdependence of the tests has not been widely available. This paper argues that field significance can be framed as a test of the hypothesis that all regression coefficients vanish in a suitable multivariate regression model. A test for this hypothesis can be derived from the generalized likelihood ratio test. The resulting statistic depends on relevant covariance matrices and accounts for the multiplicity and interdependence of the tests. It also depends only on the canonical correlations between the predictors and predictands, thereby revealing a fundamental connection to canonical correlation analysis. Remarkably, the test statistic is invariant to a reversal of the predictors and predictands, allowing the field significance test to be reduced to a standard univariate hypothesis test. In practice, the test cannot be applied when the number of coefficients exceeds the sample size, reflecting the fact that testing more hypotheses than data is ill conceived. To formulate a proper significance test, the data are represented by a small number of principal components, with the number chosen based on cross-validation experiments. However, instead of selecting the model that minimizes the cross-validated mean square error, a confidence interval for the cross-validated error is estimated and the most parsimonious model whose error is within the confidence interval of the minimum error is chosen. This procedure avoids selecting complex models whose error is close to much simpler models. The procedure is applied to diagnose long-term trends in annual average sea surface temperature and boreal winter 300-hPa zonal wind. In both cases a statistically significant 50-yr trend pattern is extracted. The resulting spatial filter can be used to monitor the evolution of the regression pattern without temporal filtering.