Nonlinear parsimonious forest modeling assuming normal distribution of residuals

To avoid the transformation of the dependent variable, which introduces bias when back-transformed, complex nonlinear forest models have the parameters estimated with heuristic techniques, which can supply erroneous values. The solution for accurate nonlinear models provided by Strimbu et al. (Ecosphere 8:e01945, 2017 ) for 11 functions (i.e., power, trigonometric, and hyperbolic) is not based on heuristics but could contain a Taylor series expansion. Therefore, the objectives of the present study are to present the unbiased estimates for variance following the transformation of the predicted variable and to identify an expansion of the Taylor series that does not induce numerical bias for mean and variance. We proved that the Taylor series expansion present in the unbiased expectation of mean and variance depends on the variance. We illustrated the new modeling approach on two problems, one at the ecosystem level, namely site productivity, and one at individual tree level, namely stem taper. The two models are unbiased, more parsimonious, and more precise than the existing less parsimonious models. This study focuses on research methods, which could be applied in similar studies of other species, ecosystem, as well as in behavioral sciences and econometrics.