In conservation biology, uncertainty about the choice of a statistical model is rarely considered. Model‐selection uncertainty occurs whenever one model is chosen over plausible alternative models to represent understanding about a process and to make predictions about future observations. The standard approach to representing prediction uncertainty involves the calculation of prediction (or confidence) intervals that incorporate uncertainty about parameter estimates contingent on the choice of a “best” model chosen to represent truth. However, this approach to prediction based on statistical models tends to ignore model‐selection uncertainty, resulting in overconfident predictions. Bayesian model averaging (BMA) has been promoted in a range of disciplines as a simple means of incorporating model‐selection uncertainty into statistical inference and prediction. Bayesian model averaging also provides a formal framework for incorporating prior knowledge about the process being modeled. We provide an example of the application of BMA in modeling and predicting the spatial distribution of an arboreal marsupial in the Eden region of southeastern Australia. Other approaches to estimating prediction uncertainty are discussed.
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Wintle et al. (2003) studied this question.
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