ASSESSING THE RELATIVE SEVERITY OF STRESSORS AT A WATERSHED SCALE

LESTER L. YUAN and SUSAN B. NORTON

National Center for Environmental Assessment, U.S. Environmental Protection Agency, Washington, D.C., U.S.A. ( author for correspondence, e-mail: yuan.lester@epa.gov)

(Received 7 January 2003; accepted 18 September 2003)

Abstract. Water quality monitoring data are usually used independently to report on the condition of streams and watersheds. For example, watersheds are often rated as good, fair, or poor with regard to a single stressor or with regard to an index of biotic integrity. The utility of monitoring data may be enhanced by integrating stressor-response information with the observed stressor data, and reporting stressor levels in terms of their relative effects upon valued ecological resources. We estimated stressor-response relationships at the regional scale using data collected in the Eastern Cornbelt Plains Ecoregion of Ohio. Generalized additive models were used to visualize stressor-response relationships. Piecewise linear functions and simple linear functions were then used to parameterize the observed responses. Parameters derived from the regional models were used to scale observations of stressors in the Big Darby Creek watershed, OH. After scaling, stressors were compared in terms of their spatial distribution and in terms of the severity with which they inuenced the biological endpoint of interest. Stressors most strongly associated with the current ecological condition of the watershed were identied. In the Big Darby Creek watershed, decreases in substrate quality were associated with the most severe decrements in biological condition. At smaller decrements in biological condition, three stressors were important: substrate quality, riparian quality, and increased concentrations of NOx . Keywords: ecological risk assessment, generalized additive models, stressor distribution

1. Introduction Watershed management has been frequently cited as a promising approach for efciently addressing water resource issues (U.S. EPA, 1996; NAS, 1999). Simultaneously considering all streams and lakes within a hydrologically-dened geographic area (i.e. a watershed) may allow communities to more effectively manage both dispersed and point sources of pollution and to preferentially allocate resources toward mitigating activities that cause the most widespread and severe environmental effects. However, this management approach would benet from a clear understanding of the relative effects of human activities and the associated in-stream stressors upon valued ecological resources.
The U.S. Governments right to retain a non-exclusive, royalty free licence in and to any copyright is acknowledged. Environmental Monitoring and Assessment 98: 323349, 2004. 2004 Kluwer Academic Publishers. Printed in the Netherlands.

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The rst requirement for understanding the relative effects of in-stream stressors is comprehensive monitoring data. Methods for monitoring the ecological condition of water resources have progressed enormously in recent years as many states and federal agencies now routinely collect water quality, physical habitat, and biological data using random sampling designs and standardized collection methodologies (Herlihy et al., 2000; Boward et al., 1999; Macauley et al., 2002; U.S. EPA, 2000). Usually, these data are each used independently to assess ecological conditions. The report of Boward et al. (1999) is typical of these assessments. They surveyed and classied streams in Maryland watersheds as good, fair, or poor with regard to different stressors and with regard to sh and macroinvertebrate indices of biological integrity (IBI). (Biological integrity is dened here and throughout this paper in terms of similarity to a set of least-impacted reference sites.) To perform this classication, threshold values, based on state and federal guidelines, were selected for each stressor. For example, stream segments with nitrate concentrations less than 1 mg L1 were classied as good, those with nitrate concentrations falling between 1 and 10 mg L1 were classied as fair, and those with nitrate concentrations exceeding 10 mg L1 were classied as poor. Streams were also assessed independently based on IBI scores, and streams with scores exceeding certain threshold values were classied as good, fair, or poor. These classications provided valuable information about the condition of streams within each watershed. However, the utility of this data for management decisions could be further expanded if the stressor distributions were explicitly linked to their effects upon the biological indicator. For example, what decrease in the index of biotic integrity was associated with a watershed rated as poor in terms of nitrate? How did the biological condition of that watershed compare to another that was rated as poor in terms of physical habitat? One possible approach for linking stressor and biological monitoring data is to apply risk assessment methodologies to the analysis. In an ecological risk assessment, the exposure prole, that is, the probabilities of exposure to certain levels of a stressor, are combined with stressor-response relationships to quantify the probability that adverse ecological effects will occur (U.S. EPA, 1998). For a watershed scale assessment, the exposure prole can be expressed in terms of the fraction of sites at which specied levels of a stressor are exceeded. This type of stressor distribution data is precisely what is collected by many monitoring programs. To characterize effects at the watershed scale, empirical stressor-response relationships can be used. Associations between human activities, in-stream stressors, and changes in biological communities have been examined in many different studies (e.g. Roth et al., 1996; Fausch et al., 1984; Wang et al., 2001; Richards et al., 1996), but the details of these relationships are usually unique to the study area, and analyses specic to the region must be conducted to derive applicable parameter estimates. In this paper, we describe an approach for applying ecological risk assessment methods at a watershed scale, assessing the relative inuences of different in-

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Figure 1. Study area map. Area shaded in light gray indicates extent of Eastern Cornbelt Plains Ecoregion (ECBP). Big Darby Creek Watershed shown shaded in dark gray. Symbols indicate sample locations.

stream stressors and human activities upon the biological integrity of streams in a watershed. We rst describe an empirical model at a regional scale that provides parameters that are appropriate for use in the assessment. We then use this model to scale stressor data collected within a single watershed. The results from this analysis are used to identify the most important stressors, in terms of distribution and severity, in the watershed.

2. Methods 2.1. S TUDY AREA Two different study areas were used in this analysis. The main objective of this work was to assess the relative effects of stressors in the Big Darby Creek watershed. Big Darby Creek is located near the center of Ohio, on the western border of metropolitan Columbus (Figure 1) and has long been prized for its water quality and high species diversity. The creek ows from the north to south and joins

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the Scioto River just south of Columbus. Land use in the watershed is primarily agricultural, but urban land uses have been increasing in recent years. The watershed is entirely contained within the Eastern Cornbelt Plains Ecoregion (Woods et al., 1998). Big Darby Creek has been the subject of an on-going case study to demonstrate watershed ecological risk assessment (Cormier et al., 2000). To conduct a robust statistical analysis, a large number of co-located stressor and biological samples was required. While substantial data were available within the connes of the Darby watershed, only a small fraction of these samples provided complete co-located stressor and biological information. Therefore, the data set used to develop the statistical model included samples collected throughout the Eastern Cornbelt Plains Ecoregion (ECBP). The ECBP is characterized as a glacial till plain with local end moraines. 2.2. DATA The characteristics of the sh community were used as the measure of the biological condition of the wadeable streams in the study area. The Ohio EPA regularly samples sh communities as part of their surface water monitoring program by electroshocking stream segments ranging from 150 to 200 m in length, usually between June and October (Ohio EPA, 1989). Sites are selected based on a veyear, rotating basin strategy to methodically sample streams across the entire state. Within each basin, sites are selected randomly, but are chosen to ensure that streams of all sizes are adequately sampled (Ohio EPA, 1999a). To assess the biological condition of a stream, twelve metrics that represent different functional and compositional aspects of the sh community are computed and scored relative to a set of least-impacted reference sites. These metrics are then summed to create a single index of biological integrity (IBI). For wadeable streams the following metrics are computed: total species richness, sunsh, darter, and sucker richness, intolerant species richness, percent tolerant species, percent omnivores, percent insectivores, percent top carnivores, percent simple lithophils, total number of individuals, and percent individuals with diseases, erosions, lesions, and tumors (DELT) (Ohio EPA, 1988). Each metric is assigned a value of 1, 3, or 5, with a value of 5 corresponding to conditions that are comparable to least-impacted reference sites. Then, the summed value of the metrics (i.e., the IBI) ranges from 12 to 60. The Ohio EPA IBI represented the valued ecological attribute for this analysis (Cormier et al., 2000). To characterize the environmental condition in the sampled streams, a combination of in-stream stressors (habitat and chemical concentrations) and land use data was assembled. Qualitative physical habitat observations are usually recorded by the Ohio EPA at the same time as collecting sh data. The stream habitat structure is visually assessed for a number of different features, including substrate quality, riparian vegetation, in-stream cover, pool and rife quality, and channel quality (Rankin, 1995). Numerical scores are then assigned for each feature and reported

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such that increasing values correspond to increasing physical habitat quality. We multiplied each habitat score by 1, so that the directions of the effects of the habitat stressors were consistent with the chemical stressors, with higher values indicating higher stress. Fish and habitat data were obtained from the Ohio EPA for 19881994 across the entire ECBP. Samples collected at the same locations during the same year were averaged. Chemical data were collected by the Ohio EPA on a different schedule and at somewhat different sampling locations from the sh and habitat data. Data were obtained by querying the EPA STORET database (www.epa.gov/storet) for the years 19881994 for the entire ECBP. To reduce the inuence of samples collected during high ow, the dates of the grab samples were compared with streamow records and those samples collected during or shortly after high ow events were excluded. Streamow records used for this procedure were obtained from the USGS and consisted of 40 gaging stations located throughout the study area (waterdata.usgs.gov). Mean chemical concentrations were then computed using the remaining samples. In the present study area, sufcient data were available to compute mean concentrations for NOx , ammonia, zinc, lead, phosphorus, and biological and chemical oxygen demands. All chemical values were log-transformed as distributions were strongly skewed. Chemical data collected from the ECBP were matched to habitat and sh data collected at same locations using the Ohio EPA river link le. This spreadsheet species streams segments considered equivalent by Ohio EPA biologists. Land cover data were obtained from the Multi-Resolution Land Characteristics Consortium (MRLC, Vogelmann and Wickham, 2000). This data provided consistent nationwide land cover information based on 30 m Landsat Thematic Mapper data collected from 19861993. USGS 1:24 000 hydrography maps were overlaid on this land cover data, and stream segments were located extending 1 km upstream of each sample location. Each of these stream segments was then buffered by 100 m and summary statistics computed for land use within each buffer. Upstream catchments for each sample site were delineated using 30 m digital elevation data, and land cover statistics were computed within each catchment. For both riparian and catchment statistics, land use was specied as one of four categories: urban, agricultural, forest, and all other classications. Catchment area was also computed from the delineated watersheds, and geographic locations extracted from the locational le and expressed as UTM Easting and Northing coordinates. Residuals from exploratory linear regressions between IBI and land cover were examined, and it was determined that square root transformations of land cover produced the most normally distributed residuals. Complete data for 22 explanatory variables were available for 133 biological sample sites in the ECBP (Table I). Explanatory variables included in-stream stressor data (habitat and chemical measurements) and human activity data (land cover summaries), watershed area and sampling point location (latitude and longitude). Before using in the statistical models, the minimum observed value was

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TABLE I Variables names and descriptions Variable name XLOC YLOC AREA SUBST RIP COV CHAN POOL RIFF ZN NOx AMM TSS BOD COD PB PH PTL RPERFOR RPERURB CPERFOR CPERURB Description UTM Easting (km) UTM Northing (km) Catchment area (km2 ) Substrate score (120) Riparian score (110) Cover score (120) Channel score (120) Pool score (120) Rife score (120) Zinc (g L1 ) Nitrate-nitrite (mg N L1 ) Total ammonia (mg N L1 ) Total suspended solids (mg L1 ) Five day biological oxygen demand (mg L1 ) Chemical oxygen demand (mg L1 ) Total Lead (g L1 ) pH Total phosphorus (mg L1 ) Percent forest in riparian zone Percent urban in riparian zone Percent forest in catchment Percent urban in catchment

subtracted from stressor and human activity variables, so that minimum values for these variables were zero. This arithmetic translation was applied only for analytical convenience, so all results will be presented as untranslated values. For the Big Darby watershed analysis, we used all chemical and physical habitat data collected from locations within the watershed, including those not colocated with biological data. Land use statistics for streams in the Darby watershed were obtained by buffering all blue-line reaches located within the watershed. Then, land use statistics were computed in 1 km long buffers for points spaced at 2 km throughout the stream network. Catchments were also delineated for points spaced at regular 2 km intervals throughout the stream network in the Darby watershed, and land use statistics computed for those catchments. Sample sizes differed depending upon the variable (Table II).

TABLE II Distributional statistics for selected stressor variables. The rst value reects distribution within the Darby Creek Watershed. The second value in parentheses reects distribution across ECBP. Variable name descriptions are provided in Table I Min 1.0 (6.0) 1.0 (1.5) 1.00 (1.00) 0.18 (0.05) 0.025 (0.025) 0.50 (0.50) 0.00 (0.00) 13.0 (14.0) 4.6 (4.5) 1.00 (1.00) 1.45 (1.08) 0.025 (0.025) 0.74 (0.68) 0.00 (0.00) 15.9 (15.8) 6.0 (5.8) 1.00 (1.00) 1.86 (1.91) 0.025 (0.025) 0.93 (1.50) 0.00 (0.01) 17.0 (17.0) 8.0 (7.4) 1.00 (1.50) 2.63 (3.51) 0.039 (0.039) 1.28 (3.20) 0.00 (0.11) 25% Median 75% Max 20.0 (20.0) 10.0 (10.0) 1.43 (10.0) 11.30 (13.7) 2.330 (6.425) 7.83 (14.2) 0.89 (0.78) Na 90 90 54 60 63 63 1987

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SUBST RIP PB (g L1 ) NOx (mg L1 ) AMM (mg L1 ) BOD (mg L1 ) RPERURB (%)

a Sample sizes apply only to Darby Creek data. Sample size for ECBP is 133.

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2.3. S TATISTICAL ANALYSIS Exploratory principle components analysis (PCA) was performed on the stressor variables, each of which had been normalized using its standard deviation. The rst six components of the PCA were selected based on scree plots and varimax rotated to help in interpretation (Basilevsky, 1994). Stressor-response relationships were initially estimated using generalized additive models. Generalized additive models (GAM) provide a exible modeling tool for visualizing the relationships between variables (Hastie, 1992) and have been used extensively in ecological studies. Examples of such work include studies of sh recruitment (Daskalov, 1999), sh catch rates (Walsh and Kleiber, 2001), and species-environment relationships for aquatic plants (Heegaard, 2001). GAMs are similar to traditional linear models, except each term in the regression is represented by an arbitrary smooth function. That is, the model is formulated as follows,
p

y = s0 +
i=1

si (xi ) + ,

(1)

where y is the response (IBI), s0 is an additive constant, si are smooth functions, xi are the explanatory variables (shown in Table I), p is the number of explanatory variables, and is the residual error. The advantage of this model is that it requires no initial assumptions about the shape of each response function and can therefore reveal non-linear relationships that would otherwise be missed by conventional linear regression. However, the model still retains the assumption that each explanatory variable is independent, which may not be appropriate for certain combinations of stressors. We also assumed that the errors were distributed normally and used locally weighted linear regression smoothers (loess) for the smoothing functions (Cleveland et al., 1992). For the loess smoothers, we specied a search span equivalent to 0.8 of the range of each explanatory variable, imposing a relatively smooth function on the data. Variables were selected using a stepwise procedure. The initial model included a term for each of the explanatory variables. Then, at each step new models were formed by sequentially adding or dropping variables. The Akaike information criterion (AIC) was then computed for each new model, and the model that reduced AIC by the greatest amount was retained (Hastie, 1992). The stepwise procedure was continued until no improvements in AIC were possible. The model identied by stepwise variable selection was not unique, as other combinations of variables might have also explained similar amounts of variability in the response (George, 2000). However, the goal in this work was to identify measurable environmental variables that were most strongly associated with observed biological responses. As such, we sought only to identify a representative subset of variables that accounted for a large fraction of response variability, without regard for whether the selected set was the optimal subset.

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To inspect the shape of each response function, partial residual plots were constructed for each explanatory variable. The partial residual for each stressor xi was computed by subtracting the predicted effects of all other stressors xj (i=j ) from the observed response. The resulting distribution of points represented the response to the stressor xi , after using the model to control for the effects of the other explanatory variables. One disadvantage of the loess smoothing functions used in this analysis was that they were t to local variables; and therefore, they did not provide parametric representations of modeled relationships. To apply the regional model to the local watershed assessment, parametric representations of stressor-response relationships were required. To obtain model parameters, we used the GAM as initial guidance for identifying explanatory variables and for highlighting potential nonlinear stressor-response relationships. Then, each nonlinear function si in Equation (1) was approximated with a piecewise linear function of the following form, si (x) = 0 + 1 x + for x x0 , for x > x0 , (2) (3)

si (x) = 0 + 1 x0 + 2 (x x0 ) +

where 0 is the y-intercept, 1 is the slope of the rst segment, 0 is the slope of the second segment, x0 is the location along the x axis at which the slope changes, and is a normally distributed error term. This set of equations can be expressed as a single equation as follows, si (x) = 0 + 1 (x x0 ) + 2 (x x0 ) tanh x x0 +, (4)

where 0 , 1 , 2 , and x0 are constants that can be determined by a least-squares t, and is xed at 10% of the range of x. In terms of the piecewise linear function, and the slopes of the two segments are 1 = 1 2 and 2 = 1 + 2 , respectively. The hyperbolic tangent function adds a small curved section at the point at which the slope changes to ensure that the slope is continuous, and the parameter controls the radius of curvature of this small section (Bacon and Watts, 1971). We further constrained each stressor-response relationship such that no change in the mean IBI was predicted at the minimum stress levels observed within the study area. Since each stressor was translated so that their minimum values were zero, we substituted x = 0 into Equation (4), and solved for si (x) = 0. This computation yielded the following constraint: 0 = (1 2 )x0 . (5)

Substituting this constraint into Equation (4) yielded the nal model equation for each piecewise linear response: si (x) = (1 2 )x0 + 1 (x x0 ) + 2 (x x0 ) tanh x x0 +. (6)

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Three parameters for each stressor (1 , 2 , and x0 ) were determined by tting these stressor-response relationships to the observed data. Piecewise linear functions provided parametric representations of the responses that were simple to t using existing software, and exible enough to capture a wide variety of potential response shapes while maintaining the constraint at minimum stressor values. Condence intervals for the locations of each of the linear functions were estimated using bootstrap resampling of the entire data set. The sample set was resampled with replacement 1500 times, and the multivariate piecewise linear model was re-t for each new sample. The 5 and 95% quantiles were selected from each set of 1500 replicates of the response functions to provide 95% condence intervals on the positions of the linear functions. Constraining mean IBI decrements to zero at the minimum stress level as described above also forced condence intervals to zero at minimum stress levels. These condence intervals represented the uncertainty in our estimates of mean decrements in IBI associated with different levels of stress. Predicting an individual IBI decrement for a single set of stressor values would also include the uncertainty associated with natural and unexplained variability and require much broader condence limits. However, we were interested only in comparing the relative effects of different stressors, and natural and unexplained variability would inuence the condence limits for all stressors equally. Thus, we used condence limits associated with mean values. Once the piecewise stressor-response model was established using regional data, it was used to scale the distributions of each stressor in the Big Darby Creek watershed. That is, each stressor observation in the Darby watershed was converted to a predicted decrease or increase in IBI by applying the stressor-specic parameters from the regional stressor-response model. Thus, each stressor distribution was expressed in terms of its inuence upon the biological endpoint. The same approach was used to estimate condence intervals for the scaled stressor distributions within the Darby watershed from the upper and lower 95% condence intervals of the regional stressor-response relationships. Cumulative distribution functions (CDF) for both unscaled and scaled stressors in the Darby watershed were computed and plotted. CDFs of scaled stressors could be compared on a common set of axes. Stressor distributions are also compared using bar plot representations of the CDFs. Bar plots were derived by choosing a level of IBI decrement and reading from the appropriate CDF the fraction of sites affected by each stressor at the chosen level of decrement. Bar plots comparing the fraction of sites affected were generated for decreases in IBI of two, ve, and eight points. All statistical calculations were performed using S-Plus (Insightful Corp., 2001).

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TABLE III Principle components analysis loadings Comp. 1 (17%) RIP COV CHAN POOL RIFF SUBST TSS BOD COD XLOC YLOC AMM PH NOX PTL PB ZN AREA RPERFOR RPERURB SLOPE CPERFOR CPERURB 0.720 0.762 0.881 0.697 0.503 0.376 Comp. 2 (14%) Comp. 3 (9%) Comp. 4 (8%) Comp. 5 (7%) Comp. 6 (6%)

0.282 0.801 0.822 0.444 0.238 0.286 0.220 0.107 0.255 0.233 0.393 0.666 0.249 0.690 0.283

0.543 0.357

0.250

0.254

0.239 0.597 0.761 0.731 0.345 0.248 0.371

0.236

0.204 0.437 0.213

0.697 0.621 0.331

0.236 0.268 0.612 0.832

0.280 0.778 0.418

0.394 0.498 0.288 0.649 0.806 0.244

Loadings with magnitudes less than 0.2 not shown. Loadings greater than 0.5 are shown in bold. The percentage of total variance explained by each component shown in the column label. Chemical concentrations were log-transformed. Land cover variables were square roottransformed.

3. Results 3.1. R EGIONAL MODEL The rst six components of the PCA explained 61% of the variance in the environmental variables (Table III). Variables loaded in the rst rotated component were generally associated with physical habitat: riparian, cover, channel, and pool scores, and percent forest in the riparian zone. Catchment area, total suspended solids, and BOD dened the second rotated component, and UTM Northing coordinate, ammonia, and pH dened the third rotated component. Variables asso-

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TABLE IV Pearson correlation coefcients between explanatory variables RIP SUBST RIP PB NOx AMM BOD RPERURB 0.28 PB 0.00 0.03 NOx 0.00 0.14 0.06 AMM 0.08 0.09 0.12 0.04 BOD 0.00 0.14 0.34 0.25 0.40 RPERURB 0.02 0.18 0.18 0.08 0.09 0.13 YLOC 0.03 0.13 0.01 0.25 0.35 0.40 0.02

Chemical concentrations are log-transformed. RPERURB is square root transformed.

ciated with nutrient enrichment (NOx and total P concentrations) were heavily loaded in the fourth rotated component. Urban land use dened the fth rotated component, and zinc and lead concentrations dened the sixth rotated component. Eight environmental variables were selected in the stepwise GAM procedure: substrate score, riparian score, lead, ammonia, BOD, and NOx concentrations, percent urban land use in the riparian zone, and UTM Northing location. The selected variables were moderately correlated (Table IV); the largest correlation coefcients were observed between ammonia, BOD, and UTM Northing coordinate (r = 0.350.40). BOD was also moderately correlated with lead (r = 0.34) and NOx (r = 0.25), and riparian and substrate scores were somewhat correlated (r = 0.28). UTM Northing coordinate was negatively correlated to NOx (r = 0.25). Correlation coefcients between all other pairs of variables were less than 0.2. Many of the moderate correlations between water chemistry variables were driven by samples in which concentrations were below method detection limits. For example, in 33 samples both BOD and ammonia concentrations were below detection limits, while in 32 samples both BOD and lead concentrations were below detection limits. Omitting these samples and recomputing correlation coefcient may provide a more effective estimate of the collinearity between variables that can affect regression parameters. After omitting no-detect samples, the correlation between ammonia and BOD decreased to 0.29, and the correlation between lead and BOD decreased to 0.16. GAM partial residuals are plotted versus the loess smoothed ts in Figure 2. IBI scores responded nearly linearly for ve out of the eight selected variables. Nonlinear behaviors were observed in responses to NOx , ammonia, and percent urban land use in the riparian zone. The response to increased NOx was weak until reaching a concentration of approximately 1 mg L1 (log NOx 0), at which point IBI decreased sharply. Similarly, IBI scores did not respond strongly to increased ammonia until concentrations exceeded approximately 0.15 mg L1 (log AMM

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Figure 2. Loess ts to partial residuals for each explanatory variable using ECBP dataset. Open circles in each plot indicate observed values of IBI after controlling for the effects of all explanatory variables except for the variable being plotted.

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Figure 3. Piecewise linear approximations (dashed lines) to loess ts (solid lines) for ECBP dataset. Estimates of 95% condence intervals shown as shaded areas.

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TABLE V Regression coefcients for simple linear functions Coefcient Intercept SUBST RIP PB BOD YLOC 54.6 1.0 1.2 11.5 5.3 0.112

All coefcients were signicant with p < 0.05.

0.8). IBI responded immediately to small increases in urban land use, but this trend slowed and even appeared to reverse when urban land use reached approximately 16% of the riparian zone (sqrt RPERURB 0.4). IBI scores increased with increasing BOD concentrations, and as one moved from north to south in the study area. Overall, the GAM model explained 65% of the total variance in IBI across the study area. Piecewise linear functions provided close approximations to the loess curves (Figure 4). The responses of IBI to changes in substrate score, riparian score, lead concentration, BOD concentration, and UTM Northing coordinate were adequately represented with simple linear functions, but piecewise linear functions were required to best model responses to changes in NOx , ammonia, and percent urban land use in the riparian zone. Condence intervals reected our assumptions that the changes in IBI approached zero at minimum stress levels, and the intervals broadened with distance from minimum values. These assumptions were changed to model the relationship between IBI and UTM Northing location, as there was no a priori reason to x values at a specic location. Therefore, condence intervals around the modeled relationship with UTM Northing coordinate increased with distance from the mean value of UTM Northing, as would be expected with conventional linear regression analysis. Numerical values for regression coefcients and transition point values are summarized in Tables V and VI. Simple linear coefcients for substrate score, riparian score, and UTM Northing location were all signicantly different from zero at p < 0.05. For ammonia and NOx , the slopes of the rst segments of each function did not differ signicantly from zero, but the second segments were signicant at p < 0.05. For riparian urban land use, the coefcient for the rst segment was signicant at p < 0.05, but the slope of the second segment did not differ signicantly from zero. The breakpoints between segments in the piecewise regressions were comparable to those observed in the GAM loess model.

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Figure 4. Distributions of stressors in the Darby Creek watershed.

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TABLE VI Regression coefcients for piecewise linear functions 1 NOX AMM RPERURB 0.07 4.6 8.7a 2 3.6a 5.2a 5.3 x0 0.22 (0.60 mg L1 ) 1.1 (0.08 mg L1 ) 0.40 (16%)

a Indicates signicant with p < 0.05. Values for x in original 0

units shown in parentheses.

3.2. S TRESSOR DISTRIBUTIONS IN THE DARBY WATERSHED Distributional statistics of the stressor values in the Big Darby watershed are shown in Table II, and cumulative distribution functions for each of the stressors are plotted in Figure 4. Each point plotted on a cumulative distribution curve indicates the fraction of samples that were less than the corresponding stressor level. The CDFs were computed from a limited number of samples, and so many exhibited a stairstepped shape. The one exception to this pattern was the distribution for urban land use in the riparian zone, where the sample size was large enough to produce a distribution curve that was visually smooth. Distributions for ammonia, lead, and urban land use in the riparian zones were highly skewed: 60% of samples collected in the Darby watershed had no detectable ammonia, 90% of samples had no detectable lead, and 75% of the samples had no urban land use in the riparian zone. Substrate and riparian scores were more uniformly distributed across the range of possible values. Cumulative distribution functions are shown for each selected stressor variable, scaled in terms of the stressors effect on IBI (Figure 5). With the exception of BOD, each horizontal axes now indicates the predicted decreases in IBI associated with increased levels of each stressor. BOD was unique among the selected stressors, because positive changes in IBI were associated with increases in BOD. Therefore, the horizontal axis for its CDF indicates predicted increases in IBI. On each vertical axis the percentage of sites with predicted changes in IBI falling below the specied level is plotted. For example, approximately 75% of observed sites in the Darby showed no decrease in IBI associated with urban land use in the riparian zone, while nearly all sites were predicted to have at least small decreases in IBI associated with poor substrate and riparian scores and elevated NOx . Similarly, we observed that approximately 80% of sites were predicted to have a decrement of less than 8 points of IBI associated with poor substrate scores, while the remaining 20% of sites had a decrement of eight points or greater. The scaled stressor variables also reect the threshold characteristics of the stressor-response relationships. The threshold value for ammonia at log AMM = 1.1 changed the distribution such that 90% of samples were associated with no changes in IBI.

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Figure 5. Scaled CDFs of stressor distributions in the Darby Creek watershed. 95% condence intervals shown as shaded areas. Note that predicted decreases in IBI are plotted on the horizontal axis for all stressors except BOD.

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Figure 6. Scaled cumulative distribution functions of stressors in the Darby Creek watershed.

Estimates of 95% condence intervals for each of the CDFs shown in Figure 5 reected the relative uncertainties of the parameter estimates. Estimation uncertainties increased with distance from the minimum stressor values, and so, errors in the CDFs were greatest at the highest stressor levels. The relatively broad condence intervals for the response to NOx translated into very large uncertainties in the scaled CDF. To compare stressor distributions in the Darby watershed, the scaled cumulative distribution functions are plotted on a common axis in Figure 6. Substrate score was associated with the decrements in IBI of up to 12 points, which was greater than the maximum decrements observed for any other stressor. NOx was associated with highly pervasive, but less severe decrements in IBI. Over 80% of sites were associated with decrements of at least 4 points of IBI, although the condence intervals for the NOx distribution were very broad. The riparian and substrate scores were associated with decrements that were similarly widespread. Ammonia was associated with decrements in IBI at only a small fraction of sites, but where it occurred, the effects were severe. Similarly, urban land use in the riparian zone was associated with isolated but moderately strong effects. Lead was associated with very minor impacts in the watershed. BOD was not included in Figure 6, because it was associated with positive effects.

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Figure 7. Bar plots of scaled stressor distributions in the Darby Creek watershed. Error bars indicate 95% condence intervals.

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Bar plots provide an alternate means of visualizing the relative effects of each type of stressor (Figure 7). Substrate, riparian, and NOx were associated with similar fractions of sites having small decreases in IBI (a decrease of 2 points). However, the uncertainty about the NOx estimation was very large. Substrate and riparian scores were associated with approximately 3035% of sites with moderate decreases in IBI (a decrease of 5 points). At high decrements of IBI (a decrease of 8 points), substrate was the only stressor associated with a substantial number of sites. Ammonia was notable in that it was associated with a small, but consistent fraction of sites for small, moderate, and large decrements of IBI. Urban land use in the riparian zone and lead were only associated with small decrements in IBI, and even then at only a small fraction of sites.

4. Discussion The regional statistical models developed in this analysis provided estimates of stressor-response relationships between the IBI and a selected set of variables that characterized environmental conditions. The direction of the computed stressorresponse relationships generally aligned with expectations. For example, in the present study, marked declines in IBI were associated with decreased substrate quality. In streams of northeast Missouri, Berkman and Rabeni (1987) found that the abundances of insectivores, herbivores, and simple and lithophilous spawners were reduced as ne substrate increased. The relative abundances of insectivores and simple lithophils were two components of the Ohio IBI, so the present ndings seem reasonably comparable to those of Berkman and Rabeni (1987). Others have observed similar changes in sh communities with decreased substrate quality (see Wood and Armitage, 1997). The importance of the riparian zone to biological integrity has been established in a number of studies (e.g. Lammert and Allan, 1999; Richards and Host, 1994; Roth et al., 1996). In the present study, two different metrics, riparian score and percent urban land use in the riparian zone, were signicantly associated with changes in IBI. These two metrics were uncorrelated (r = 0.18) and quantied substantially different characteristics of the riparian zone. Thus, these two metrics may have captured different mechanisms by which the riparian zone could inuence stream biota. The riparian score was derived from local observations of riparian zone quality (including observations of width of intact riparian vegetation, types of adjacent land use, extensiveness of bank erosion and false banks; see Rankin, 1995), so changes in riparian score may have been associated with changes in physical habitat quality, which then inuenced stream biota (Roth et al., 1996). Conversely, urban land use in the riparian zone was computed for stream reaches 1 km in length and reected large scale land use features that could be detected from satellite images. This longer riparian zone may have been associated more

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closely with the ability of the riparian zone to lter pollutants from storm runoff (Osborne and Kovacic, 1993). Ammonia is known to be toxic to aquatic life at elevated concentrations, but the relevant criteria values vary by stream pH and temperature (U.S. EPA, 1999a). At the mean pH and maximum temperatures across the ECBP sample area (pH 8.1, temperature 25 C) the criterion for chronic exposure to total ammonia nitrogen is approximately 1.0 mg L1 . In the present study, decreases in IBI began at approximately 0.1 mg L1 . Differences between the two values may stem from several factors. First, the threshold value identied in this study marks the concentration at which IBI began to decline, which may be a more stringent ecological endpoint than those used to establish the EPA criterion. Second, biota sampled in the eld were subject to multiple stressors, which may have reduced their tolerance of ammonia, and third, the endpoint in the present study (IBI) measures changes in the sh community, which differed substantially from the collection of single species toxicity endpoints used to establish the EPA criterion. The strong association between NOx and IBI was somewhat surprising. Miltner and Rankin (1998) studied the effects of nutrient enrichment in streams throughout Ohio and found that associations of IBI with total nitrogen were not signicant when modeled in conjunction with habitat and other chemical stressors. Instead, they found that total phosphorus was more reliably associated with decreases in IBI. In our analysis, total phosphorus was not signicantly associated with changes in IBI (r = 0.09). One possible explanation for this difference is that the present study area was conned to the ECBP, which has signicantly higher background levels of total phosphorus and nitrogen when compared to the entire state (Ohio EPA, 1999b). Thus, phosphorus may not have been a limiting nutrient in the study area. Because Milter and Rankin (1998) found that only phosphorus had a strong effect upon IBI, the effects of NOx in the present work may have been an indication of a different proximal stressor. NOx has been associated with point source discharges (Ohio EPA, 1999b) and therefore may occur in conjunction with toxic chemicals. Similarly, NOx often originates from agricultural land uses, so elevated NOx could be associated with elevated pesticide concentrations. The presence of a strong association between IBI and UTM Northing coordinate agreed with previous ndings, as the Ohio EPA has found that IBI scores were generally lower in the neighboring ecoregion to north of the ECBP (Ohio EPA, 1988). In fact, the water quality criteria established for IBI by the Ohio EPA are lower in the northern ecoregion, to account for this gradient. This latitudinal gradient may be a manifestation of a change from well-drained to poorly drained soils (Woods et al., 1998), or a gradient in precipitation or temperature. Because of the moderate correlations between UTM Northing coordinate and ammonia and BOD (Table IV), some concern existed as to the effects of collinearity. However, a linear regression of IBI on only UTM Northing coordinate yielded a coefcient of 0.103. This value was very similar to the coefcient determined in the full model,

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suggesting that the effects of latitudinal location were largely independent of the other explanatory variables. Small increases in BOD may be indicative of small inputs of organic pollutants that can stimulate the productivity of the stream and enhance the sh community. This process may explain our ndings of a positive association between IBI and BOD. Others have hypothesized positive associations between low levels of organic enrichment and the sh abundance (Tsai et al., 1991). Additional testing performed by the authors suggested that increases in BOD were associated with increased taxa and sunsh richness. Because BOD levels were generally low (75% of observations were less than 3.2 mg L1 , Table II), organic enrichment at most of the sampled locations was probably not high enough to negatively inuence the biological community. Lead is a known toxicant to aquatic life. The criterion for chronic exposure to lead is 2.5 g L1 (U.S. EPA, 1999b), which is only slightly higher than the detection limit lead used in this present study. In the present analysis, IBI scores decreased as soon as lead concentrations exceeded the detection limit, which seems consistent with the published criterion. As noted earlier, the selected suite of variables was not unique. Selecting variables from different components of a PCA is another commonly used method for identifying prospective explanatory variables (King and Jackson, 1999), and thus, the PCA results provided an alternate means of conrming that a reasonable set of variables were selected. In the present study, virtually every variable was heavily loaded within a different PCA component: riparian score was heavily loaded in the rst component, BOD in the second component, ammonia loaded in the third component, NOx loaded in the fourth component, and lead loaded in the sixth component. Catchment urban land was most heavily loaded in the fth component, but riparian urban land use also showed a moderately strong loading. Substrate score was not a dominant variable in any of the principle components, but had a moderately strong presence in the rst, third, fourth, and fth components (Table III). Overall, the suite of variables selected in the stepwise regression seemed to sufciently represent the range of environmental conditions observed in the study area. Nonlinear stressor-response relationships have long been used in human health risk assessment (Price and Stickney, 1997). However, most previous analyses of ecological eld data have relied upon simple linear functions to characterize relationships, often because of limits imposed by the number of samples collected. The sample sizes in the present study were large enough for us to extract more response information from the data. Based on the distribution of points and the computed condence limits, if appears that the non-linear functions more accurately represented stressor-response relationships, leading to a better assessment of the relative effects of the stressors. For example, the association between ammonia and IBI exhibited a threshold behavior in which IBI did not change below a certain concentration of ammonia. This threshold behavior then changed the assessment of

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the relative effects of ammonia in the Darby watershed, such that 90% of samples were associated with no change in IBI. Non-linear regression methods are being used increasingly in statistical models of ecological responses (Guisan et al., 2002) and show great potential for improving estimates of stressor-response relationships. Modeling stressor-response relationships with other functions, instead of the piecewise linear relationships used here, may have yielded comparable results. However, the piecewise linear functions provided a exible and parsimonious method for capturing the relevant features of the stressor-response relationship. In the Darby Creek watershed, decreases in substrate quality were associated with the most severe declines in IBI. At approximately 15% of sample sites, poor substrate was associated with an eight point drop in IBI. No other stressor was associated with such large declines in IBI and at such a large fraction of sites. The prevalence of substrate impairment in the watershed had been established previously by best professional judgment (TNC, no date; Cormier et al., 2000), but the present analysis provided a means of quantifying the degree to which it dominated. We also determined that at low levels of degradation (i.e. a two point decrease in IBI), riparian score and elevated NOx joined substrate as the most pervasive stressors within the watershed, with each stressor associated with IBI decrements in approximately 80% of the samples collected. Ammonia was associated with a consistent, but small fraction of sites at all levels of IBI decrement, suggesting that where it exceeded threshold concentrations, ammonia was associated with severe effects. Because the stressor data were not collected using a representative, random sample, the conclusions drawn about the prevalence of stressors at sampling points could not be extended to inferences about stressor distributions across all of the streams in the watershed. The one exception to this rule was urban land in the riparian zone, as it represented all streams in the watershed. The power of this method for assessing relative impacts would be greatly increased if used in conjunction with data collected with random sampling designs (see, for example, Herlihy et al., 2000). Severely impaired streams often are inuenced by more than one stressor, which may interact synergistically to cause greater declines than would be expected through a simple addition of the effects. Because this approach considers each stressor as an independent variable, it does not identify stressors that tend to occur in conjunction with other stressors, nor does it identify sites that are inuenced by multiple stressors. The conclusions drawn may therefore under-represent severely impaired sites, as the analysis does not identify streams that are subject to higher ecological risks due to multiple, co-occurring stressors. The analysis approach developed in this study provides a means of quantifying the relative effects of stressors within a watershed, by linking observed stressor levels to the relative effects of each stressor upon valued ecological attributes. Although the stressor-response relationships derived in this study were only correlative, the directions of the responses were consistent with previous research and

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current understanding of the mechanisms by which certain stressors can inuence stream biota. However, to apply these results to management actions, a stronger causal relationship would need to be established. Some of the stressors selected in this study may be the true proximal stressors, while others may be proxies for other variables in the data set or for other unmeasured environmental conditions. The results from the PCA (Table III) could be used initially to identify covarying stressors for further investigation. The modeling results presented here do provide an important line of evidence for establishing causality that can be strengthened using other types of evidence (e.g., stressor-response relationships from experimental studies) (Suter et al., 2002). The understanding derived from this analysis can enhance the abilities of resource managers to allocate resources to stressors that are most responsible for ecological degradation.

Acknowledgements The authors gratefully acknowledge Marc Smith and the Ohio Environmental Protection Agency for collecting and making available the data used in this analysis. The views expressed in this paper are those of the authors and do not necessarily reect the views or policies of the U.S. Environmental Protection Agency. Mention of trade names or commercial products does not constitute endorsement or recommendation for use.

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