This isn't quite the same thing that Harvey appears to be alluding to regarding hearing the sound an octave above, but something string players might be interested in anyway;
http://en.wikipedia.org/wiki/Piano_acousticsand this one, fourth page, second graph of fig. 2, the graph of a harmonic series;
http://arxiv.org/ftp/physics/papers/0605/0605154.pdfAs explained in the Wikipedia, a low tone with necessarily shorter length is countered by increasing string thickness, but the required greater tension results in more harmonics. As the string gets thicker (and with greater tension), the total energy of the increasing harmonics starts becoming greater than the energy of the fundamental.
I have a some nice sheets showing Fourier series of low-mid-high tones on various instruments but I can't find it now. But I remember that the harmonics increased a lot relative to fundamental as the string instruments went lower.
My guess as to why we might hear it an octave above the fundamental on lower notes is that the higher amplitude harmonics combine in a sum/difference ("false bass", "subjective tone", etc.) fashion to make the octave above the fundamental more prominent.
With a larger sound board, e.g. upright bass vs. acoustic guitar, or with tighter bridge coupling, as Thomas mentions above, the fundamental is stronger to begin with, so this octave-above phenomenon would manifest lower and not as noticeably.