2022
DOI: 10.1016/j.fishres.2021.106135
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An evaluation of estimability of parameters in the state-space non-linear logistic production model

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Cited by 6 publications
(6 citation statements)
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“…As confounding between process variance and observation error parameters is a common and well-documented problem (Auger-Méthé et al, 2016;Dennis et al, 2006;de Valpine and Hilborn, 2005;Hyun and Kim, 2022), and to keep the focus on the effects of systematically biased observations, observation variances were treated as known values. Thus, the parameter vector is Here, we treat N n,0 as a fixed effect parameter (treating it as a random effect merely shifts confounding problems to the hyperparameters if they are estimated and risks assuming away sources of estimability problems that emerge in practice if the hyperparameters are a priori set).…”
Section: Data S Imul Ation and Model Fit Tin Gmentioning
confidence: 99%
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“…As confounding between process variance and observation error parameters is a common and well-documented problem (Auger-Méthé et al, 2016;Dennis et al, 2006;de Valpine and Hilborn, 2005;Hyun and Kim, 2022), and to keep the focus on the effects of systematically biased observations, observation variances were treated as known values. Thus, the parameter vector is Here, we treat N n,0 as a fixed effect parameter (treating it as a random effect merely shifts confounding problems to the hyperparameters if they are estimated and risks assuming away sources of estimability problems that emerge in practice if the hyperparameters are a priori set).…”
Section: Data S Imul Ation and Model Fit Tin Gmentioning
confidence: 99%
“…As confounding between process variance and observation error parameters is a common and well‐documented problem (Auger‐Méthé et al, 2016; Dennis et al, 2006; de Valpine and Hilborn, 2005; Hyun and Kim, 2022), and to keep the focus on the effects of systematically biased observations, observation variances were treated as known values. Thus, the parameter vector isbold-italicθ=}{Nn,0,βRT,σp,R,βS1T,σp,S1,...,βSn1T,σp,Sn1,ψ1,...,ψn.$$ \boldsymbol{\theta} =\left\{{N}_{n,0},{\boldsymbol{\beta}}_R^T,{\sigma}_{p,R},{\boldsymbol{\beta}}_{S_1}^T,{\sigma}_{p,{S}_1},\dots, {\boldsymbol{\beta}}_{S_{n-1}}^T,{\sigma}_{p,{S}_{n-1}},{\psi}_1,\dots, {\psi}_n\right\}.…”
Section: Data Simulation and Model Fittingmentioning
confidence: 99%
“…Such estimation problems seem to arise when SSMs fail to separate out the two different types of errors (i.e., observation and process errors) from each other. Previous studies discovered that those estimation issues tend to occur when observation error is larger than process error (Dennis et al, 2006;Auger-Méthé et al, 2016;Hyun and Kim, 2022), but our preliminary study indicated that the existence of trends in time series data can also affect the estimability of model parameters in SSMs.…”
Section: Introductionmentioning
confidence: 63%
“…Although a SSPM has a relatively simple structure compared to other contemporary stock assessment models, the likelihood surface may be almost flat or have long level ridges (Hyun and Kim, 2022), so that estimability of its model parameters is often questionable, thus requiring some external aids (e.g., constraints on parameters) for the successful convergence of a model (Millar and Meyer, 2000;McAllister et al, 2001;Punt, 2003;Ono et al, 2012;Parent and Rivot, 2012;Winker et al, 2018Winker et al, , 2020. We consider parameters to be estimable if a unique set of estimates that optimise the likelihood function exists (Auger-Méthé et al, 2016;Auger-Méthé et al, 2021).…”
mentioning
confidence: 99%
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