Are state-space stock assessment model confidence intervals accurate? Case studies with SAM and Barents Sea stocks
Our main contribution is to examine the reliability of confidence intervals using the SAM state-space fish stock assessment model used for the assessment of many stocks by the International Council for the Exploration of the Seas. We focus on frequentist statistical inferences and more specifically...
Published in: | Fisheries Research |
---|---|
Main Authors: | , , , |
Format: | Article in Journal/Newspaper |
Language: | English |
Published: |
2024
|
Subjects: | |
Online Access: | https://orbit.dtu.dk/en/publications/7a66ee11-fd8f-43f9-a4da-820670f8c4b5 https://doi.org/10.1016/j.fishres.2024.106950 https://backend.orbit.dtu.dk/ws/files/349427127/1-s2.0-S0165783624000146-main.pdf |
id |
ftdtupubl:oai:pure.atira.dk:publications/7a66ee11-fd8f-43f9-a4da-820670f8c4b5 |
---|---|
record_format |
openpolar |
spelling |
ftdtupubl:oai:pure.atira.dk:publications/7a66ee11-fd8f-43f9-a4da-820670f8c4b5 2024-02-11T10:02:27+01:00 Are state-space stock assessment model confidence intervals accurate? Case studies with SAM and Barents Sea stocks Cadigan, Noel G. Albertsen, Christoffer Moesgaard Zheng, Nan Nielsen, Anders 2024 application/pdf https://orbit.dtu.dk/en/publications/7a66ee11-fd8f-43f9-a4da-820670f8c4b5 https://doi.org/10.1016/j.fishres.2024.106950 https://backend.orbit.dtu.dk/ws/files/349427127/1-s2.0-S0165783624000146-main.pdf eng eng https://orbit.dtu.dk/en/publications/7a66ee11-fd8f-43f9-a4da-820670f8c4b5 info:eu-repo/semantics/openAccess Cadigan , N G , Albertsen , C M , Zheng , N & Nielsen , A 2024 , ' Are state-space stock assessment model confidence intervals accurate? Case studies with SAM and Barents Sea stocks ' , Fisheries Research , vol. 272 , 106950 . https://doi.org/10.1016/j.fishres.2024.106950 State-space model Bias Confidence intervals Random effects Conditional article 2024 ftdtupubl https://doi.org/10.1016/j.fishres.2024.106950 2024-01-25T00:04:24Z Our main contribution is to examine the reliability of confidence intervals using the SAM state-space fish stock assessment model used for the assessment of many stocks by the International Council for the Exploration of the Seas. We focus on frequentist statistical inferences and more specifically on inference conditioned on specific values of the state-space model random effects drawn from their process distribution. This is somewhat consistent with simulation self-test procedures that are commonly used to examine the reliability of state-space assessment model results. However, recent research has indicated that some estimation bias may be expected in the conditional setting. Hence, we also investigate recently proposed bias corrected confidence intervals appropriate for the conditional inference setting. The SAM simulation coverage probabilities of 95% confidence intervals for SSB and Fbar were usually slightly larger than 95%, but in a small number of years these coverage probabilities could be much smaller than 95%. The bias corrected confidence intervals were more reliable. When averaged over years, the SAM and bias corrected confidence interval coverage probabilities were similar for the Northeast Artic cod and saithe case studies, but the bias corrected confidence intervals performed much better overall for the haddock case study. Article in Journal/Newspaper Barents Sea Technical University of Denmark: DTU Orbit Barents Sea Fisheries Research 272 106950 |
institution |
Open Polar |
collection |
Technical University of Denmark: DTU Orbit |
op_collection_id |
ftdtupubl |
language |
English |
topic |
State-space model Bias Confidence intervals Random effects Conditional |
spellingShingle |
State-space model Bias Confidence intervals Random effects Conditional Cadigan, Noel G. Albertsen, Christoffer Moesgaard Zheng, Nan Nielsen, Anders Are state-space stock assessment model confidence intervals accurate? Case studies with SAM and Barents Sea stocks |
topic_facet |
State-space model Bias Confidence intervals Random effects Conditional |
description |
Our main contribution is to examine the reliability of confidence intervals using the SAM state-space fish stock assessment model used for the assessment of many stocks by the International Council for the Exploration of the Seas. We focus on frequentist statistical inferences and more specifically on inference conditioned on specific values of the state-space model random effects drawn from their process distribution. This is somewhat consistent with simulation self-test procedures that are commonly used to examine the reliability of state-space assessment model results. However, recent research has indicated that some estimation bias may be expected in the conditional setting. Hence, we also investigate recently proposed bias corrected confidence intervals appropriate for the conditional inference setting. The SAM simulation coverage probabilities of 95% confidence intervals for SSB and Fbar were usually slightly larger than 95%, but in a small number of years these coverage probabilities could be much smaller than 95%. The bias corrected confidence intervals were more reliable. When averaged over years, the SAM and bias corrected confidence interval coverage probabilities were similar for the Northeast Artic cod and saithe case studies, but the bias corrected confidence intervals performed much better overall for the haddock case study. |
format |
Article in Journal/Newspaper |
author |
Cadigan, Noel G. Albertsen, Christoffer Moesgaard Zheng, Nan Nielsen, Anders |
author_facet |
Cadigan, Noel G. Albertsen, Christoffer Moesgaard Zheng, Nan Nielsen, Anders |
author_sort |
Cadigan, Noel G. |
title |
Are state-space stock assessment model confidence intervals accurate? Case studies with SAM and Barents Sea stocks |
title_short |
Are state-space stock assessment model confidence intervals accurate? Case studies with SAM and Barents Sea stocks |
title_full |
Are state-space stock assessment model confidence intervals accurate? Case studies with SAM and Barents Sea stocks |
title_fullStr |
Are state-space stock assessment model confidence intervals accurate? Case studies with SAM and Barents Sea stocks |
title_full_unstemmed |
Are state-space stock assessment model confidence intervals accurate? Case studies with SAM and Barents Sea stocks |
title_sort |
are state-space stock assessment model confidence intervals accurate? case studies with sam and barents sea stocks |
publishDate |
2024 |
url |
https://orbit.dtu.dk/en/publications/7a66ee11-fd8f-43f9-a4da-820670f8c4b5 https://doi.org/10.1016/j.fishres.2024.106950 https://backend.orbit.dtu.dk/ws/files/349427127/1-s2.0-S0165783624000146-main.pdf |
geographic |
Barents Sea |
geographic_facet |
Barents Sea |
genre |
Barents Sea |
genre_facet |
Barents Sea |
op_source |
Cadigan , N G , Albertsen , C M , Zheng , N & Nielsen , A 2024 , ' Are state-space stock assessment model confidence intervals accurate? Case studies with SAM and Barents Sea stocks ' , Fisheries Research , vol. 272 , 106950 . https://doi.org/10.1016/j.fishres.2024.106950 |
op_relation |
https://orbit.dtu.dk/en/publications/7a66ee11-fd8f-43f9-a4da-820670f8c4b5 |
op_rights |
info:eu-repo/semantics/openAccess |
op_doi |
https://doi.org/10.1016/j.fishres.2024.106950 |
container_title |
Fisheries Research |
container_volume |
272 |
container_start_page |
106950 |
_version_ |
1790598409299689472 |