Random effect estimation of time-varying factors in Stock Synthesis

Abstract

Biological processes such as fishery selectivity, natural mortality, and somatic growth can vary over time, but it is challenging to estimate the magnitude of time-variation of demographic parameters in population dynamics models, particularly when using penalized-likelihood estimation approaches. Random-effect approaches can estimate the variance, but are computationally infeasible or not implemented for many models and software packages. We show that existing models and software based on penalized-likelihood can be used to calculate the Laplace approximation to the marginal likelihood of parameters representing variability over time, and specifically demonstrate this approach via application to Stock Synthesis. Using North Sea cod and Pacific hake models as case studies, we show that this method has little bias in estimating variances for simulated data. It also provides a similar estimate of variability in hake recruitment (log-SD = 1.43) to that obtained from Markov chain Monte Carlo (MCMC) methods (log-SD = 1.68), and the method estimates a non-trivial magnitude (log-SD = 0.07) of variation in growth for North Sea cod. We conclude by discussing the generality of the proposed method and by recommending future research regarding its performance relative to MCMC, particularly when estimating multiple variances simultaneously.