U.S. Fish and Wildlife Service, Bay-Delta Field Office, Sacramento, California.
U.S. Fish and Wildlife Service, Lodi Field Office, Lodi, California.
Biometrics. 2021 Mar;77(1):352-361. doi: 10.1111/biom.13267. Epub 2020 Apr 25.
State-space models (SSMs) are a popular tool for modeling animal abundances. Inference difficulties for simple linear SSMs are well known, particularly in relation to simultaneous estimation of process and observation variances. Several remedies to overcome estimation problems have been studied for relatively simple SSMs, but whether these challenges and proposed remedies apply for nonlinear stage-structured SSMs, an important class of ecological models, is less well understood. Here we identify improvements for inference about nonlinear stage-structured SSMs fit with biased sequential life stage data. Theoretical analyses indicate parameter identifiability requires covariates in the state processes. Simulation studies show that plugging in externally estimated observation variances, as opposed to jointly estimating them with other parameters, reduces bias and standard error of estimates. In contrast to previous results for simple linear SSMs, strong confounding between jointly estimated process and observation variance parameters was not found in the models explored here. However, when observation variance was also estimated in the motivating case study, the resulting process variance estimates were implausibly low (near-zero). As SSMs are used in increasingly complex ways, understanding when inference can be expected to be successful, and what aids it, becomes more important. Our study illustrates (a) the need for relevant process covariates and (b) the benefits of using externally estimated observation variances for inference about nonlinear stage-structured SSMs.
状态空间模型(SSMs)是一种常用于模拟动物丰度的工具。简单线性 SSM 的推断困难是众所周知的,特别是在同时估计过程和观测方差方面。已经研究了几种针对相对简单的 SSM 的补救措施来克服估计问题,但这些挑战和提出的补救措施是否适用于非线性阶段结构 SSM,这是一类重要的生态模型,了解得较少。在这里,我们确定了改进非线性阶段结构 SSM 推断的方法,这些方法适用于带有偏置的顺序生命阶段数据。理论分析表明,参数可识别性要求状态过程中的协变量。模拟研究表明,插入外部估计的观测方差,而不是与其他参数一起联合估计,会减少估计的偏差和标准误差。与先前针对简单线性 SSM 的结果相反,在我们研究的模型中,未发现联合估计的过程和观测方差参数之间存在强烈的混淆。然而,当在动机案例研究中也估计观测方差时,得到的过程方差估计值低得不合理(接近零)。随着 SSM 以越来越复杂的方式被使用,理解何时可以预期推断成功以及哪些辅助措施是重要的。我们的研究说明了(a)需要相关的过程协变量,以及(b)使用外部估计的观测方差进行非线性阶段结构 SSM 推断的好处。