[ADMB Users] sdreport mystery

[Paul Conn]

Hi all:
I have an sdreport mystery having to do with a statistical catch-age 
model.  Let me try to set the mood:

It's a dark and stormy night and I'm at my computer.  I try the following:
Run 1:  A model with F/Fmsy and S/Smsy declared as a 'vector'.  The 
Hessian converges properly and I am exceedingly happy. 
Run 2:  A model with F/Fmsy and S/Smsy declared as 'sdreport_vector'.  
The Hessian appears to converge but then there's a bunch of extra DOS 
output saying that the estimated correlation matrix isn't positive 
definite.  (this also happens if I declare terminal stock status as a 
sdreport_number).

So I'm wondering if anyone has insight on why this is happening.  What I 
would guess ADMB is doing in the background is calculating numerical 
derivatives of the sd_report variables w.r.t. the actual parameters and 
then using a Taylor series (delta method) approximation to get a 
variance estimate.  If this is the case, is there a way to check these 
numerical derivatives to pinpoint the problem?  Or am I completely wrong 
about what ADMB is doing here?

Thanks in advance for any thoughts!

Cheers, Paul

-- 
Paul B. Conn, Ph.D. Research Statistician
National Marine Fisheries Service
NOAA Fisheries Center for Coastal Fisheries and Habitat Research
Southeast Fisheries Science Center
101 Pivers Island Rd
Beaufort, NC 28516
phone 252.838.0807
fax 252.728.8619
Paul.Conn at noaa.gov

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