[ADMB Users] sdreport mystery

[John Sibert]

Paul,
I would suggest something like this variant of Run 1:

Declare a second set of variables for the sd report in the PARAMETER_SECTION
sdreport_vercor sdFFmsy;
sereport_vector sdSSmsy;

Compute the FFmsy and SSmsy vectors as in Run 1,

Assign values to the sdreport_vectors

sdFFmsy = FoverFmsy;
sdSSmsy = SoverSmsy;

This assignment is only required after the estimation is complete, so if 
you want to be elegant, you can check the the phase, i.e. 
if (sd_phase() || last_phase()) )
{
  sdFFmsy = FFmsy;
  sdSSmsy = SSmsy;
}
But I would make sure it works before attempting to be too clever.
 
Hope that helps. Let me know if it doesn't.
Cheers,
John


Paul Conn wrote:
> 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
>

-- 
John Sibert
Emeritus Researcher, SOEST
University of Hawaii at Manoa

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