[ADMB Users] sdreport
fromdustreturned at gmail.com
Sun Feb 19 01:29:51 PST 2012
I was wrestling with this recently on some Monte Carlo simulations. My
issue was with starting points too close to the true values to allow
exploration of the parameter space, which gave me sd values roughly a
magnitude too low. The other point is just to check and make sure that
any sdreport values for parameters estimated on a log-scale are
treated properly to reflect that.
On Feb 18, 4:13 pm, Mollie Brooks <mbro... at ufl.edu> wrote:
> I'm looking for information on how sdreport vectors are calculated.
> I'm doing a multivariate normal model and I use the solve function to calculate my objective function from the predictions and the variance-covariance matrix.
> I'm interested in the uncertainty of my predictions. So I put them into an sdreport vector. I've looked at CIs calculated as (prediction +/- 2*std) and they are way too narrow (almost never include the true value). I'm wondering if I should try calculating the standard deviations from scratch or if ADMB does exactly what I would do with the variance-covariance matrix. The other possibility is that my measurement error only model is bad and I need to include process error.
> Mollie Brooks
> Ph.D. Candidate
> NSF IGERT Fellow
> Biology Department
> University of Florida
> mbro... at ufl.eduhttp://people.biology.ufl.edu/mbrooks
> Users mailing list
> Us... at admb-project.orghttp://lists.admb-project.org/mailman/listinfo/users
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