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Maximum likelihood estimation in nonlinear structured fisheries models using survey and catch-at-age data

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Age-structured population dynamics models play an important role in fisheries assessments. Such models have traditionally been estimated using crude likelihood approximations or more recently using Bayesian techniques. We contribute to this literature with three main messages. Firstly, we demonstrate how to estimate such models efficiently by simulated maximum likelihood using Laplace importance samplers for the likelihood function. Secondly, we demonstrate how simulated maximum likelihood estimates may be validated using different importance samplers known to approach the exact likelihood function in different regions of the parameter space. Thirdly, we show that our method works in practice by Monte Carlo simulations using parameter values as estimated from data on the Northeast Arctic cod (Gadus morhua) stock. The simulations suggest that we are able to recover the unknown true maximum likelihood estimates using moderate importance sample sizes and show that we are able to adequately recover the true parameter values.

Document Type: Research Article


Publication date: October 19, 2011

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  • Published continuously since 1901 (under various titles), this monthly journal is the primary publishing vehicle for the multidisciplinary field of aquatic sciences. It publishes perspectives (syntheses, critiques, and re-evaluations), discussions (comments and replies), articles, and rapid communications, relating to current research on cells, organisms, populations, ecosystems, or processes that affect aquatic systems. The journal seeks to amplify, modify, question, or redirect accumulated knowledge in the field of fisheries and aquatic science. Occasional supplements are dedicated to single topics or to proceedings of international symposia.
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