Implementing a generic method for bias correction in statistical models using random effects, with spatial and population dynamics examples

Abstract

Statistical models play an important role in fisheries science when reconciling ecological theory with available data for wild populations or experimental studies. Ecological models increasingly include both fixed and random effects, and are often estimated using maximum likelihood techniques. Quantities of biological or management interest (“derived quantities”) are then often calculated as nonlinear functions of fixed and random effect estimates. However, the conventional “plug-in” estimator for a derived quantity in a maximum likelihood mixed-effects model will be biased whenever the estimator is calculated as a nonlinear function of random effects. We therefore describe and evaluate a new “epsilon” estimator as a generic bias-correction estimator for derived quantities. We use simulated data to compare the epsilon-method with an existing bias-correction algorithm for estimating recruitment in four configurations of an age-structured population dynamics model. This simulation experiment shows that the epsilon-method and the existing bias-correction method perform equally well in data-rich contexts, but the epsilon-method is slightly less biased in data-poor contexts. We then apply the epsilon-method to a spatial regression model when estimating an index of population abundance, and compare results with an alternative bias-correction algorithm that involves Markov-chain Monte Carlo sampling. This example shows that the epsilon-method leads to a biologically significant difference in estimates of average abundance relative to the conventional plug-in estimator, and also gives essentially identical estimates to a sample-based bias-correction estimator. The epsilon-method has been implemented by us as a generic option in the open-source Template Model Builder software, and could be adapted within other mixed-effects modeling tools such as Automatic Differentiation Model Builder for random effects. It therefore has potential to improve estimation performance for mixed-effects models throughout fisheries science.