Comparison of Uncertainty Estimates in the Short Term Using Real Data
Gavaris, S.; Patterson, K. R.; Lewy, P.; Mesnil, Benoit; Punt, A. E.; Cook, R. M.; Kell, Laurence T.; O’Brien, C. M.; Restrepo, V. R.; Skagen, Dankert W.; Stefánsson, Gunnar
Abstract
In response to increased interest in the Precautionary Approach, various approaches have
been applied to characterize the uncertainty of fisheries assessment projection results. Using
three case studies, a comparison of some commonly applied techniques was undertaken to
determine if different methods give similar perceptions of uncertainty in the short term, with
the same, or very closely similar structural models. The techniques for estimating statistical
uncertainty included the delta method, the parametric bootstrap of data, the nonparametric
bootstrap of residuals and Bayes. Each method was used to derive cumulative frequency
distributions of SSB for 1998 and of change in SSB for 1998 relative to 1992. These
comparisons were contrasted against the sensitivity of uncertainty estimates to fundamental
structural assumptions such as separability. Results displayed measurable and often
repeatable patterns in differences between methods of estimating uncertainty, suggesting that
these differences were peculiar to the methodology and assumptions. The delta method
displayed distributions with longer left tails. Results from Bayes and bootstrap percentile
methods were similar. Bias adjusted results were more conservative. Often however,
differences could be greater when fundamental structural assumptions were altered,
indicating that structural relationships must be either clearly established or proper account
taken of this model uncertainty.
Publisher
ICESSeries
ICES CM documents2000/V:03