1

M-SURGE 1.8 Users Manual

(Multistate SURvival Generalized Estimation)



April 2006



CHOQUET Rmi, REBOULET Anne-Marie, PRADEL Roger
GIMENEZ Olivier & LEBRETON Jean-Dominique


CEFE U.M.R 5175, 1919 Route de Mende, 34293 Montpellier cedex 5.



This manual is to be cited as:
CHOQUET, R., REBOULET, A.M., PRADEL, R., GIMENEZ, O., LEBRETON, J.D.
(2005). M-SURGE 1-8 User`s Manual. CEFE, Montpellier, France.
(http://ftp.cefe.cnrs.fr/biom/Soft-CR/`).

A regular paper about M-SURGE is:
CHOQUET, R., REBOULET, A.M., PRADEL, R., GIMENEZ, O., LEBRETON, J.D.
(2004). "MSURGE: new software specifically designed for multistate capture
recapture models." Animal Biodiversity and Conservation 27(1): 207-215.






2
1 Introduction..................................................................................................................................................... 3
2 Models in M-SURGE...................................................................................................................................... 4
2.1 General notations .................................................................................................................................... 4
2.2 The two alternative parameterizations oI multistate models ................................................................... 5
2.3 The umbrella model ................................................................................................................................ 5
2.3.1 Dependency oI capture parameters on state oI departure................................................................ 6
2.3.2 Age dependency.............................................................................................................................. 7
2.4 Constrained models................................................................................................................................. 7
2.5 Link Iunctions ......................................................................................................................................... 8
2.6 Unequal time intervals ............................................................................................................................ 9
2.7 Maximum Likelihood Estimation ........................................................................................................... 9
3 Constrained models made easy: GEMACO...................................................................................................10
3.1 Overview................................................................................................................................................10
3.2 Keywords Ior main eIIects .....................................................................................................................10
3.3 Combining eIIects with operators ..........................................................................................................14
3.4 External covariates .................................................................................................................................15
3.5 Aggregation oI parameters: lists ............................................................................................................15
3.6 Aggregation oI parameters: the aggregation operator ............................................................................16
3.7 The keyword 'others ............................................................................................................................16
3.8 DeIinition oI shortcuts............................................................................................................................17
3.9 Redundancy in the transition matrix ......................................................................................................17
3.10 A list oI models ......................................................................................................................................17
4 Data input in M-SURGE................................................................................................................................18
4.1 Data structure .........................................................................................................................................18
4.2 The Biomeco Iormat ..............................................................................................................................18
4.3 The MARK Iormat .................................................................................................................................19
4.4 File oI external covariates ......................................................................................................................19
4.5 File oI time intervals ..............................................................................................................................19
5 A short session with M-SURGE ....................................................................................................................20
5.1 The main window oI M-SURGE............................................................................................................20
5.2 Open a new or old session......................................................................................................................21
5.3 Select the CAS parameterization............................................................................................................23
5.4 Build the CAS model using GEMACO .................................................................................................23
5.5 Changing Initial Values oI Fixing Values oI parameters (IVFV) ..........................................................25
5.6 Set optimization parameters and run the CAS model.............................................................................26
5.7 Results output.........................................................................................................................................27
6 Advanced tools in M-SURGE........................................................................................................................30
6.1 Initial values...........................................................................................................................................31
6.2 The numerical Catchpole Morgan Freeman (CMF) approach Ior redundancy ......................................31
6.3 Deviance ProIile.....................................................................................................................................32
6.4 ProIile conIidence intervals (option C-I by proIile) ...............................................................................34
6.5 Automatic generation oI expected M-ARRAY......................................................................................36
6.6 Automatic generation oI expected CMR data ........................................................................................37
7 Interpreting the output....................................................................................................................................40
7.1 The CAS output Iile ...............................................................................................................................40
7.2 The Iile heading (L1-L8)........................................................................................................................40
7.3 InIormation about the model (L10-L18) ................................................................................................40
7.4 The minimization (L20-L23 and L186-L222)........................................................................................44
7.5 Deviance, AIC and related topics (L25-L41 and L186-L222) ...............................................................45
7.6 Beta estimates (L145-L184)...................................................................................................................45
7.7 MLEs oI parameters and standard errors (L44-L142)............................................................................46
8 A Iew warnings ..............................................................................................................................................46
8.1 Local minima .........................................................................................................................................46
8.2 Logit and multi-state ..............................................................................................................................47
8.3 Additive models .....................................................................................................................................47
8.4 Generalized logit ....................................................................................................................................47
9 Acknowledgments..........................................................................................................................................47
10 Conditions oI external use oI M-SURGE...................................................................................................47
11 ReIerences..................................................................................................................................................47
12 Index ..........................................................................................................................................................49
3
1 Introduction
M-SURGE is a program Ior Iitting models to multistate capture-recapture (CR) data.
Compared to other programs that deal with CR data such as SURGE (Pradel and Lebreton
1991, Reboulet, VialleIont et al. 1999), MS-SURVIV (Hines 1994), MARK (White and
Burnham 1999) or POPAN (Arnason and Schwarz 1999), M-SURGE specializes in multistate
CR models including their recent developments (Lebreton and Pradel 2002). Because oI its
capabilities and user-Iriendliness, M-SURGE can also be used with great beneIit Ior single-
state models oI the Cormack-Jolly-Seber (CJS) Iamily (Lebreton et al., 1992).
In multistate models, contrary to single-state models, individuals can move within a
Iinite set oI states between occasions oI capture. As a consequence, multistate models provide
a general Iramework Ior problems such as:
Analysis oI dispersal (Hestbeck et al. 1991).
Accession to reproduction (Pradel and Lebreton 1999, Lebreton et al. 2003).
Mixtures oI inIormation (Lebreton et al. 1999).
Categorical individual covariates changing over time (Lebreton and Pradel 2002).
M-SURGE beneIits Irom the experience in concepts, user-Iriendliness and numerical
algorithms that was gained when developing SURGE (Pradel and Lebreton 1991, Reboulet,
VialleIont et al. 1999). SURGE, a program Ior the analysis oI single-state CR data widely
used during the 90`s, introduced a number oI Ieatures such as multiple groups, Parameter
Index Matrices and Design Matrices. Following the general philosophy oI modern CR
modeling (Lebreton et al. 1992), M-SURGE oIIers the Iollowing possibilities:
Complex age and/or time-dependent models.
Linear constraints among parameters, in a generalized linear model Iashion.
Maximum Likelihood estimation.
Additionally, M-SURGE is an entirely new program with a number oI advanced
Ieatures designed to make the analysis oI multistate CR data easy and Ilexible. In particular,
six key Ieatures oI M-SURGE, described in greater detail later, stand out:
A wide class of models and parameterizations: M-SURGE covers conditional
models with probability oI recapture at each occasion depending on the current
state (classical Arnason-Schwarz type models, see, e.g., Williams et al., 2001,
p.456) or on both the previous and the current state (Jolly-Move type models;
Brownie et al. 1993). Age and/or time-dependence and multiple groups can be
considered. Survival-transition probabilities can be estimated in combination or
separately as movement and survival probabilities (Hestbeck et al. 1991).
A powerful language of model description: Constrained models are built in a
straightIorward Iashion using a language interpreted by a generator oI design
matrices called GEMACO. This powerIul language is similar to those used in
general statistical soItware packages such as SAS, S-Plus, Genstat or GLIM; Ior
instance, the Iormula t+g generates a model with additive eIIects oI time and
group. This avoids tedious and error-prone matrix manipulations.
An advanced diagnosis of convergence: Convergence is a very sensitive issue
with multistate models. In M-SURGE version 1.8, the user gains a greater control
over convergence through a choice oI starting options including the point oI
convergence oI a previous model, random initial values and multiple random
initial values. Additionally, a warning is issued iI the program stops at a saddle-
point rather than a minimum.
The detection of redundant parameters: The program analyzes the likelihood in
the neighborhood oI the point oI convergence and displays lists oI apparently
4
redundant parameters based on one degree oI severity. Redundancy can then be
double-checked by drawing proIile likelihood curves.
An optimized algorithm for age models: The optional speciIication oI the oldest
relevant age triggers the use oI reduced statistics and speeds calculation.
An automatic generator of data: The program is able to generate expected M-
ARRAY or expected data sets under the model speciIied by GEMACO. Relevant
applications are the planning oI capturerecapture studies (Devineau et al., in
press).
M-SURGE is best used in combination with U-CARE (Choquet et al., 2005), a
program that provides extensive tools Ior data manipulation as well as goodness-oI-Iit (GOF)
tests Ior single- and multi-state CR models. In particular, U-CARE, starting with version 2.1,
includes GOF tests Ior multistate models based on multinomial mixtures (Pradel et al. 2003),
which generalize the classical GOF tests oI the CJS model (Pollock et al. 1985, Burnham et
al. 1987).
Version 1.8 is the Iourth version oI M-SURGE to be distributed. The program is
constantly improved and new capabilities are added. Although M-SURGE has been
extensively tested by many people using a variety oI pilot data sets, we cannot totally exclude
the presence oI bugs. We are grateIul to you Ior reporting any problems by e-mail to the
Iollowing e-mail address: remi.choquetceIe.cnrs.Ir`.
M-SURGE and U-CARE are freely downloadable at the following address
http://ftp.cefe.cnrs.fr/biom/Soft-CR/`
The purpose oI this manual is to provide practical instructions Ior using M-SURGE 1-
8 along with some underlying theory. For a good understanding, basic notions oI CR
methodology are required. We recommend reading: Nichols (1992) Ior a general review oI
CR models, Lebreton et al. (1992) Ior an overview oI constrained models and generalized
linear model philosophy in CR analyses and Lebreton and Pradel (2002) Ior a review oI
multistate models.

The rest oI this manual presents:
The notation and models covered by M-SURGE (Chapter 2)
The language and tools Ior building constrained models (GEMACO; Chapter 3)
Data input (Chapter 4)
An example oI a session with M-SURGE (Chapter 5)
Some advanced tools (Chapter 6)
The output (Chapter 7)
A Iew warnings (Chapter 8).
2 Models in M-SURGE
2.1 General notations
Our presentation oI multistate models will use the Iollowing general notations:
s is the number oI states.
K is the number oI occasions.
A is the maximum relevant age (animals this age or older are put in a
common age class).
k is the occasion index.
i1,.,s is the index oI the previous (or departure) state.
j 1,.,s is the index oI the current (or arrival) state.
5
All matrices oI parameters are written with i as row index and j as column
index, Iollowing the Markov chain literature use rather than the standard
matrix algebra one.
denotes an unconditional transition probability, i.e. the probability that an
individual moves Irom one state to another state over a time interval. This
type oI parameter is named combined survival-transition` in M-SURGE.
F denotes a survival probability, i.e. the probability that an individual
remains alive and at risk oI capture at the end oI a time interval. This type
oI parameter is named Iidelity-survival` in M-SURGE.
denotes a transition probability conditional on survival, i.e. the
probability that an individual moves Irom one state to another state over a
time interval given that it survives. This type oI parameter is simply named
transition` in M-SURGE.
p denotes a capture (or encounter) probability.
2.2 The two alternative parameterizations of multistate models
Multistate models have naturally two types oI Iundamental parameters: the probability that an
animal, which is alive, is encountered; and the probability that an animal, which is alive,
remains alive through the next time interval and moves meanwhile Irom one state to another
(possibly the same) (Arnason 1972, 1973). In M-SURGE, we call the Iirst type oI parameters
capture probabilities` and the second survival-transition probabilities`, and denote them p
and respectively. However, because the state dead` is generally implicit in multistate
models, the sum oI the combined survival-transition probabilities sharing the same state oI
departure is the probability that an animal that leaves this state survives to the next occasion.
II one can reasonably assumes that survival depends only on the state oI departure, this latter
probability is oI prominent interest; hence, the currently more popular alternative
parameterization oI multistate models which sets aside this survival probability and considers
transitions conditional on survival. In M-SURGE, we call the survival type parameters
Iidelity-survivals` to emphasize that permanent emigration out oI the set oI states or sites
considered is conIounded with mortality; and the conditional transition type parameters
simply transitions`. Fidelity-survival parameters are denoted F; transition parameters . Both
the (, p) and (F, , p) parameterizations are available in M-SURGE. Here is how they relate:
iI i and f are respectively the states oI departure and oI arrival oI an animal over a given time
interval, then
i
f i
f i
F
,
,

= . Considering the s x s matrices, ( )
f i ,
= , which is row-stochastic,
( )
f i ,
= which is row sub-stochastic, and the diagonal matrix noted Ior short ( )
i
F D F = , the
above relationships are written in compact matrix Iorm F = (Iurther comments in
Hestbeck et al. 1991).
2.3 The umbrella model
An important, iI not conspicuous, notion in M-SURGE is the umbrella model (UM), the
general model with pre-programmed variation in parameters, later submitted to constraints. In
other terms, the UM is the most general model that can be Iitted at a moment and the one
within which all other models are nested. Actually, the current UM depends on the settings oI
several main options oI the program. Because there are several choices Ior these options, there
are several potential UM in M-SURGE and it is possible to shiIt Irom one to another during a
session. However, this should be done sparingly because the meaning oI a model may be lost
iI the underlying UM is not remembered.
The potential sources oI variation in the parameters are Iive:
6
- groups, i.e. permanent categories oI individuals, such as sexes or species, or discrete
unconnected study sites;
- age, meaning time elapsed since Iirst capture;
- time,
- state oI departure
- and state oI arrival (not Ior survival parameters in the (F, , p) parameterization).
Only state oI departure and age can be set to diIIerent values; variation between groups, over
time and by state oI arrival is always Iull in the UM parameters.

2.3.1 Dependency of capture parameters on state of departure

It is easy to guess that the very most general model that can be Iitted with M-SURGE is
obtained when the parameters are Iully age and state-oI-departure dependent. This means in
particular that the capture parameters in this model depend not only on the current state but
also on the state the animal was in at the previous occasion, just like in the JollyMoVe (JMV)
model oI Brownie et al. (1993). Models where capture probabilities depend on the previous
state are called JMV-type models in M-SURGE or simply JMV models. The alternative is to
have no dependency at all on the previous state Ior capture parameters as in the Arnason-
Schwarz model (Arnason 1972, 1973, Schwarz et al. 1993). These models are called CAS-
type models or simply CAS models in M-SURGE. Here CAS stands Ior Conditional Arnason-
Schwarz, Conditional because models considered here condition on releases, i.e. do not
consider estimation oI population size. By crossing the JMV or CAS recapture probability
models with the separate/combined survival-transition parameterizations one obtains Iour
possible combinations (Table 1).

Thus, M-SURGE provides a great amount oI Ilexibility. The preIerable parameterization may
depend on the biological context. However, the JMV model appears as a natural intermediate
step Ior the GOF testing oI the CAS model (Pradel et al. 2003).
Table 1. The four parameteri:ations of the two basic multistate CR model tvpes used in M-
SURGE. See text for notation and further explanations.

Survival-Transition
parameterizations






Recapture models
Combined

Sub-stochastic matrices
( )
f i,
=
Separate

Diagonal matrices oI Iidelity-
survival prob. ( )
i
F D F = and
Stochastic matrices oI
transition prob. ( )
f i,
=
with * F =
1MV Recapture probabilities
depending on previous and
current state.
Matrix ( )
f i
p P
,
=
1MV with combined
survival-transitions
1MV with separate survival
and transitions
CAS Recapture probabilities
depending on current state
CAS with combined
survival-transitions
CAS with separate survival
and transitions
7
only.
Vector ( )
f
p P =


2.3.2 Age dependency
Starting with version 1.7, the user may speciIy the oldest relevant age in the UM. Then, all
animals this age or older will be treated as belonging to a single age-class. While restricting
the range oI ages narrows the scope oI models that can be Iitted, it may greatly speed the
calculations by allowing the use oI optimized algorithm. Common choices Ior the maximum
relevant age are 1 (A1), which actually means no age eIIect, and 2 (A2), which corresponds
to the Iirst-year age class contrasted to older animals (this is particularly useIul when animals
are marked as young). This last choice can also be used to treat transience (Pradel et al. 1997).

By crossing the JMV or CAS recapture probability models with the separate/combined
survival-transition parameterizations with the age (A=1) or no age eIIect (A1), one obtains
eight possible combinations (Table 2).
Each combination sets the conditions Ior the range oI parameters reachable and hence the
range oI constrained models available. In M-SURGE, parameters are ordered according to
their type as Iollows:
4, P or F, , P
and, within each type oI parameters, in the Iollowing order:
previous state ~ current state ~ time ~ age ~ group,
with the leItmost indices varying Iirst and the rightmost last.
Table 2. Jariations considered in the parameters of the umbrella models of M-SURGE. The
tvpe of variation is represented bv lower indices for time, age and group, and upper indices
for previous state i and current state j.

Recapture model 1MV CAS
Survival-transition
Parameterization
Age option
combined separate combined separate
A/1
if
group age time , ,


if
group age time
p
, ,

i
age time
F
,

if
group age time , ,

if
group age time
p
, ,

if
group age time , ,


f
group age time
p
, ,

i
age time
F
,

if
group age time , ,

f
group age time
p
, ,

A1
if
group time,


if
group time
p
,

i
time
F
if
group time,

if
group time
p
,

if
group time,


f
group time
p
,

i
time
F
if
group time,

f
group time
p
,


2.4 Constrained models
Like SURGE and MARK, M-SURGE makes it possible to build constrained models
that are obtained by imposing linear constraints on the parameters oI the UM, in the spirit oI
generalized linear models (Lebreton et al. 1992). The vector oI 'biological parameters
(parameters oI direct interest to the biologist e.g., (v, P) organized as a vector) is
expressed as a linear transIormation oI a vector oI 'mathematical parameters. To keep the
8
biological parameters, which are probabilities, in their permissible range (0,1), a link Iunction
f is generally applied (see 2.5):
X f = ) ( or, equivalently, ) (
1
X f

=
The matrix X is a 'matrix oI constraints. It can be a genuine design matrix in the case
oI a designed experiment. In M-SURGE, it will be built by GEMACO (GEnerator oI
MAtrices oI COnstraints, see Chapter 3), using the model deIinition language described
below. OIten X will contain both discrete indicator 0/1 variables (Ior equality constraints) and
continuous covariates (e.g., eIIort or weather covariates). An overview oI linear constraints in
CR models with a single state is given by Lebreton et al. (1992).
2.5 Link functions
The biological parameters are probabilities and must lie within the interval ] [ 1 , 0 . To
keep them within (0,1) while working with mathematical parameters over ] [ , , a one-
to-one continuous transIormation f or 'link Iunction is applied to the parameters. In practice
very small or very large values will be back-transIormed respectively into 0 or 1, so in
practice estimates will be in the interval [ ] 1 , 0 , i.e. some estimates may happen to be on the
boundary oI parameter space.
M-SURGE provides Iour link Iunctions; the logit, the complementary log(-log), the
generalized logit and the identity link. The logit is used as link Iunction Ior parameters oI
capture and survival. It is deIined Ior ] [ 1 , 0 x as
( )
x
x
log ) x ( it log

=
1

The complementary log(-log) is used Ior survival and is deIined Ior ] [ 1 , 0 x as
)). log( log( x
For probabilities oI transition or survival-transition , another problem arises. The
transIormations ) a ( it log
11
1
11

= and ) a ( it log
12
1
12

=

ensure that the estimates oI
11

and
12
singly lie within[ ] 1 , 0 . However, with, say, two states, the estimate oI the sum
12 11
+ may well be outside this interval, although it is the estimate oI a Iidelity-survival
probability. This is why M-SURGE uses another link Iunction, the generalized (or
multinomial) logit, denoted as logitgen, which ensures that all parameters and their sum are
within ] [ 1 , 0 . For s survival-transitions parameters s f
if
, , 1 , = , this transIormation is deIined
as:
|
|
|
|
.
|

\
|

=
s
f
if
if
if
log ) ( itgen log
1
1

For transition probabilities , the logitgen transIormation is applied to s-1 parameters
in each row. When s2, the generalized logit reduces to the logit. With more than two states,
some additive eIIects cannot be modeled meaningIully with the generalized logit as
parallelism is not as clearly deIined as with the logit link. In such cases, the identity link may
be used in M-SURGE. A speciIic algorithm is then used to keep estimates within range. This
algorithm being slower, the identity link is not the deIault option.
Table 3. Summarv of link functions which mav be used, depending of the number of states and
of the parameteri:ation. For each case, the less expensive link function in terms of
computation is given in bold.
9

1 state 2 states more than 2 states
Separate Separate parameterization useless Logit,logitgen, identity Logitgen, identity
Combined Logit, log(-log), logitgen, identity Logitgen, identity Logitgen, identity
2.6 Unequal time intervals

M-SURGE takes into account unequal time intervals only in the separate survival and
transition Iormulation (s~1) except when there is only one state. In this last case, the survival-
transition is indeed a survival. The true parameter is then survival per unit oI time f instead oI
survival over the whole interval F. The length oI the time interval t is used to back-calculate
the estimate oI survival over the interval given in the output: Ff
t
.
2.7 Maximum Likelihood Estimation
Based on the assumption oI independence between individuals, the likelihood Ior
multistate CR models is obtained as a product-multinomial likelihood:

+ =
m
m m
)) ( log( n C )) ( L log(
where C is a constant made up oI log Iactorial terms and ( )
m
n n = is a vector oI summary
statistics. The vector oI cell probabilities is a Iunction oI the mathematical parameters
through the biological parameters :
( ) ( ) ( ) ) ( )) X ( f (
~
) (
~
m m m
= = =
1

and the same is true also Ior the log-likelihood.
As mentioned earlier (2.3), Ior both JMV and CAS models, the time and age
dependent models are implemented in M-SURGE Ior any classes oI age together with Iurther
constrained models. For time dependent models (A1), the summary statistics consist oI the
standard multistate m-array described in Brownie et al. (1993). For two classes oI age (A2),
the summary statistics are given in Brownie and Robson (1983). We can demonstrate that Ior
any value oI A, one upper triangular array oI statistics similar to the time dependent one can
be associated with each age class. Thus the summary statistics is composed oI A upper
triangular arrays oI statistics oI decreasing size. Mathematically inclined readers may be
interested to know that these summary statistics are suIIicient although not minimal suIIicient,
which prevents one Irom getting explicit MLEs Ior any multistate model in which the
transitions Iollow a Iirst order Markov chain as in our case.
Maximum Likelihood estimation is accomplished as Iollows:
1) Calculate the vector oI summary statistics ( )
m
n n = .
2) Select an initial value Ior the vector oI mathematical parameters .
3) Calculate the cell probabilities ( ) ) (
m
= .
4) Calculate the relative deviance

= =
m
m m
)) ( log( n ) C ) ( L (log( ) ( Dev 2 2
based on the scalar product ) log( , n .
5) Iterate steps 3-4 in a Quasi-Newton minimization method updating the
vector oI mathematical parameters to decrease ) ( Dev , until convergence.
6) Obtain in turn the MLE`s
`
and the deviance )
`
( Dev and various by-
products oI Maximum Likelihood estimation.
10
Following an optimized order oI computation (Table 4) and scanning the summary
statistics to skip empty cells speeds up the computation oI the cell probabilities.
Table 4. Cell probabilities in matrix form associated with the multistate m-arrav for the time-
dependent CAS model with combined survival-transition parameteri:ation (Brownie et al.
1993) with an optimal order of computation (arrows). Similar matrix formulas are available
for the other parameteri:ations (CAS-separate, JMJ-combined, JMJ-separate).

) ( 3
) ( ) ( ) ( 2
) ( ) ( ) ( ) ( ) ( ) ( 1
4 3 2 release oI
recapture oI Occasion Occasion
4 3
4 3 3 2 3 2
4 3 3 2 2 1 3 2 2 1 2 1
p D
p D q D p D
p D q D q D p D q D p D

1
,
+

k k
P represent survival-transition and capture probability matrices and vectors,
respectively. D is the diagonal operator, and
k s k
p Id q = .

3 Constrained models made easy: GEMACO
3.1 Overview
With GEMACO, one oI the salient Ieatures oI M-SURGE, you will be able to generate
easily the constraint matrix X associated with the model X f = ) ( . For the sake oI
simplicity, a diIIerent constraint matrix is deIined Ior each type oI parameter (Survival,
Capture and Transition or Capture and combined Survival-Transition, depending on the
parameterization chosen). M-SURGE then assembles the overall matrix. For instance, with
matrices X
1
and X
2
Ior survival-transition and recapture probabilities, respectively, the overall
matrix is, in block matrix notation:
|
|
.
|

\
|
=
2
1
0
0
X
X
X
The main step in deIining a matrix oI constraint Ior one type oI parameter consists in
typing a phrase using the Model DeIinition Language (MDL). This phrase will be interpreted
by GEMACO to build X automatically. The MDL language is based on reserved keywords
Ior various eIIects, such as time (t) or group (g), and operators. This language expands the
tensor notation Ior analysis oI variance models (Wilkinson and Rogers 1973, see also
McCullagh and Nelder 1983 p.41) adapted to and advocated Ior CJS models by Lebreton et
al. (1992). Several other steps, some oI which are optional, to build constrained models, will
be examined later. We recommend that you careIully read the presentation oI the MDL and
work through the examples to progressively learn how to 'speak MDL. You will soon
realize that GEMACO along with its MDL oIIer very wide possibilities that make the
building oI nearly any biologically meaningIul model a Iairly easy task.
3.2 Keywords for main effects
In CR modeling, several classical eIIects, such as time, age and group, have been
widely used to explain variability in the data (Lebreton et al. 1992). In the Model DeIinition
11
Language oI M-SURGE, these eIIects are represented by reserved keywords, with synonyms
to Iacilitate writing models. The eIIects and their associated keywords are described in Table
5. These eIIects are here considered by themselves, i.e., as main eIIects in an analysis oI
variance sense. They can also be combined as seen in the next paragraph.
As a Iirst example oI the capabilities oI GEMACO, let us assume we want to run a
CJS-type model with survival constant over time but varying among groups, and recapture
probability varying with time only. All one needs to do then is to deIine the structure Ior
survival and recapture probabilities to be 'g and 't, respectively, exactly as in the tensor
notation oI this model ) , (
t g
p . The time-dependent CJS model is written as ) , (
t t
p .
How is the MDL phrase 't interpreted by GEMACO?. Let us consider Ior instance a
age and time variation in survival probability over a single state and K4 occasions (i.e. 3
intervals). The vector oI parameters is written as:
( )

33 23 22 13 12 11
=
where the Iirst index is Ior age and the second Ior time, and where

v stands Ior the transpose

oI v .
DeIining the model as 't creates a matrix X with as many rows as components in ,
in the same order. Columns correspond to the time index and values correspond to indicator
variables Ior time:
|
|
|
|
|
|
|
|
.
|

\
|
=
1 0 0
1 0 0
0 1 0
1 0 0
0 1 0
0 0 1
X

II there are two groups, deIining the model as 't or 'g leads to matrices X and Y
with twice as many rows, respectively equal to:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
.
|

\
|
=
1 0 0
1 0 0
0 1 0
1 0 0
0 1 0
0 0 1
1 0 0
1 0 0
0 1 0
1 0 0
0 1 0
0 0 1
X and
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
.
|

\
|
=
1 0
1 0
1 0
1 0
1 0
1 0
0 1
0 1
0 1
0 1
0 1
0 1
Y


12
DeIining the model as 'a (Ior age) creates a matrix X with A columns when the
umbrella model contains A classes oI age, with AK-1 then:
|
|
|
|
|
|
|
|
.
|

\
|
=
1 0 0
0 1 0
0 1 0
0 0 1
0 0 1
0 0 1
X .
Note that iI A1 then 'a(1)a, else iI A2 then 'a(1,2)a as 'a(2)a(2,3) else iI A3 then
'a(1,2,3)a.
EIIects 'Irom and 'to take their meaning only when there are several states(s~1).
When 'Irom, or, Ior short, 'I is applied to survival-transition probabilities with 3 states, all
matrices will be equal to:
|
|
|
.
|

\
|
3 3 3
2 2 2
1 1 1



.
(remember! rows previous state, columns current state)
II the structure 'to is used, the survival-transition probabilities will be equal to:
|
|
|
.
|

\
|
3 2 1
3 2 1
3 2 1



.
It will be seen that the two main eIIects (Irom, to) can in turn be combined to Iorm
model with other eIIects. The keywords (d, od, ld, ud) described in Table 5 correspond to
speciIic combinations oI categories oI 'Irom and 'to.
13
Table 5. Effects and kevwords used in the Model Definition Language(MDL) of M-SURGE.
Phrases in MDL are interpreted in GEMACO to build the matrices of constraints X.

EIIects Keywords and synonyms Comments
Constant or Intercept intercept, i To obtain constant parameters
Time time, t Categorical variation over time
('Iactor with K-1 levels)
Age age, a Categorical variation over age (time
elapsed since Iirst capture)
('Iactor with K-1 levels).
More reIined age variations are
introduced later
Cohort cohort, c Categorical variation between cohorts
(batches oI individuals released Ior the
Iirst time with a mark on a same
occasion) ('Iactor with K-1 levels)
Group group, g Categorical variation between groups
Departure state ('Irom)
or previous state
(capture)
Irom, I
previous, p

Forces rows in or matrices to
diIIer.
In JMV models, Iorces rows in p
matrices to diIIer
not active on p in CAS models
Arrival state (to`)
or current or next state
(capture)
to, next, n, current Forces columns in or matrices to
diIIer
Not active on F parameters
In JMV models, Iorces rows in p
matrices to diIIer
In CAS models Iorces terms in p vector
to diIIer
Diagonal d Constant diagonal terms in a s x s
matrix oI parameters
OII-Diagonal od Constant oII-diagonal terms in a s x s
matrix oI parameters
Upper diagonals ud Constant terms in each upper diagonal
oI a s x s matrix
Lower diagonals ld Constant terms in each lower diagonal
oI a s x s matrix
Covariates x See 3.4
14
3.3 Combining effects with operators
Two operators can be used to combine eIIects to generate more complex models: Let a
and b be two Iactors with m
a
and m
b
categories, respectively.
Dot product (.): a.b` is the product column by column oI a by b, i.e. the set oI all
combinations oI categories oI the Iactors a and b, i.e. a model with interaction. The
result a.b is a Iactor with m
a
x m
b
categories. This dot product is the 'crossing
operator oI McCullagh and Nelder (1989 p 48-70).
Sum (+): a+b` joins the columns oI a and b. II the intercept (constant column
equal to one) is obtained as linear combination oI the variables in a and also oI
those in b, the Iirst column oI b is suppressed to avoid linear redundancy. The
result ab has then m
a
m
b
-1 columns. Otherwise, all the columns oI a and b are
kept.
In the previous example, one obtains Ior t.g and tg, respectively, the matrices:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
.
|

\
|
=
1 0 0 0 0 0
1 0 0 0 0 0
0 1 0 0 0 0
1 0 0 0 0 0
0 1 0 0 0 0
0 0 1 0 0 0
0 0 0 1 0 0
0 0 0 1 0 0
0 0 0 0 1 0
0 0 0 1 0 0
0 0 0 0 1 0
0 0 0 0 0 1
X and
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
.
|

\
|
=
0 1 0 0
0 1 0 0
0 0 1 0
0 1 0 0
0 0 1 0
0 0 0 1
1 1 0 0
1 1 0 0
1 0 1 0
1 1 0 0
1 0 1 0
1 0 0 1
Y
The dot and sum operators have a well-known role in single-state models: Ior instance
the CJS model run independently by group will be denoted as ) , (
. . t g t g
p .
The dot operator is very useIul in combination the 'Irom and 'to eIIects when there
is more than one state (s~1): 'from.to applied to a transition probability matrix induces a
variation by rows and columns, i.e.; a matrix with all elements diIIerent:
|
|
|
.
|

\
|
9 6 3
8 5 2
7 4 1




Several eIIects can be combined using these operators since in a.b and ab, a and b
can themselves be model Iormulae. As a consequence oI these rules, the JMV model with
separate transition-survival representation is as easily generated as is the CAS time-dependent
model (Table 6). Note how the simple change oI eIIects on capture probability is all that is
needed to switch Irom one to the other.
Table 6. Specification of JMJ and CAS models using the MDL in M-SURGE. The table gives
the MDL kev-words necessarv to generate the JMJ and the CAS models, respectivelv.

Parameters Models JMV CAS
Iidelity-survival F Irom.t Irom.t
15
transition Irom.to.t Irom.to.t
capture p Irom.to.t to.t

The dot operator has priority over the ' operator. This order can be changed using
brackets as Ior instance in '|a+t|.g.
3.4 External covariates
Let us assume in the previous example that a time-dependent covariate x is available
as a column vector
|
|
|
.
|

\
|
=
3
2
1
x
x
x
x . Let
|
|
|
.
|

\
|
=
3
2
1
1
1
1
x
x
x
v be the matrix obtained by adding a constant
column Ior the intercept. The X matrix corresponding to a linear eIIect oI this time-dependent
covariate within model t is
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
.
|

\
|
=
3
3
2
3
2
1
3
3
2
3
2
1
1
1
1
1
1
1
1
1
1
1
1
1
x
x
x
x
x
x
x
x
x
x
x
x
X , which can be checked to reduce to the matrix product t*y, or it*x where
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
.
|

\
|
=
1
1
1
1
1
1
1
1
1
1
1
1
i .
Thus, the matrix product oI a Iactor by an external covariate is a way oI replacing this
Iactor by the linear eIIect oI the covariate. Contrary to the dot ('.) and sum (') operators,
the '* operator which is indeed to the traditional matrix product is neither commutative nor
associative. The deIault priority order oI operations is ( . *), and, as above, can be
changed using brackets (e.g., 'a.t]`x ).
Several covariates related to diIIerent eIIects can be used simultaneously provided
they are prepared in a same Iile with a speciIic Iormat (see section 4.4). They are then used as
x(1), x(2),.etc. (e.g., ' t`x(1) ).
3.5 Aggregation of parameters: lists
M-SURGE oIIers several possibilities oI 'grouping parameters in the broad sense.
First, one oIten needs to build eIIects that are less complex than Iull dependence on time, age
or any other Iactor. Such eIIects on models are obtained by lumping categories. For instance
in an analysis oI European Dipper data over 6 years, Iloods decreased survival in years 2 and
3 (Lebreton et al. 1992). The resulting X matrix is obtained by lumping years 2 and 3 on the
one hand, and year 1, 4, 5, and 6 on the other hand. This is done in M-SURGE using lists of
categories, each list corresponding to a set oI categories lumped together. In the Dipper
example, the model Iormula to reduce the variation over time to two levels is 't(1 4 5 6, 2 3).
Similarly, over 7 occasions, to distinguish the Iirst year aIter capture Irom the other ones, as
two age-classes, one will use 'a(1, 2 3 4 5 6 7) or 'a(1, 2:7). The overall syntax 'keyword
16
(list_1, list_2,., list_m) where lists (deIined below) are separated by commas generates a
Iactor with m levels. Each list can be either:
a list oI integers 'j k l ..
Example: 'a(1) is the Iirst age class. 'a(1 2) aggregates the Iirst two age classes.
a discrete interval 'i:j as a shortcut Ior the set oI integers i,i1,.,j}.
Example: 'a(3:7) is equivalent to 'a(3 4 5 6 7).
a series oI indices 'i:k:j as a shortcut Ior the set oI integers i, ik, i2k,.}, in
which two successive integers are separated by the step k.
Example: 'a(3:2:7) and 'a(3:2:8) are both equivalent to 'a(3 5 7).
A composite list using '; and square brackets, according to the syntax
'listlist1;list2;.]
Example: 'a( 2:3; 6:7; 10]) is equivalent to 'a(2 3 6 7 10).
The syntax 'keyword(list) constrains all parameters in the list to be equal, and leaves
the parameters corresponding to the other categories oI the eIIect in keyword unconstrained.
In terms oI the corresponding X matrices, it sums the columns in the list to produce a single
column and leaves the other unchanged.
II only two age-classes (A2) are used Ior the umbrella model then the model can be re-
written a(1,2) instead oI a(1,2:7).
The operator can also be used in this context: the Iormula 't(1 4 5 6, 2 3) in the dipper
example above is equivalent to the Iormula 't(1 4 5 6) + t(2 3). In this type oI combination,
when one wants to keep a series oI consecutive categories (or equivalently, oI Iactor levels)
distinct, one can also use the sign '_ to replace the list with commas as separators. The
overall syntax is 'keyword(., i_j, .) which constrains all levels between i and j to be
diIIerent.
Example: 't(1:3,4_6) 't(1 2 3,4,5,6) Iorces levels 1, 2, 3 to be equal and keeps levels 4, 5,
6 diIIerent.
3.6 Aggregation of parameters: the aggregation operator
Lists make it possible only to aggregate parameters within a same main eIIect. The
aggregation operator &` makes it possible to aggregate parameters corresponding to
categories oI diIIerent eIIects, i.e. which cannot be handled within a same list.
Aggregation (&): The syntax 'a&b sums each column oI the matrix corresponding
to a (which can be 'effect1(list1)) with each column oI the matrix corresponding to b
(which can be 'effect2(list2)). II the numbers oI columns are not equal then the last
columns oI the eIIect with the largest number oI columns are kept unchanged. It is
particularly useIul and most commonly used with a single column in each oI the terms
aggregated, to Iorm a single new column as in the Iollowing example.
Example: 'f(1).to(1)&to(2) applied to the combined survival transition Ior two states
builds the Iollowing constraint
11
=
12
=
22
}.
The deIault priority order oI operations is ( &. *).
3.7 The keyword others
Assume we are modeling data with two groups and three occasions oI recapture, with two
mathematical parameters deIined by 't(1,2).g(1) and that we want to constrain all the other
biological parameters to be equal to a third mathematical parameter. This third parameter may
be deIined by 't(3).g(1)&g(2). The overall model deIinition will thus be
't(1,2).g(1)t(3).g(1)&g(2). Using the keyword 'others` makes this simpler. The model can
be simply deIined as 't(1,2).g(1)+others. This keyword must always be used at the end oI
the sentence as 'model+others`
17
This keyword is particularly useIul Ior multistate models when many parameters have
to be Iixed to zero. In this case, one Iirst deIines the mathematical parameters oI interest and
then simply add the keyword 'others to account Ior all remaining parameters.
3.8 Definition of shortcuts
For keeping model deIinitions as simple and readable as possible, M-SURGE makes it
possible to use shortcuts. The user associates a shortcut name to an expression written with
the MDL. Then, GEMACO substitutes every occurrence oI the shortcut name by the
equivalent expression.
Let us consider Ior instance data consisting oI individuals marked as juveniles and as
adults. Juveniles are stored in group one and adults in group two. Individuals are considered
as juveniles only during their Iirst year and thereaIter become adults. We can create two
shortcuts; '1uv Ior 'a(1).g(1)] and 'Ad` Ior 'a(2:5).g(1)&g(2)]. For a model in which
survival is diIIerent Ior juveniles and adults and is constant over time, one simply writes
'Ad+1uv. GEMACO automatically replaces the sentence 'Ad+1uv by 'a(1).g(1)+
a(2:5).g(1)&g(2). We can test, as usual, Ior eIIects aIIecting separately juveniles and adults.
For example, the sentence 'Ad.t+1uv. considers a time-dependent survival Ior adults only.
Be careful that shortcuts are limited in the Iollowing sense. A shortcut should not be a
part oI another shortcut. For example, '1uv, '1uvF, '1uvM could not be used together
because the name oI the Iirst one is a part oI the name oI the others. A slight modiIication oI
the names to '1uvA, '1uvF, '1uvM overcomes this problem.
3.9 Redundancy in the transition matrix
The transition matrix , being a Markov chain matrix, is row-stochastic, i.e., the sum
oI each row is equal to one. Thus, only s x (s-1) parameters out oI the s x s parameters need to
be estimated. One redundant parameter has to be chosen Ior each row. This is open to user`s
choice, based on a transition pattern matrix T. This matrix T is a s x s matrix made oI 0 and 1,
with rows corresponding to previous states and columns to current state, as usual. Each
elements t
ij
is equal to 1 except Ior one element per row that is set to 0 to deIine the position
oI the redundant parameter Ior this row. Again, there must be exactly one zero per row. With
three states, Ior instance, iI we want to use the parameters
11
,
12
,
21,

22,

32,

33
} instead oI
using the parameters
12
,
13
,
21,

23,

31,

32
}, we have to change the transition pattern
matrix Irom
|
|
|
.
|

\
|
0 1 1
1 0 1
1 1 0
which is the deIault, to
|
|
|
.
|

\
|
1 1 0
0 1 1
0 1 1
.
3.10 A list of models
The MDL in GEMACO has been considerably expanded over the notation originally
proposed by Lebreton et al. (1992). It is Ilexible and powerIul even Ior CJS models. A
comparison between the two notations Ior a Iew important models is provided in Table 7.
Table 7. Correspondence between models in the notation of Lebreton et al. (1992) and in the
MDL in GEMACO.

Model in the Lebreton et al. (1992) notation Model in GEMACO
t*g t.g
tg tg
a
2
t a(1,2:K-1)t
a
2
*t a(1,2:K-1).t
18
a
2
*g a(1,2:K-1).g
a
2
g a(1,2:K-1)g
4 Data input in M-SURGE
4.1 Data structure
Multistate CR data typically consist oI recapture history data (e
i
e
i
.... e
n
) with
associated number oI animals (eII
1
eII
2
.... eII
n
). A negative value Ior eII
i
means that the
animals were removed at the occasion oI last capture.
M-SURGE recognizes two Iile Iormats Ior CR data input, the BIOMECO and the
MARK Iormat where numbers (instead oI letters) are used as labels Ior states. This implies
that 9 states at most can be handled using the MARK Iormat. Any number oI states can be
considered with the BIOMECO Iormat.
4.2 The Biomeco format
This Iormat stems Ior the statistical ecology soItware BIOMECO (Lebreton et al.
1989). It makes it possible to label rows and columns via external Iiles. This may be
advantageous Ior proper retrieval oI CR data, using, e.g., individual band numbers as labels
Ior rows when there is one row per individual. The Iilename $ can be used iI you do not want
to create speciIic label Iiles. The BIOMECO Iormat, described in Table 8 (see also Pradel and
Lebreton 1991) can also be used in input and output in U-CARE.

Table 8. The BIOMECO format as applied to CR data. Filename1 and filename2 are the
names of files with row and column labels, respectivelv. K is the number of capture occasions,
g is the number of groups and n is the number of capture histories. Kg is thus the total
number of columns in the file.
n K+g
filename1
filename2
e
11
e
12
.... e
1K
eff
11
eff
1g

....
....
....
....
e
n1
e
n2
.... e
nK
eff
n1
eff
ng



e
ij
is either 0, iI the individual i is not seen at occasion j, or u, iI individual i is seen in
the state u at occasion j (u1,.,s). The set oI values (e
i1
e
i2
.... e
iK
) is the capture history e
i

and the associated vector eII
ih
is the number oI animals with history e
i
(i1,.n) in group h
(h1,.,g). Negative value Ior eII
i
means that animals are removed aIter last capture.
Remarks
When data are read in M-SURGE using a BIOMECO Iormat Iile, M-SURGE suggests
a value Ior the number oI groups. This value may be wrong, and iI so, you have to
give the correct one.
In the BIOMECO Iormat, values must be separated by one or several blanks.
M-SURGE presently does not allow external Iilenames. Only the dummy '$ sign is
accepted in place oI Iilename1 and Iilename2. We plan to use such names Ior labels oI
rows and columns respectively in Iurther versions.
19
4.3 The MARK format
Alternatively, the input data Iile can be in MARK Iormat (White and Burnham 1999)
described in table 9.

Table 9. Description of the MARK format

e
11
e
12
.... e
1K
eff
11
eff
1g
;
....
....
....
....
e
n1
e
n2
.... e
nK
eff
n1
eff
ng
;
M-SURGE asks then the number oI columns containing covariates. By deIault, this value is
zero (no external variable) as such covariates are not presently handled by M-SURGE.
Note that the e
ij
have to be contiguous, i.e. not separated by a blank (in contrast to the
BIOMECO Iormat). M-SURGE uses only digits and not letters Ior states and the maximum
number oI states with the MARK Iormat in M-SURGE is presently 9.
4.4 File of external covariates
The Iormat oI the Iile is as Iollowing:

n
k
1
k
2
. k
n

x
11
x
12
.... x
1k1

....
....
....
....
x
n1
x
n2
.... x
nkn


n is the number oI external vectors x
i
. Each vector x
i
has a size k
i
. Vectors are stored as
successive rows.
4.5 File of time intervals
The Iile is a row oI K-1 real numbers as:

t
1
t
2
t
K-1



K-1 is the number oI time intervals and t
i
is the length oI time interval i Ior . 1 1 K i

20
5 A short session with M-SURGE
In this chapter, we show how to use M-SURGE based on a simple example. The data
were kindly made available by the authors oI (ScoIield et al. 2001) and are comes Irom a 7-
year study oI a seabird, the sooty shearwater Puffinus griseus or 'Titi. The Iollowing steps
that are necessary to obtain the parameter estimates are listed below:
Open a session (i.e. a Irame that contains the speciIics oI the data and the analysis
results Ior Iuture retrieval),
Load the capture histories data iI the session is new,
Choose an umbrella model (based in particular on appropriate Goodness-oI-Iit test
in U-CARE),
SpeciIy and build Iurther constraints using the GEMACO interIace,
Fix parameters and/or change initial values iI needed using the IVFV interIace,
Run the model,
Examine and interpret the results.

We will go through these steps in the Iollowing paragraphs. The general organization
oI M-SURGE is summarized in Figure 1.


RUN:
computes
the MLE
, the AIC, ...
Select the
link function
f
kind of
PARAME
TERIZATION
=JMVorAS&
comb. or sep.
GEMACO:
builds the
design matrix
X
IVFV: sets
initial values
or fix values
DATA context:
histories,
states and groups
return points
Set
advanced
numerical
options

Figure 1 General organi:ation of M-SURGE



5.1 The main window of M-SURGE
AIter invoking M-SURGE (e.g., Irom Windows Explorer by double-clicking on
msurge.exe), we are presented with the main window oI M-SURGE (Figure 2). The toolbar
has six menus (namely Start, Data, Models, Setting, Run & See and Help) and Iour areas
(namely Data Status, Advanced Numerical Options, Compute a Model and Output). These
areas are labeled respectively 1 to 4 in Figure 2.
21
Figure 2: Main screen of M-SURGE with a toolbar and 4 distinct areas. The aspect of the
window is that after the data set has been loaded (a short description of the data is given in
area 1) but before anv model has been defined (see area 3). In 3
rd
area, three buttons give
access to the GEMACO interface, the IJFJ (Initial Jalues and Fixed Jalues) interface and
the RUN interface (Deviance Minimi:ation routine, or solver). At the stage considered here,
onlv the GEMACO button is activated.

5.2 Open a new or old session
In the Start menu, you can select either a new or an old session (or exit Irom the
program). II you want to begin a new session, you Iirst select the option open a new
session~~. A window will appears asking where you want to store the results during the
working session. For example, use the name Iirststep.mod~~ like in Figure 3.




22

Figure 3 Open a new session firststep~~ (this analvsis was run under a French version of
Windows).
All essential pieces oI inIormation about data and computations will be stored in this
session Iile and it will be saved automatically Ior Iuture use when you exit M-SURGE. Next,
you must load the capture histories data (prepared as either as a Biomeco or MARK Iormat
Iile). Select the option Open a Biomeco file~~ in the Data menu and select your Iile. In our
example the Iile is scoIield.rh~~ as it is shown in Fig. 4.

Figure 4 Read the data from the Biomeco file scofield.rh ~~ (this analvsis was run
under a French version of Windows)
AIter you load your data Iile, Area 1 will be automatically updated with description oI
the data. When an old session is opened, the data set is loaded automatically and M-SURGE
gives a short description oI the data in area 1 oI the main window (Figure 2). You can and
must iI necessary - change the number oI groups, the number oI states in area 1 and the
number oI age classes (change the current values and validate by a carriage return). The
choice oI an appropriate number oI age classes leads to a Iaster algorithm and is thus
recommended iI appropriate. Select 1 age class in area 1 (Figure 2) Ior time dependent model.
All result Iiles will be saved in the directory oI the current session Iile.
23
5.3 Select the CAS parameterization
AIter selecting a data Iile, several menus are activated as displayed in Figure 5. In
particular the Models menu now allows the selection oI a more or less detailed starting
parameterization, i.e. oI a Iamily oI models necessary to perIorm the desired analyses. You
can choose between:
The CAS (deIault) or the 1MV parameterization oI capture parameters Irom the
capture parameters sub-menu.
Combined survival-transitions or separate survival and transitions (by deIault)
Irom the 'transition parameters` sub-menu (see Figure 5).


Figure 5. Selection of the separate Survival Transition parameteri:ation in the Models~~
menu

As a Iirst model, we are going to run the CAS with 1 age class. For this purpose, select
CAS and separate survival transitions. Presently, Iour link Iunctions are available in M-
SURGE, the logit and the generalized logit and complementary log(-log) and identity. The
choice between them is done Irom the Setting menu. For now, select the logit link. This
completes the speciIication oI the umbrella model Ior the current session.
Unequal time intervals can be used (sub-section 2.6) by selecting at the beginning oI the
session in the 'Setting` menu the 'Unequal time intervals` sub-menu. M-SURGE asked Ior
a Iile oI unequal time interval (sub-section 4.5).
5.4 Build the CAS model using GEMACO
The next step is to speciIy more precisely the particular model to be Iitted. This model
is always nested within the umbrella model and appropriate restrictions are implemented
through constraints on parameters. For people used to MARK or SURGE, building constraints
means creating design matrices. One great Ieature oI M-SURGE is that, constraints are
speciIied by means oI a Model DeIinition Language interpreted by GEMACO. When the
button GEMACO in area 3 oI the main window (Figure 2) is pressed (or alternatively
GEMACO in the Setting menu is selected), the GEMACO window opens (Figure 6). This
window has a toolbar with Iour menus (Input-Output for constraint matrix, Parameters, Pre-
defined macro-Model and Gemaco) and Iour areas (Model definition, Shortcuts for sentences,
Transitions pattern and Constraint matrix) labeled respectively Irom 1 to 4 in Figure 6.
24

Figure 6. Window structure of the GEMACO interface. As shown here, the transition part of
the CAS model has fust been built. The notation f.to.t means that the transitions varv bv site of
departure (ffrom), site of arrival (to) and time step (t) as thev do for the CAS model. The
corresponding design matrix, automaticallv created bv Gemaco, has popped up in area 4.
Constraints on each type oI parameters (capture, survival and transition) are deIined in
turn independently oI each other. Select each parameter type Irom the Parameters menu or by
clicking repeatedly on the top button with the name oI the currently active type (e.g.
'Transition in Figure 6). For the CAS model that we intend to Iit to the sooty shearwater data
set, proceed as Iollows:
First, select survival in the menu Parameters, enter the string I.t~~ in area 1,
and validate it by clicking outside area 1. The button Call Gemaco is now
activated. Click on it or select call Gemaco in the Gemaco menu. The design
matrix appears in 4. The survival part oI the model is now deIined.
Select transition in the menu Parameters, enter the string I.to.t~~ in area 1 and
validate it. Select Call Gemaco Irom the menu.
Select capture in the menu Parameters, enter the string to.t~~ in area 1,
validate it, and call Gemaco.
The CAS model is now Iully speciIied and you can leave by clicking on the button
'EXIT in the lower part oI the window. However iI you want to linger some more within the
Gemaco interIace, here are some indications oI what you can do.
For each kind oI parameters, two steps are compulsory and Iour are optional.




25
(Optional) Select an external Iile iI any external eIIects are involved (see section 3.4).
(Optional) DeIine shortcuts in 2 (see section 3.6 Ior its use). By deIault, a deIault Iile
is loaded to which you can also add your own shortcuts. Click on the button Add
shortcut ~~ in area 2 to deIine a new shortcut. You can also select a shortcut and erase
it by clicking on delete shortcut ~~ in area 2 or you can also load and save
shortcuts Irom the menu Pre-deIined Shortcuts ~~.
(Optional) Change the pattern Ior transitions in 3 (see section 3.7 Ior its use). The
position oI the zero in each row represents the parameter that is not modeled directly.
To change it, Iirst select the row concerned and then move the bottom cursor.
Enter a string in area 1 and validate it by clicking outside area 1 (see section 3.8 Ior
examples).
Call Gemaco by clicking on the button call Gemaco ~~. II the model is correctly
speciIied, the constrained matrix appears in the top leIt corner oI the window in area 4.
(Optional) Create user-deIined models. Save the matrix displayed in area 4, (toolbar
'Input-Output Ior constraint matrix), then you can change it using an external editor
(such as WordPad or TextPad) so that the new design matrix represents the model you
would like to Iit. Finally you can save this new matrix. You can then load it in M-
SURGE (using toolbar 'Input-Output Ior constraint matrix).
5.5 Changing Initial Values of Fixing Values of parameters (IVFV)
The IVFV interIace serves to help in reaching convergence oI a model by setting
initial values to replace deIault values or to set one or more parameters at a pre-determined
value ('Iixed values). To illustrate the capabilities oI the IVFV interIace, we will give an
example where it is useIul to Iix some parameters to pre-determined values. In the CAS
model, the recapture probability at the last occasion is not identiIiable separately Irom the
survival probability over the last interval. Fixing the recapture probability 1 does not change
the results and may indeed Iacilitate convergence. To do that, click on the button IVFV
('initial values, Iixed values) in area 3 oI the main window (Figure 2). Then the button
becomes active. A new window will appear similar to that oI Figure 7. By deIault, each
parameter has been assigned an initial value equal to 0.5. Click on 'next at the bottom right
to continue seeing the initial values Ior the Iollowing parameters until you arrive to the end oI
the list oI initial values. In our example parameters 11 and 12 appear in Figure 7. Next to Beta
#12 on the leIt is the chain '0 2 6 1 1. The 2 and the 6 mean that the beta parameter
corresponds to the capture probability Ior animals in state 2 at occasion 6 (the last occasion).
On the same line, you should replace the value 0.5 with 1. This is the new starting value Ior
parameter #12. Check the box nearby to Iix this parameter. Now, parameter #12 is excluded
Irom the optimization process. Its value is Irozen at the initial value you have just entered.
Click on the button Exit to exit the IVFV interIace.
There is an option Initial Jalue in area 2 oI the main window (Figure 2) to change the
way initial values are set. You may want to play with it and see the change in the IVFV
interIace. Fixing and selecting initial values can be done either on the| 0, 1| axis, i.e.; on the
original parameter scale, or on the real axis. In the latter case, it is the transIormed value (i.e.
the logit or the generalized logit) oI the parameter that is set. This can be speciIied via the
toolbar menu item 'Value space. Finally, the set oI initial values can be saved in a Iile and
reloaded later (FILE option oI the toolbar).

26

Figure 7. The capture parameter 12 is fixed to one. This is because the box 'fixing or set
initial values of Beta?` is activated. In the current figure the capture parameter 11 is not
fixed. Iterations will start for this parameter with an initial value equal to 0.5.

5.6 Set optimization parameters and run the CAS model
BeIore running the model, it is possible to change the numerical options that govern
the optimization algorithm in area 2 oI the main window (Figure 2). Because our example is a
relatively simple model with good data, the maximum number oI iterations may be reduced to
50 (Figure 8). Also we can set the tolerance to parameters change to 0.00001. This is one oI
the two stopping criteria oI the algorithm: the lower the tolerances, the more precise the result
is. II the maximum number oI iterations is small as here, we recommend that you set the
Convergence~~ option to Continue (after 1 cvcle)?~~. II no stopping criterion is
satisIied aIter 50 iterations, M-SURGE will ask you whether to go on with 50 additional
iterations or stop. To run the model, click on 'RUN, which is the red button in area 3 oI the
main window (Figure 2). This button becomes active once you exit IVFV.
27

Figure 8. The tolerance on change in parameters has been reduced from 0.001 to 0.00001,
the maximum number of iterations has been reduced from 200 to 50. If no convergence is
achieved after 50 iterations, M-SURGE will ask whether to continue for 50 more iterations
(the continue after 1 cvcle?~~ option has been set) or not. The gradient will be calculated
analvticallv rather than bv finite differences (default) and a detailed output of the iterations
will be displaved in a DOS window.
Now the model is being Iit. The rank oI the model conditional on the data is estimated
by computing the rank oI the gradient oI the m-array probabilities near the MLEs. Getting the
correct value Ior the rank oI the model is critical Ior model selection but unIortunately it
cannot be entirely automated. This is why M-SURGE proposes a model rank by deIault that
you can modiIy. Here, the rank is estimated correctly at 34 (see Figure 9).
AIter convergence, i.e. minimization oI the deviance, the Hessian matrix can be
calculated optionally by ticking the compute Hessian ~~ option in area 2. The Hessian is
the matrix oI second order derivatives oI the likelihood and is used to approximate the
variance-covariance matrix oI the estimated parameters. It is computed by a Iinite diIIerence
scheme using the analytical gradient (or by a Iinite diIIerence scheme using the deviance iI
the Iinite diIIerence gradient is used). The variance-covariance matrix is approximated by the
generalized inverse oI the Hessian matrix. The rank oI the model conditional on the data can
also be estimated as the numerical rank oI the Hessian matrix (VialleIont et al. 1998), but this
last estimate is generally less precise than the deIault one.

Figure 9. The estimated rank is 34 and the model name has been set to AS for the Arnason-
Schwar: model.
5.7 Results output
The previously Iitted models oI the session, their deviances and AIC`s are
permanently displayed in the Output area (see Figure 10). II more than one model has been
run, these models are sorted Irom top to bottom by increasing AIC values.
28

Figure 10. Output of M-SURGE I. While a model is being fitted, information about the
iterations scrolls down the left DOS window. Once convergence has been reached, the
numerical ranks of the model at 9 points in the neighborhood of the MLE and at the MLE
itself (10
th
value) are displaved. The right bottom window (area 4 of the main window)
permanentlv displavs the previouslv fitted models ordered bv AIC, with the following pieces of
information. model name, rank, deviance and AIC. Once validated, the new model will take
its place in this window.
When the optimization oI a new model stops, the program examines whether it has not
stopped at a saddle point in which case a warning is issued. Then, it looks Ior redundant
parameters. This is done by analyzing the singular values oI a derivative matrix (see
Catchpole et al, 1995 Ior details) at 9 points in the neighborhood oI the MLE and at the MLE
itselI. The estimated model rank at each oI the ten points is shown in the DOS window (Fig.
10) while one list oI potentially redundant parameters corresponding are listed Ior each point
in a temporary window (Fig. 10a). The user is then prompted to validate the estimated rank
and to name the model. This done, the new model takes its place in the list oI previous models
maintained in the Output` area oI the main window (Fig. 10). The maximum likelihood
estimates oI the parameters are accessible by selecting Jiew previous model parameter
values~~ in the Run & See~~ menu (see Figure 11).
29

Figure 10a. Outputt of M-SURGE II. The CAS model with the last captures fixed to 1 is
known to be formallv full rank. However, with scarce data, this mav no longer be the case.
Here the formal result is verified. The above temporarv window displavs for each of the 10
points near the MLE (see text and caption of Fig.10) the number of singular values of the
derivative matrix (see Catchpole et al, 1995) below the indicated threshold (here 1.0227e-6),
the number of additional singular values below a less selective threshold and the indices of
the potentiallv redundant mathematical parameters (here there are none).


Figure 11. Use of the menu to view parameter estimates of the previous model.
30
The results are then displayed in an independent window called parameter estimates` (see
Figure 12).

:
Figure 12. Summarv of parameter estimates for the CAS model. Rows correspond to states of
departure for survival and transition and states of arrival for capture. Columns correspond to
states of arrival for movement within occasions. Data items are separated bv vertical lines.
95 CI are given between parentheses for each parameter estimate. For A~1, parameters
values are represented with more than two lines. Lines are then ordered with increasing
classes of age.
AIter each model Iit, the results are also saved automatically in two Iiles named
namemodel.out` and namemodel.xls` in the working directory. Be patient during the save oI
the excel Iile. The name oI the model namemodel~~ should be given beIore Iitting the
model via the sub-menu Name of the current model inside the Setting menu. II not, the name
by deIault is model?~~ where '? is replaced by a number. The text Iile can be displayed
by selecting the model in area 4 oI the main window (Figure 2), and then clicking the button
Jiew file of results. The corresponding Iile with generic name *.out is opened by the editor.
The excel Iile can be opened by excel. We recommend you associate Iiles with a suIIix .out`
to the editor oI your choice. Similarly, the Hessian and the estimated Variance Co-Variance
matrices are saved in a temporary Iile named `Hessian.tmp`` and may also be retrieved using
an editor.
6 Advanced tools in M-SURGE
Critical issues particularly Ior multistate models are the risk oI numerical convergence
to a local rather than the global minimum and problems oI parameter redundancy. Several
tools have been made available in M-SURGE to address these issues.
31
6.1 Initial values
The deIault constant initial values` may lead to a local minimum oI the deviance. To
reach the absolute minimum, the initial value should ideally be chosen near the unknown
MLE. In the absence oI clues about good starting values, a possibility is to change the initial
values once or repeatedly at random; another to start Irom the results oI a previous model.
The two approaches are available in M-SURGE.
Use random initial values (option Random~~). Repeated random initial values
are particularly useIul (option Multiple Random~~): over several successive
runs, you will most oI time get convergence at least once at the global minimum oI
the deviance, even iI there are local minima.
Use MLEs oI the previous model (option From last model ~~) as initial values.
As an example, the MLE oI the JMV model are more easily attained by starting
Irom the MLE oI the corresponding CAS model. M-SURGE automatically adapts
parameter values to Iit the structure oI the current model.

Note: in multistate models, no method totally guarantees convergence to the global minimum
oI the deviance.
6.2 The numerical Catchpole Morgan Freeman (CMF) approach for
redundancy
Another crucial point is parameter redundancy. Advanced users may use the Iormal
methods oI Catchpole et al. (1997) Ior studying parameter redundancy, in their version
adapted to multistate models (Gimenez et al. 2003). The key advantage oI this method is that
estimable Iunctions oI the redundant parameters are explicitly identiIied. This enables the user
to Iix the values oI some redundant parameter to render the model Iull rank and above all to
interpret the values oI the estimable parameters conIidently. When this method cannot be
applied (e.g., Ior large and complex models, or Ior sparse data), redundancy can be examined
by looking at estimated standard errors. In M-SURGE, a parameter not at a boundary but with
a very large or null standard error is in general redundant. However, this approach is not
totally reliable.
The numerical version oI the CMF approach is more reliable and has been
implemented in M-SURGE. This approach considers the properties oI the numerical
derivative matrix rather than those oI the Iormal derivative matrix. The local rank, conditional
on data, is estimated as the number oI non-zero singular values and the redundant
mathematical parameters are identiIied. The only limitation is that estimable Iunctions oI the
redundant parameters are not explicitly identiIied. To improve precision, the calculations are
perIormed at 10 points by M-SURGE: the Iirst 9 are neighbors oI the MLE shiIted out oI
boundaries and the last one is the MLE itselI. The estimated numerical rank provided by
M-SURGE is the maximum oI the 10 ranks obtained. The list oI potentially redundant
parameters is established as the union oI indices oI potentially redundant parameters at each
point where the rank is maximal. This set oI indices indicates which parameters should be
considered careIully by biologists Ior interpretation. Recall that direct interpretation oI
parameters involved in redundancy is Iorbidden.
The rank oI a model can drop locally. This local redundancy may accidentally happen
at the MLE in which case the set oI indices increases at point 10 (the MLE). Such an increase
also happens when a parameter is estimated at a boundary (see the legend oI Fig.13). In case
oI doubt about the identiIiably oI a mathematical parameter, we recommend drawing the
proIile deviance.
32

Figure 13. Output of M-SURGE III. The CAS model with 2 states and no fixed parameters
has its parameters over the last interval redundant. the last two survivals (parameters 11 and
12), the last 2 transitions (parameters 23 and 24) and the last 2 captures (parameters 35 and
36). The last list of indices (build at the MLE) contains one more parameter, a transition
(parameter 17). This could be an instance of a local drop of rank. However, checking the
estimated values shows that this parameter is estimated at the boundarv (its estimated value is
:ero because there is no such transition in data set). This is not a case of redundancv.

6.3 Deviance Profile
To double-check the identiIiability oI a parameter listed as potentially redundant by the
numerical CMF approach, a quite reliable way is to draw the proIile oI the deviance Ior the
parameter oI interest. A Ilat deviance proIile is a prooI oI redundancy. M-SURGE allows the
automatic drawing oI the deviance proIile one mathematical parameter at a time: Iirst deIine a
model (the CAS model in the example below) and run it. Then Iollow the three steps
described in the Figures 14, 15, 16.
33

Figure 14. Profile deviance I. Select option Jiew profile~~ in the Run & See~~ menu.

Figure 15. Profile deviance II. Set the parameter coordinate for profile and the number of
dots for the curve. The more dots, the more precise the curve will be. Set the interval between
0 and 1 inside which a regular grid of points will be taken to draw the profile.
34

Figure 16 Profile deviance III. profile deviance displaved for the last capture probabilitv at
site 2 in the CAS model. It has a flat bottom because this parameter is redundant.
6.4 Profile confidence intervals (option C-I by profile)
A new method to compute conIidence intervals based on the proIile deviance has been
implemented in version 1.8 oI M-SURGE (Gimenez et al. 2005). M-SURGE allows the
automatic calculation oI the conIidence interval oI one non-redundant mathematical
parameter at a time. First, Iit the model under consideration; then, Iollow the three steps
described in Figures 17, 18 and 19. At this time, the algorithm treats only mathematical
parameters which are a one-to-one transIorm oI a biological parameter (logit or log(-log)
link). Extension oI this algorithm to the direct treatment oI any type oI parameter is under
consideration.

Figure 17. Confidence Interval bv profile I. Select option C-I bv profile~~ in the Run
& See~~ menu.
35

Figure 18. Confidence Interval bv profile II. Set the chosen parameter index (1) and the
number of points (6) where the deviance is to be calculated. These points serve to interpolate
the curve of the deviance. From this interpolated curve, rough estimates of the boundaries for
the C-I are estimated. In a second step, a more refined C-I is obtained bv the Jen:on
algorithm (Gimene: et al., 2005). The boundaries of the interval within which a regular grid
of points is taken for the initial interpolation are specified bv 'Lower coordinate` and
'Upper coordinate`. This interval must be large enough to contain the confidence interval.
Here, we had reasons to believe that 0.5 and 1 were reasonable values.

Figure 19. Confidence Interval bv profile III. profile deviance displaved for the first survival
probabilitv at site 1 for the Canada goose data in the CAS model (blue curve). The C-I is
defined bv the part of the blue line that lies below the red line. In addition, M-SURGE
36
displavs the estimates of the two boundaries in the DOS command window. The values
obtained [0.57, 0.84] compare well with the ones obtained bv the delta method [0.55, 0.81].

6.5 Automatic generation of expected M-ARRAY
Fitting a model on a data set is the primary aim oI M-SURGE. Starting with version 1.8, M-
SURGE has the ability to generate expected M-ARRAY. Several applications can be made oI
this Ieature, Ior example the design oI CR studies (Devineau et al., in press).

Step by step procedure in M-SURGE
Open a new session in M-SURGE:
Start New session
Load a data set with characteristics as close as possible to the desired ones (number oI states,
groups and occasions):
Data Load data
II necessary, change the number oI occasions K, the number oI groups G and the number oI
states s.
Set the number oI age classes A to 1.
Choose a type oI parameterization:
Models Transition parameters Separate Survival-Transition or Combined Survival-
Transition
II necessary, speciIy a link Iunction:
Settings Link function
Select the option to generate a simulated data set:
Run & See Run Options Generate expected M-arrav values
Select the Compute Hessian option iI conIidence intervals and standard deviations are
required.
Open GEMACO and deIine the model to Iit. For instance, to deIine model
{ }
g
P , type i in
the Survival-Transition section oI the GEMACO window and g in the Capture section.
Exit GEMACO and open IVFV. Set the parameters values.
37
Run the model. You are prompted Ior a Iile oI numbers oI individuals released. This Iile
indicates the number oI individuals released per category as described below.
Definition of the released-numbers file
We describe here the general case oI G groups, K occasions, s states. The Iirst line oI the Iile
gives the total number oI lines in the Iile (minus the Iirst one), this is G x s x (K-1) . Each
Iollowing line corresponds to a number N oI released individuals in a particular state and
group, at a particular occasion. These numbers are organized in a standard .txt Iile
according to the Iollowing structure (states within cohorts within groups):
G
K
s
s
K
s
s
Group
Cohort
N
N
Cohort
N
N
Group
Cohort
N
N
Cohort
N
N

1
1
1
1
1
1
1
1
1

6.6 Automatic generation of expected CMR data
Starting with version 1.8, M-SURGE has the ability to generate expected CMR data.

Step by step procedure in M-SURGE
Open a new session in M-SURGE:
Start New session
Load a data set with characteristics as close as possible to the desired ones (number oI states,
groups and occasions):
Data Load data
II necessary, change the number oI occasions K, the number oI groups G and the number oI
states s.
38
Set the number oI age classes A to 1.
Choose a type oI parameterization:
Models Transition parameters Separate Survival-Transition or Combined Survival-
Transition
II necessary, speciIy a link Iunction:
Settings Link function
Select the option to generate a simulated data set:
Run & See Run Options Generate histories
Open GEMACO and deIine the model to Iit. For instance, to deIine model
{ }
g
P , type i in
the Survival-Transition section oI the GEMACO window and g in the Capture section.
Exit GEMACO and open IVFV. Set the parameters values.
Run the model. You are prompted Ior a Iile oI numbers oI individuals released. This Iile
indicates the number oI individuals released per category as described below.
Description of the file containing the numbers released, the lambda growth rates and the
capture probabilities
We consider G groups, K occasions, s states. The Iirst line oI the Iile gives the total number
oI lines in the Iile (minus the Iirst one), here 2 x G x K x s. The Iirst G x s lines correspond to
the numbers N oI individuals released at the Iirst occasion in each state and group; the
numbers released later will be estimated in accordance with the parameter values introduced
in IVFV (survival and recapture probabilities) and below (growth rates and initial capture
probabilities). The next G x (K-1) x s lines correspond to the growth rates between successive
occasions, by state and group. The Iinal G x K x s lines correspond to the probabilities oI
initial capture by state, cohort and group. These numbers are organized in a standard .txt
Iile:
39
G
K
s
s
K
s
s
G
K K
s
s
K K
s
s
G
s
s
Group
Cohort
p
p
Cohort
p
p
Group
Cohort
p
p
Cohort
p
p
Group
t t
t t
Group
t t
t t
Group
N
N
Group
N
N

1
1
1
1
1
1
1
1
1
2 1
1
1
1
1
2 1
1
1
1
1

Pooling states in relation with growth rate
Sometime, it is necessary to pool together individuals Irom diIIerent states and to consider a
unique growth rate Ior this new group oI individuals. For instance, let consider the generation
oI a single state data set with trap-dependence eIIect using two states (state 1; just captured,
state 2; not just captured) with state 2 unobservable. In this case, growth rate must be applied
to state 1 and 2 pooled together. (Note that a lambda value must nonetheless be speciIied Ior
all states in the Iile above; M-SURGE will use only the growth rate relative to state 1).
AIter reading the Iile containing the released numbers, the growth rates and the initial capture
probabilities, M-SURGE asks the user iI some states should be pooled with others. In the case
oI trap dependence, the user enters the phrase 2 1 ~~ meaning that state 2 is pooled with
40
state 1. Be aware that the order is important as 1) the last state is speciIying the state oI
reIerence oI which the growth rate is used, 2) the new individuals necessary to achieve this
growth rate are assumed to belong to this state (here state 1 i.e. just captured`).

7 Interpreting the output
In this chapter, we will go through the output Iile in detail.
7.1 The CAS output file
The content oI the CAS output Iile obtained at the end oI section 5 is shown in the box
below. The lines are numbered Irom 1 to 222 (abbreviated L1 to L222 hereaIter).
7.2 The file heading (L1-L8)
Lines 1 to 4 are where inIormation about the version oI M-SURGE used (L1), the
name oI the current output Iile (L3), and the data Iile (L4) are given. Lines 5-8 give some
basic and essential inIormation about the data, such as the number oI occasions (L5), the
number oI states (L6), the number oI age classes (L7) and the number oI groups (L8).
7.3 Information about the model (L10-L18)
Lines 10 to 18 provide inIormation about the Iitted model. The name oI the model is
given on L10. Each line Irom 12 to 14 gives Ior each parameter type the Model DeIinition
Language phrase used in GEMACO to build the constrained matrix. The initial values oI each
beta value are given in line 15 on the real axis (i.e., aIter logit or generalized logit
transIormation). The indices oI the beta values that were Iixed are given in line 18 and the
corresponding Iixed values on the scale| 0, 1| appear in line 17. Only results Ior Iree beta
parameters are later given Irom L145 to L184.






41

1 M-SURGE V-1-7, aIter 26-11-2004
2
3 OUTPUT FILE : C:\Remi.dir\remi.msurge\AS.out
4 Data File :C:\Remi.dir\remi.msurge\Donnees\scoIield.rh
5 Number oI occasions : 7
6 Number oI states : 2
7 Number oI age classes : 1
8 Number oI groups : 1
9 ----------------------------------------------
10 Model Name : AS
11 Model Iormula (or Iile) :
12 ForSurvival (12):I.t
13 ForTransition (12):I.to.t
14 ForCapture (12):to.t
15 Init(values)
0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.0
00000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000
000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.00000
0,
16 Init(indices) 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27,
28, 29, 30, 31, 32, 33, 34,
17 Fix(values) 1.000000,1.000000,
18 Fix(indices) 35, 36,
19 ----------------------------------------------
20 Link Iunction : logit logit
21 Explicit gradient : on
22 TOLF : 0.000001
23 TOLX : 0.000010
24 ----------------------------------------------
25 Time Ior optimisation : 7.782000e000 seconds
26 Time Ior Hessian : 9.266000e000 seconds
27
28 Number oI iterations Ior optimisation : 48
29 ----------------------------------------------
30
31 deviance : 4050.390
32 AIC : 4118.390
33
34 Number oI mathematical parameters : 34.000000
35 Estimated model rank applicable to the data : 34.000000
36
37 WARNING : Estimated number oI boundary parameters : 1.000000
38 WARNING : Estimated rank oI the Hessian : 33.000000
39 WARNING : with 0 Iurther non identiIiable parameters
40
41 c hat used Ior the AIC : 1.000000
42 ----------------------------------------------
43
44 Maximum Likelihood Estimates
45
46 ---------------------------------------------------------
47 Reduced set oI parameters
48 ---------------------------------------------------------
49 Index Estimates , Lower & Upper 95 percent CI , S.E.
50 F To T A G
51 ---------------------------------------------------------
52 Par# 1# F( 1, 0)( 1, 1)( 1) , 0.698161838 0.552142169 0.812721271 0.067652486
53 Par# 2# F( 2, 0)( 1, 1)( 1) , 0.813361746 0.526627498 0.944663524 0.105751358
54 Par# 3# F( 1, 0)( 2, 1)( 1) , 0.771797506 0.588946000 0.888683909 0.077179088
55 Par# 4# F( 2, 0)( 2, 1)( 1) , 0.896317203 0.669518530 0.973606979 0.068796253
56 Par# 5# F( 1, 0)( 3, 1)( 1) , 0.740881550 0.582907197 0.854008368 0.070113995
57 Par# 6# F( 2, 0)( 3, 1)( 1) , 0.757136628 0.606949764 0.862899121 0.065909626
42
58 Par# 7# F( 1, 0)( 4, 1)( 1) , 0.759174714 0.641739139 0.847276751 0.052725464
59 Par# 8# F( 2, 0)( 4, 1)( 1) , 0.707505892 0.614133408 0.786151614 0.044194738
60 Par# 9# F( 1, 0)( 5, 1)( 1) , 0.878347848 0.759182583 0.942975033 0.045176628
61 Par# 10# F( 2, 0)( 5, 1)( 1) , 0.856007707 0.768522593 0.914123190 0.036633682
62 Par# 11# F( 1, 0)( 6, 1)( 1) , 0.610464323 0.557878698 0.660600530 0.026292062
63 Par# 12# F( 2, 0)( 6, 1)( 1) , 0.661097621 0.588931757 0.726478322 0.035280442
64 Par# 14# Psi( 2, 1)( 1, 1)( 1) , 0.173704682 0.040126217 0.513891590 0.118279824
65 Par# 15# Psi( 1, 2)( 1, 1)( 1) , 0.389351921 0.241907368 0.560249896 0.083968678
66 Par# 18# Psi( 2, 1)( 2, 1)( 1) , 0.017599397 0.002414134 0.117090910 0.017658942
67 Par# 19# Psi( 1, 2)( 2, 1)( 1) , 0.334757636 0.189682873 0.519635603 0.086956413
68 Par# 22# Psi( 2, 1)( 3, 1)( 1) , 0.000000007 0.000000007 0.000000007 0.000000000
69 Par# 23# Psi( 1, 2)( 3, 1)( 1) , 0.394417362 0.261742020 0.544722953 0.074111555
70 Par# 26# Psi( 2, 1)( 4, 1)( 1) , 0.019184901 0.002899035 0.116289512 0.018300470
71 Par# 27# Psi( 1, 2)( 4, 1)( 1) , 0.138899069 0.081041026 0.227823423 0.036847337
72 Par# 30# Psi( 2, 1)( 5, 1)( 1) , 0.231924452 0.165364605 0.315158741 0.038296024
73 Par# 31# Psi( 1, 2)( 5, 1)( 1) , 0.007054004 0.000994714 0.048241029 0.007022038
74 Par# 34# Psi( 2, 1)( 6, 1)( 1) , 0.711609501 0.625328226 0.784857470 0.040938275
75 Par# 35# Psi( 1, 2)( 6, 1)( 1) , 0.230248071 0.180144332 0.289368704 0.027892541
76 Par# 37# P( 0, 1)( 1, 1)( 1) , 0.360533028 0.212249455 0.541235233 0.086852007
77 Par# 38# P( 0, 2)( 1, 1)( 1) , 0.534869928 0.353112613 0.707815540 0.094574980
78 Par# 39# P( 0, 1)( 2, 1)( 1) , 0.399949060 0.250124861 0.571161532 0.084764047
79 Par# 40# P( 0, 2)( 2, 1)( 1) , 0.493205081 0.383805877 0.603258881 0.056908340
80 Par# 41# P( 0, 1)( 3, 1)( 1) , 0.386066556 0.250934994 0.541374763 0.076155119
81 Par# 42# P( 0, 2)( 3, 1)( 1) , 0.484146632 0.393347136 0.576005018 0.047124705
82 Par# 43# P( 0, 1)( 4, 1)( 1) , 0.187855965 0.125356576 0.271831447 0.037258185
83 Par# 44# P( 0, 2)( 4, 1)( 1) , 0.448152811 0.372539600 0.526241717 0.039519467
84 Par# 45# P( 0, 1)( 5, 1)( 1) , 0.826196627 0.738839210 0.888733807 0.038020943
85 Par# 46# P( 0, 2)( 5, 1)( 1) , 0.927657103 0.806315958 0.975307236 0.038519338
86 Par# 47# P( 0, 1)( 6, 1)( 1) , 1.000000000 1.000000000 1.000000000 0.000000000
87 Par# 48# P( 0, 2)( 6, 1)( 1) , 1.000000000 1.000000000 1.000000000 0.000000000
88
89 ---------------------------------------------------------
90 Parameters
91 ---------------------------------------------------------
92 Index Estimates , Lower & Upper 95 percent CI , S.E.
93 F To T A G
94 ---------------------------------------------------------
95 Par# 1# F( 1, 0)( 1, 1)( 1) , 0.698161838 0.552142169 0.812721271 0.067652486
96 Par# 2# F( 2, 0)( 1, 1)( 1) , 0.813361746 0.526627498 0.944663524 0.105751358
97 Par# 3# F( 1, 0)( 2, 1)( 1) , 0.771797506 0.588946000 0.888683909 0.077179088
98 Par# 4# F( 2, 0)( 2, 1)( 1) , 0.896317203 0.669518530 0.973606979 0.068796253
99 Par# 5# F( 1, 0)( 3, 1)( 1) , 0.740881550 0.582907197 0.854008368 0.070113995
100 Par# 6# F( 2, 0)( 3, 1)( 1) , 0.757136628 0.606949764 0.862899121 0.065909626
101 Par# 7# F( 1, 0)( 4, 1)( 1) , 0.759174714 0.641739139 0.847276751 0.052725464
102 Par# 8# F( 2, 0)( 4, 1)( 1) , 0.707505892 0.614133408 0.786151614 0.044194738
103 Par# 9# F( 1, 0)( 5, 1)( 1) , 0.878347848 0.759182583 0.942975033 0.045176628
104 Par# 10# F( 2, 0)( 5, 1)( 1) , 0.856007707 0.768522593 0.914123190 0.036633682
105 Par# 11# F( 1, 0)( 6, 1)( 1) , 0.610464323 0.557878698 0.660600530 0.026292062
106 Par# 12# F( 2, 0)( 6, 1)( 1) , 0.661097621 0.588931757 0.726478322 0.035280442
107 Par# 13# Psi( 1, 1)( 1, 1)( 1) , 0.610648079 0.439750104 0.758092632 0.000000000
108 Par# 14# Psi( 2, 1)( 1, 1)( 1) , 0.173704682 0.040126217 0.513891590 0.118279824
109 Par# 15# Psi( 1, 2)( 1, 1)( 1) , 0.389351921 0.241907368 0.560249896 0.083968678
110 Par# 16# Psi( 2, 2)( 1, 1)( 1) , 0.826295318 0.486108410 0.959873783 0.000000000
111 Par# 17# Psi( 1, 1)( 2, 1)( 1) , 0.665242364 0.480364397 0.810317127 0.000000000
112 Par# 18# Psi( 2, 1)( 2, 1)( 1) , 0.017599397 0.002414134 0.117090910 0.017658942
113 Par# 19# Psi( 1, 2)( 2, 1)( 1) , 0.334757636 0.189682873 0.519635603 0.086956413
114 Par# 20# Psi( 2, 2)( 2, 1)( 1) , 0.982400603 0.882909090 0.997585866 0.000000000
115 Par# 21# Psi( 1, 1)( 3, 1)( 1) , 0.605582638 0.455277047 0.738257980 0.000000000
116 Par# 22# Psi( 2, 1)( 3, 1)( 1) , 0.000000007 0.000000007 0.000000007 0.000000000
117 Par# 23# Psi( 1, 2)( 3, 1)( 1) , 0.394417362 0.261742020 0.544722953 0.074111555
118 Par# 24# Psi( 2, 2)( 3, 1)( 1) , 0.999999993 0.999999993 0.999999993 0.000000000
119 Par# 25# Psi( 1, 1)( 4, 1)( 1) , 0.861100931 0.772176577 0.918958974 0.000000000
120 Par# 26# Psi( 2, 1)( 4, 1)( 1) , 0.019184901 0.002899035 0.116289512 0.018300470
43
121 Par# 27# Psi( 1, 2)( 4, 1)( 1) , 0.138899069 0.081041026 0.227823423 0.036847337
122 Par# 28# Psi( 2, 2)( 4, 1)( 1) , 0.980815099 0.883710488 0.997100965 0.000000000
123 Par# 29# Psi( 1, 1)( 5, 1)( 1) , 0.992945996 0.951758971 0.999005286 0.000000000
124 Par# 30# Psi( 2, 1)( 5, 1)( 1) , 0.231924452 0.165364605 0.315158741 0.038296024
125 Par# 31# Psi( 1, 2)( 5, 1)( 1) , 0.007054004 0.000994714 0.048241029 0.007022038
126 Par# 32# Psi( 2, 2)( 5, 1)( 1) , 0.768075548 0.684841259 0.834635395 0.000000000
127 Par# 33# Psi( 1, 1)( 6, 1)( 1) , 0.769751929 0.710631296 0.819855668 0.000000000
128 Par# 34# Psi( 2, 1)( 6, 1)( 1) , 0.711609501 0.625328226 0.784857470 0.040938275
129 Par# 35# Psi( 1, 2)( 6, 1)( 1) , 0.230248071 0.180144332 0.289368704 0.027892541
130 Par# 36# Psi( 2, 2)( 6, 1)( 1) , 0.288390499 0.215142530 0.374671774 0.000000000
131 Par# 37# P( 0, 1)( 1, 1)( 1) , 0.360533028 0.212249455 0.541235233 0.086852007
132 Par# 38# P( 0, 2)( 1, 1)( 1) , 0.534869928 0.353112613 0.707815540 0.094574980
133 Par# 39# P( 0, 1)( 2, 1)( 1) , 0.399949060 0.250124861 0.571161532 0.084764047
134 Par# 40# P( 0, 2)( 2, 1)( 1) , 0.493205081 0.383805877 0.603258881 0.056908340
135 Par# 41# P( 0, 1)( 3, 1)( 1) , 0.386066556 0.250934994 0.541374763 0.076155119
136 Par# 42# P( 0, 2)( 3, 1)( 1) , 0.484146632 0.393347136 0.576005018 0.047124705
137 Par# 43# P( 0, 1)( 4, 1)( 1) , 0.187855965 0.125356576 0.271831447 0.037258185
138 Par# 44# P( 0, 2)( 4, 1)( 1) , 0.448152811 0.372539600 0.526241717 0.039519467
139 Par# 45# P( 0, 1)( 5, 1)( 1) , 0.826196627 0.738839210 0.888733807 0.038020943
140 Par# 46# P( 0, 2)( 5, 1)( 1) , 0.927657103 0.806315958 0.975307236 0.038519338
141 Par# 47# P( 0, 1)( 6, 1)( 1) , 1.000000000 1.000000000 1.000000000 0.000000000
142 Par# 48# P( 0, 2)( 6, 1)( 1) , 1.000000000 1.000000000 1.000000000 0.000000000
143
144 ---------------------------------------------------------
145 Beta
146 ---------------------------------------------------------
147 Index Beta , Lower & Upper 95 percent CI , S.E.
148 ---------------------------------------------------------
149 Beta# 1# , 0.838559949 0.209329725 1.467790174 0.321035829
150 Beta# 2# , 1.472003688 0.106610855 2.837396521 0.696628996
151 Beta# 3# , 1.218488852 0.359609907 2.077367798 0.438203544
152 Beta# 4# , 2.156958166 0.706008252 3.607908081 0.740280569
153 Beta# 5# , 1.050555469 0.334719247 1.766391690 0.365222562
154 Beta# 6# , 1.137044696 0.434508596 1.839580795 0.358436786
155 Beta# 7# , 1.148160224 0.582920514 1.713399933 0.288387607
156 Beta# 8# , 0.883301434 0.464720488 1.301882380 0.213561707
157 Beta# 9# , 1.976876937 1.148203265 2.805550610 0.422792690
158 Beta# 10# , 1.782519603 1.199987687 2.365051518 0.297210161
159 Beta# 11# , 0.449264396 0.232557268 0.665971525 0.110564862
160 Beta# 12# , 0.668189417 0.359551072 0.976827762 0.157468543
161 #########################################################################
162 Beta# 13# , -1.559595609 -3.174771879 0.055580662 0.824069526
163 Beta# 14# , -0.450037202 -1.142250708 0.242176305 0.353170157
164 Beta# 15# , -4.022134550 -6.023997505 -2.020271595 1.021358650
165 Beta# 16# , -0.686744634 -1.452072095 0.078582827 0.390473194
166 Beta# 17# , -18.710233466 -18.710233485 -18.710233447 0.000000010
167 Beta# 18# , -0.428781388 -1.036933970 0.179371194 0.310281930
168 Beta# 19# , -3.934260392 -5.840474153 -2.028046631 0.972558041
169 Beta# 20# , -1.824464172 -2.428285964 -1.220642381 0.308072343
170 Beta# 21# , -1.197476419 -1.618842216 -0.776110622 0.214982549
171 Beta# 22# , -4.947080864 -6.912059787 -2.982101942 1.002540266
172 Beta# 23# , 0.903213847 0.512226299 1.294201395 0.199483443
173 Beta# 24# , -1.206910996 -1.515369934 -0.898452059 0.157377009
174 #########################################################################
175 Beta# 25# , -0.573051403 -1.311419214 0.165316408 0.376718271
176 Beta# 26# , 0.139706502 -0.605385203 0.884798207 0.380148829
177 Beta# 27# , -0.405677364 -1.097946473 0.286591745 0.353198525
178 Beta# 28# , -0.027181351 -0.473425152 0.419062450 0.227675409
179 Beta# 29# , -0.463876745 -1.093631851 0.165878362 0.321303626
180 Beta# 30# , -0.063434734 -0.433264221 0.306394752 0.188688513
181 Beta# 31# , -1.464002181 -1.942654008 -0.985350355 0.244210116
182 Beta# 32# , -0.208136907 -0.521337220 0.105063405 0.159796078
183 Beta# 33# , 1.558908175 1.039944050 2.077872299 0.264777615
44
184 Beta# 34# , 2.551244894 1.426247488 3.676242300 0.573978268
185
186 ---------------------------
187 Hessian eigenvalues
188 ---------------------------
189 0.00000056
190 0.94996563
191 0.99220118
192 1.05423994
193 1.37294405
194 1.56009996
195 2.22368392
196 2.77891904
197 3.33110868
198 4.57864128
199 4.76937631
200 6.42296108
201 7.01260073
202 7.69965147
203 9.53424709
204 10.43376770
205 11.47272878
206 12.17701098
207 14.40564142
208 14.99162968
209 15.95403510
210 16.46675037
211 17.71030025
212 19.27865362
213 24.09391705
214 25.12604489
215 30.60060408
216 31.66002654
217 36.36383857
218 39.60021039
219 40.48564908
220 41.39820930
221 47.53847703
222 86.26601675
223
7.4 The minimization (L20-L23 and L186-L222)
Lines 20 to 23 give the advanced numerical options used by the unconstrained
nonlinear minimization algorithm. M-SURGE uses a Quasi-Newton method (Dennis, 1996)
when the logit and the generalized logit are used as link Iunctions. A constrained nonlinear
algorithm is used with the identity link. On line 20 it is noted which link Iunction has been
used (logit in our case). Line 21 mentions that the gradient oI the deviance has been
calculated analytically. Otherwise, a centered Iinite diIIerence scheme applied to the deviance
would be used to compute the gradient. In lines 22 and 23, tolerances TOLF and TOLX used
as criteria oI convergence are given. Stopping criteria recommended by Dennis (1996 p347)
are used.
The minimization process gives a local minimum which is not necessarily global
(Lebreton and Pradel, 2002). Running the same model with other diIIerent initial values is
currently the main method to check iI another, lower minimum oI the deviance can be
achieved. Research is currently underway to help with this diIIicult problem (Gimenez
Choquet and Lebreton in prep.) see also sections 6.1 and 8.1.
M-SURGE computes the eigenvalues oI the Hessian matrix (L189 to L222), based on
the singular value decomposition (SVD). These eigenvalues indicate the redundancy and
reliability oI the parameter estimates. II the eigenvalues are:
45
(1) All strictly positive: M-SURGE has Iound a local minimum oI the deviance Iunction
and provides estimates and conIidence intervals Ior all the estimators.
(2) Some negative or positive but near zero: some parameters oI the model cannot be
identiIied. In this case, M-SURGE decides how many eigenvalues can be considered
as equal to zero according to a threshold.
(3) Strictly negative and Iar Irom zero: M-SURGE did not reach a minimum and the
parameter estimates are unreliable. A warning appears iI any eigenvalue is lower than
1
6
* 10

(where
1
is the largest eigenvalue). In this case, the advice is to set
smaller tolerances and re-run the same model.
7.5 Deviance, AIC and related topics (L25-L41 and L186-L222)
First, the time needed to obtain the parameter estimates and the time needed to
calculate the Hessian are respectively given in L25 and L26, together with the number oI
iterations. Line 31 and 32 give the deviance and the modiIied Akaike inIormation criterion
(AICc):
rank c dev AICc * 2 ` + = .
L41 gives c` (c-hat, provided by the user according to the results oI GOF tests; deIault is 1)
and L35 gives an estimate oI the rank oI the model conditional on the data. By deIault in M-
SURGE, the rank is the maximum oI numerical rank oI derivatives matrix (Catchpole et al.
(1997)) oI the summary statistics calculated at several neighbors () oI the MLE (sub-section
6-2). The algorithm to compute the rank is summarized below:
1. Choose a point near the MLE.
2. Compute D

the derivatives matrix at .

3. Normalize D

by G

.
4. Compute U, V orthogonal matrices and E diagonal matrix such that U
t
D

VE.
5. Estimate rank () ( )

i
i
e m e
1
where m is the number oI columns oI D

.

The rank can be also estimated less precisely by the numerical rank oI the computed Hessian
(L38) plus the estimated number oI boundary parameters, based on a threshold to decide
which eigenvalues listed in L189 to L222 can be considered as equal to zero, (as mentioned in
the previous paragraph). This threshold criterion
1
7
* 10 *

n
i
, where n is the size oI the
Hessian matrix (L34) and
1
its largest eigenvalue. Thus L38 gives the number oI
eigenvalues which satisIy this criterion. Following VialleIont et al. (1998) another, less
severe, threshold is applied in M-SURGE as
1
4
* 10 *

n
i
.
The diIIerence between the results oI the application oI the two thresholds is given in
L39. These results can be used together with theoretical calculations Ior advanced
investigations oI redundancy problems. In this example, we see Irom L189-L222 that the rank
is at least 33, as all values but one (0.0000062) are clearly larger than 0. However, this
eigenvalue corresponds to an estimate on a boundary. In VialleIont et al. (1998) recommend
considering such parameters as non-redundant. Hence the number oI non-redundant
parameters is taken to be 34.

7.6 Beta estimates (L145-L184)
The Maximum Likelihood Estimates (MLEs) oI the 'mathematical parameters (

)
are given along with their 95 conIidence intervals and their standard errors. Fixed Beta`s do
not appear. The standard errors are derived Irom the matrix oI variance-covariance computed
as the inverse oI the second order derivative matrix oI the likelihood or equivalently as the
Iirst order derivative matrix oI the analytical gradient oI the likelihood. The 95 conIidence
46
interval [ ] c c
i i i i
` 96 . 1 , ` 96 . 1 + relies on the asymptotic Gaussian distribution oI
MLEs.


7.7 MLEs of parameters and standard errors (L44-L142)
In lines 95 to 142, the MLE oI the 'biological parameters
` `
X = , their conIidence
intervals and standard errors are listed. To easily identiIy the parameters, their row number in
the X matrix is given. The concerned states, occasions, ages and groups are also given in this
order according to the letters 'F To T A G (line 50 and 93) which reIers to: From, To,
Time, Age, Group in order. Irrelevant values are set to 0.
Example: In line 102, F( 2, 0)( 4, 1)( 1)`means that parameter 8 is a Fidelity-survival
probability, Irom state 2, at occasion 4 (i.e., between occasions 4 and 5), Ior age 1 and group 1
(there is only one age classes and one group).
Considering the number oI biological parameter, users are helped by
an excel Iile copy oI lines 95 to 142,
a resume oI lines 95 to142 given Irom lines 52 to 87.
The covariance matrix oI
`
X is obtained Irom that oI

, )
`
( , as )
`
( )
`
( =
t
X X .
Standard errors oI )
`
( log
1
X it x

= are computed by the delta method. 95 CI are
obtained by back-transIorming the endpoints oI 95 CI oI

X . As a consequence, the
conIidence interval oI the parameter
i
x is

( ) ( ) [ ]
i
i
c J it c J it ` )
`
( 96 . 1
`
log , ` )
`
( 96 . 1
`
log
1 1
+

.

For parameters obtained using the generalized-logit link Iunction, the delta method is
Iirst applied to )
`
( (log log
1
X itgen it

= . Then, we proceed as above to obtain standard
errors and conIidence intervals Ior ) ( log
1

= it x .
At present, the SEs oI transition parameters deduced Irom directly estimated ones are
not calculated.
8 A few warnings
The estimates and other results provided by M-SURGE are obtained via a complex
numerical analysis procedure. Users must be aware oI various complications that may arise;
to Iind improvements and solutions is an active area oI research.
8.1 Local minima
The optimization procedure used by M-SURGE gives a minimum oI the deviance
Iunction and not necessarily the global minimum. Repeating minimization with diIIerent
initial values is currently one oI the only practical solutions to this problem (see section 6.1).
Another method is to use initial values computed Irom the MLE oI a simpler model, e.g., to
use MLEs oI a time-constant model as initial values Ior the optimization oI a time-dependent
model. This approach is available in M-SURGE by Iirst running the simpler model, and then,
selecting the start Irom last model~~ option in the Advanced Numerical Options beIore
running a Iiner model. This allows the new model to start Irom the solution oI the previous
one. Our preliminary investigations with this approach yielded promising results when the
simpler model was well chosen.
8.2 Logit and multi-state
Using the logit link Iunction in multistate model does not guarantee that the separate
transition or the combined survival-transition probability estimates are in the interval oI
47
admissible values |0, 1|. Use instead either the multinomial (generalized) logit or the identity
link, (see section 2.5).
8.3 Additive models
Because on the redundancy inherent in categorical variables, the sentence tg` is reduced to
tg(2ng)`. The Iirst column oI g is automatically deleted as the sum oI t` and the sum oI g`
are both equal to the intercept. For the sentence gt`, the Iirst column oI t is deleted.
However, the two Iormulations are equivalent to the model tg` because the resulting X
matrices will generate the same linear subspaces, i.e., in turn, lead to the same Iinal parameter
estimates and minimal deviance value .
8.4 Generalized logit
Additive eIIects with the generalized logit do not generate the usual parallel responses.
Pending Iurther investigations, we recommend not using additive eIIects with the generalized
logit. However, Ior the combined survival-transition Iormulation with one state and the
separate survival-transition Iormulation with two states, the logit and generalized logit
coincide.
9 Acknowledgments
We warmly thank Ior their useIul comments Michael SCHAUB, Laurent CRESPIN, Vladimir
GROSBOIS, Giacomo TAVECCHIA, Pierre-Yves HENRY, Mark KERY, Olivier
DEVINEAU, Ozge BALKIZ and John D.THOMPSON. We thank Paul SCOFIELD and
David FLETCHER Ior having made the 'Titi data available.
10 Conditions of external use of M-SURGE
Program M-SURGE is property oI those who wrote the soItware. Conditions Ior its
use are the usual ones:
The soItware will be used Ior an academic or research purpose only. In particular, it
will not be used Ior commercial applications.
Due acknowledgment will be made Ior the use oI M-SURGE program in research
reports or publications, mentioning the program as well as this manual.
The user recognizes to be aware that the soItware is a research product and is provided
without any expressed or implied warranty. There is no warranty oI any kind
concerning the Iitness oI the soItware Ior any particular purpose.
11 References
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48
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dispersal by capture-recapture..
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49

12 Index

A
Age model 7
C
CAS 7
Combined survival-transitions 6
ConIidence intervals
by proIile 34
delta method 46
Constraint matrix 10
Covariates
Iile 19
how it work ? 15
E
EIIect 11
arrival state 13
covariates 13
departure state 13
G
GEMACO 10
Global minimum See Initial values
I
Initial value
changing 25
Iixing 25
Initial values
constant 31
Irom previous model 31
random 31
1
JMV 6
K
Keyword
age,a 13
cohort,c 13
Irom,I,previous,p 13
group,g 13
others 16
time,t 13
to,next,n,current 13
x 13
Keyword 11
L
Link
complementary log(-log) 8
generalized logit 8
identity 8
logit 8
50
M
M-ARRAY
expected 36
O
Operator
(&) 16
(.) 14
() 14
priority 16
Output
area 27
Excel Iile 30
Hessian 30
numerical rank 28
output Iile(.out) 30
redundancv 29
summary 30
P
ProIile
drawing 32
R
Redundancy
parameter 31
proIile 32
transition matrix 17
S
Separate survival-transitions 6
Shortcuts 17
Statistics
summary 9
U
Umbrella model 5
Unequal time intervals
application 9
input Iile 19