cooch wrote:Jeff is correct - I'll push him for one clarification, though. IN the instance when the two samples are treated as separate groups (males, females) then even if the candidate model sets used for the two groups are identical (which implies complete overlap in terms of parameters), then in fact you could argue that there is no sampling covariance between estimates of male and female abundance. At which point, it drops out of the equation for the variance of a sum, and away you go. The basic point as Jeff notes is that car of a sum as a simply sum of the variances works only if the cov matrix is an identity matrix (or, if cov(X,Y)=0, which is the same thing). If you sample males and females from the same population, using the same technique, and the same estimation models, there is a reasonable question as to whether assuming cov=0 (in fact, it probably isn't). However, in order to get cov, you'd need to have males and females as groups in the same analysis. If you analyze males as a single analysis, then females in another analysis, you won't have an estimate of the sampling covariance between them, and woudln't be able to do much better than cov=0, even though in point of fact its probably wrong to assume such.
Evan makes 2 points here that need clarification. With regard to a model with all common parameters, you can only get a 0 covariance if they are treated as a single group. In particular, if N is in the likelihood then each group would have a separate f0 but common p's and they would have a covariance. But even if N isn't in the likelihood you are making 2 predictions from the same model and they will have a covariance. However, if you ignored the group structure then you are okay because you would only have a total estimate rather than separate ones that were being summed.
In the second point he is referrring to covariance that would result from dependence of fates and that is not included in the estimated covariances. I think you'll find that if you fit p(g*t) the covariance of the N's will be 0.
But what is being described here is summing model averaged estimates . If you model averaged a p(g*t) and a p(t) model then the model averaged estimates will have a covariance term as a result of the second model.
It would be useful if either Bill Kendall chimed in or you contact him individually so you can get some clarification on what he did in that paper.