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Re: nm7 IMP method question

From: Sebastian Ueckert <sebastian.ueckert>
Date: Wed, 12 May 2010 18:50:21 +0200

Dear Wu,
it is important to realize that the new estimation methods do not directly
maximize the likelihood. The EM algorithm updates the population parameters
by averaging the conditional mean/variances of the etas. Therefore, it is
not guaranteed that the likelihood increases (OFV decreases). The classical
method, opposed to that, are gradient based and only change the population
parameters when the OFV decreases.

There are several things you could try if the OFV is continuously
increasing when using the IMP method:
- make sure that your model is valid for unusual eta samples (prevent
e.g. division
by zero, logarithm of values smaller than zero, etc.)
- change the initial values
- use a different estimation methods prior to IMP (e.g. FOCE, ITS)
- increase the number of individual samples (ISAMPLE)
- use a different sampling distribution (e.g. DF=1)
- try using the IMPMAP method instead

It would be interesting to know if other users have additional suggestions.

Best regards,
Sebastian

Sebastian Ueckert, MSc, PhD student
-----------------------------------------------
Pharmacometrics Research Group,
Department of Pharmaceutical Biosciences,
Uppsala University
-----------------------------------------------
P.O. Box 591
SE-751 24 Uppsala
Sweden
-----------------------------------------------
sebastian.ueckert
-----------------------------------------------
Work: +46-(0)18-471 4437


On Wed, May 12, 2010 at 5:30 PM, Xiao Hu <Xiao.Hu

>
> *Dear Sebastian and Ethan,*
>
> I have encountered similar situation in the same estimation step. It also
> occurred using Baysian method. The MCMCOBJ just kept increasing from
> approximately -100 to 2000, while CONDITIONAL LAP and FOCE converged
> successfully. I found different methods work for different dataset and
> model structures. Changing initial estimation did not help much. Any
> insight on why OBJ and MCMCOBJ keep increasing, and how to prevent it would
> be helpful. Thanks in advance.
>
> Best regards,
> Shelley
>
> ========================================
> Xiao Hu (Shelley), Ph.D.
> Scientist,
> Development Pharmacokinetics & Disposition
> Biogen Idec, Inc.
> 14 Cambridge Center
> Cambridge, MA 02142
>
>
>
> *Sebastian Ueckert <sebastian.ueckert
> Sent by: owner-nmusers
>
> 12-May-2010 11:08 AM
>
> Message Size: *6.2 KB*
> To
> nmusers <nmusers
> cc
> Subject
> Re: [NMusers] nm7 IMP method question
>
>
>
>
> Dear Ethan.
> if you use the IMP method to estimate your parameters, you do not have to
> run a second IMP step. The ESTEP is run for every iteration and if the OFV
> is stable during the last iterations you can just use that. However the
> behavior you are describing is strange. It could be related to different
> settings for both steps. Can you please send the code for both $EST lines?
>
> Best regards,
> Sebastian
>
>
> Sebastian Ueckert, MSc, PhD student
> -----------------------------------------------
> Pharmacometrics Research Group,
> Department of Pharmaceutical Biosciences,
> Uppsala University
> -----------------------------------------------
> P.O. Box 591
> SE-751 24 Uppsala
> Sweden
> -----------------------------------------------*
> **sebastian.ueckert
> -----------------------------------------------
> Work: +46-(0)18-471 4437
>
>
> On Wed, May 12, 2010 at 4:13 PM, Ethan Wu <*ethan.wu75
> wrote:
> IACCEPT
>
>

Received on Wed May 12 2010 - 12:50:21 EDT

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