NONMEM Users Network Archive

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Re: nm7 IMP method question

From: Leonid Gibiansky <LGibiansky>
Date: Wed, 12 May 2010 13:35:24 -0400

I've seen on a number of examples (of non-linear differential equations
  models) the IMP method diverge (by increasing the OF indefinitely,
until it hits infinity). In those cases, IMPMAP was more successful.
Leonid

--------------------------------------
Leonid Gibiansky, Ph.D.
President, QuantPharm LLC
web: www.quantpharm.com
e-mail: LGibiansky at quantpharm.com
tel: (301) 767 5566




Sebastian Ueckert wrote:
> 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
> <mailto: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
> <mailto:sebastian.ueckert
> Sent by: owner-nmusers
> <mailto: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
> <mailto:sebastian.ueckert
> -----------------------------------------------
> Work: +46-(0)18-471 4437
>
>
> On Wed, May 12, 2010 at 4:13 PM, Ethan Wu <_ethan.wu75
> <mailto:ethan.wu75
> IACCEPT
>
>
Received on Wed May 12 2010 - 13:35:24 EDT

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