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Re: [NMusers] Objective function

From: Nick Holford <n.holford_at_auckland.ac.nz>
Date: Tue, 17 Jan 2017 07:33:08 +1300

Hi,

Note also that the NONMEM objective function is not based on the full
log-likelihood. It is missing a constant factor which means it is not
simple to compare to -2LL using the full log-likelihood reported by
other software (e.g. SAS).

The next release of NONMEM is expected to include both the current
objective function value and the value based on the full log-likelihood
e.g. using METHOD=CONDITIONAL

  TOTAL DATA POINTS NORMALLY DISTRIBUTED (N): 574
  N*LOG(2PI) CONSTANT TO OBJECTIVE FUNCTION: 1054.9414361189642
  OBJECTIVE FUNCTION VALUE WITHOUT CONSTANT: 5801.3214723745577
  OBJECTIVE FUNCTION VALUE WITH CONSTANT: 6856.2629084935215
  REPORTED OBJECTIVE FUNCTION DOES NOT CONTAIN CONSTANT

Best wishes,

Nick

On 17-Jan-17 07:18, Leonid Gibiansky wrote:
> Note however that (from Nonmem 7.3 guide):
>
> -----
> The objective function SAEMOBJ that is displayed during SAEM analysis
> is not valid for assessing minimization or for hypothesis testing. It
> is highly stochastic, and does not represent a marginal likelihood
> that is integrated over all possible eta, but rather, is the
> likelihood for a given set of etas.
> -------
> Full Markov Chain Monte Carlo (MCMC) Bayesian Analysis Method:
>
> A maximum likelihood objective function is also not obtained,...
>
> As mentioned earlier, the objective function (MCMCOBJ) that is
> displayed during BAYES analysis is not valid for assessing
> minimization or for hypothesis testing in the usual manner. It does
> not represent a likelihood that is integrated over all possible eta
> (marginal density), but the likelihood at a given set of etas.
> -----
>
> while of the other methods (ITS, IMP, IMPMAP) the OF value can be used
> similar to FO, FOCEI, LAPLACE.
>
> Leonid
>
>
> On 1/16/2017 12:12 PM, Bauer, Robert wrote:
>> Sebastien:
>> All methods in NONMEM are -2LL based.
>>
>> Robert J. Bauer, Ph.D.
>> Pharmacometrics R&D
>> ICON Early Phase
>> 820 W. Diamond Avenue
>> Suite 100
>> Gaithersburg, MD 20878
>> Office: (215) 616-6428
>> Mobile: (925) 286-0769
>> Robert.Bauer_at_iconplc.com <mailto:Robert.Bauer_at_iconplc.com>
>> www.iconplc.com <http://www.iconplc.com>
>>
>> -----Original Message-----
>> From: owner-nmusers_at_globomaxnm.com <mailto:owner-nmusers_at_globomaxnm.com>
>> [mailto:owner-nmusers_at_globomaxnm.com] On Behalf Of sbihorel
>> Sent: Monday, January 16, 2017 3:13 AM
>> To: nmusers_at_globomaxnm.com <mailto:nmusers_at_globomaxnm.com>
>> Subject: [NMusers] Objective function
>>
>> Hi,
>>
>> This might appear like a very naive question but I could not find the
>> information in the NONMEM use guide: what is the value of the objective
>> function for ITS, IMP, SAEM, and BAYES estimation methods in relation to
>> the log likelihood? Is it the standard minus 2 times the log likelihood
>> like for FO, FOCE, FOCEI, or LAPLACE methods?
>>
>> Thank you
>>
>> Sebastien
>>
>>
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--
Nick Holford, Professor Clinical Pharmacology
Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A
University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand
office:+64(9)923-6730 mobile:NZ+64(21)46 23 53 FR+33(6)62 32 46 72
email: n.holford_at_auckland.ac.nz
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http://orcid.org/0000-0002-4031-2514
Read the question, answer the question, attempt all questions

Received on Mon Jan 16 2017 - 13:33:08 EST

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