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Re: [NMusers] Objective function

From: sbihorel <Sebastien.Bihorel_at_cognigencorp.com>
Date: Mon, 16 Jan 2017 16:24:09 -0500

Thanks a lot Robert, Leonid, and Nick for your responses.

One follow-up question based on Leonid's quotes (~ the objective
functions that are displayed ***during*** SAEM and BAYES analyses are
not valid for assessing minimization or for hypothesis testing): can a
user rely on the ***final*** value of the objective function for these
methods to assess minimization or hypothesis testing (emphasis on the
terms between ***)?


On 1/16/2017 1:33 PM, Nick Holford wrote:
> 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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>

Received on Mon Jan 16 2017 - 16:24:09 EST

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