NONMEM Users Network Archive

Hosted by Cognigen

Re: [NMusers] Objective function

From: Leonid Gibiansky <lgibiansky_at_quantpharm.com>
Date: Mon, 16 Jan 2017 17:21:12 -0500

no, you have to run some other method (e.g, FOCEI or IMP in evaluation
mode) to get OF suitable for the tests.

On 1/16/2017 4:24 PM, sbihorel wrote:
> 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
>>>>
>>>>
>>>> ICON plc made the following annotations.
>>>> ------------------------------------------------------------------------------
>>>>
>>>>
>>>> This e-mail transmission may contain confidential or legally privileged
>>>> information that is intended only for the individual or entity named in
>>>> the e-mail address. If you are not the intended recipient, you are
>>>> hereby notified that any disclosure, copying, distribution, or reliance
>>>> upon the contents of this e-mail is strictly prohibited. If you have
>>>> received this e-mail transmission in error, please reply to the sender,
>>>> so that ICON plc can arrange for proper delivery, and then please
>>>> delete
>>>> the message.
>>>>
>>>> Thank You,
>>>>
>>>> ICON plc
>>>> South County Business Park
>>>> Leopardstown
>>>> Dublin 18
>>>> Ireland
>>>> Registered number: 145835
>>>>
>>
>
>
Received on Mon Jan 16 2017 - 17:21:12 EST

The NONMEM Users Network is maintained by ICON plc. Requests to subscribe to the network should be sent to: nmusers-request_at_iconplc.com. Once subscribed, you may contribute to the discussion by emailing: nmusers@globomaxnm.com.