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Re: OFV from different algorithms

From: Leonid Gibiansky <lgibiansky>
Date: Thu, 24 Sep 2020 14:40:43 -0400

ADVANs in my experience have little effect on OF (except convergence:
ADVAN13 may work in cases when ADVAN6 fails). So method is FOCEI, IMP,
IMPMAP etc. In general, with rare exceptions that could be discussed
separately, you would expect the same OF for FOCEI fit with ADVAN6, 8,
9, 13, 14, 15; and same for IMP fit with different methods.

OF is comparable by the order of magnitude but not identical between

SAEM and BAYES OF should not be used for model comparisons (even within
one method, e.g., SAEM to SAEM).


On 9/24/2020 2:34 PM, Mark Tepeck wrote:
> Hi Leonid,
> Thanks for the tips. When you talk about Methods, are you referring to
> different ADVANs? e.g. FOCEI ADVAN6 vs. IMP ADVAN6.
> Mark
> On Wed, Sep 23, 2020 at 5:52 PM Leonid Gibiansky
> <lgibiansky
>> Within one method, FOCEI or IMP models can be compared by OF, but not
>> between methods. FOCEI and IMP OF are similar by the order of magnitude,
>> but should not be used for comparison between methods.
>> SAEM OF should not be used for model comparison at all. Among two models
>> that differ by SAEM OF, the one with the higher OF may have better fit
>> (meaning, lower FOCEI or IMP OF than the other model with lower SAEM OF).
>> So if you would like to compare models obtained by different methods,
>> you may re-run both of them with fixed parameters using the same method
>> (not SAEM), and then compare obtained OF values.
>> Leonid
>> On 9/23/2020 8:09 PM, Mark Tepeck wrote:
>>> Hi NMusers,
>>> I believe below is a very common question, but I could not find a
>>> clear answer in literature.
>>> Sometimes, we want to find out which algorithm offers the better model
>>> fitting for a given dataset.
>>> Is it possible to use the objective function value (OFV) to compare
>>> the model fitting computed by various algorithms (e.g. FOCE, IMP, and
>>> SAEM) ? Put it into another way, the same input dataset with the same
>>> fitted model/estimates will lead to similar OFVs among FOCE, IMP, and
>>> SAEM?
>>> Thanks,
>>> Mark
Received on Thu Sep 24 2020 - 14:40:43 EDT

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