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Re: Objective function

From: Leonid Gibiansky <lgibiansky>
Date: Mon, 16 Jan 2017 13:18:14 -0500

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.


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
> <>
> -----Original Message-----
> From: owner-nmusers
> [mailto:owner-nmusers
> Sent: Monday, January 16, 2017 3:13 AM
> To: nmusers
> 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 - 13:18:14 EST

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