From: sbihorel <*Sebastien.Bihorel*>

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 *

*>>> www.iconplc.com <http://www.iconplc.com>
*

*>>>
*

*>>> -----Original Message-----
*

*>>> From: owner-nmusers *

*>>> <mailto: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
*

*>>>
*

*>>>
*

*>>> ICON plc made the following annotations.
*

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*

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*

*>>>
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*>
*

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

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:

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