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Re: [NMusers] Objective function

From: sbihorel <Sebastien.Bihorel_at_cognigencorp.com>
Date: Mon, 16 Jan 2017 17:25:24 -0500

Thanks


On 1/16/2017 5:21 PM, Leonid Gibiansky wrote:
> 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
>>>>>
>>>>>
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>>

--
Sebastien Bihorel
Associate Director, Pharmacometrics
Buffalo Office: +1-716-633-3463 ext. 323 | Website
<http://www.cognigencorp.com>
<http://www.simulations-plus.com/Default.aspx>

Received on Mon Jan 16 2017 - 17:25:24 EST

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