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RE: OFV from different algorithms

From: Steven L Shafer <Steven.Shafer>
Date: Thu, 24 Sep 2020 00:49:05 +0000

Dear Dennis:

Gosh, that is super interesting. I would guess it was the differences in th=
e first derivative between the methods. ADVAN4 will be closed form, and ADV=
AN6 will be (I believe) numerically calculated.

Steve

From: owner-nmusers
 Of Dennis Fisher
Sent: Wednesday, September 23, 2020 5:36 PM
To: Mark Tepeck <mark.tepeck
Cc: nmusers
Subject: Re: [NMusers] OFV from different algorithms

Mark

I posed a variant of this question to Stu Beal (Sheiner's statistician) > 2=
0 years ago. He answered that one cannot compare ADVAN's, e.g., between AD=
VAN4 and ADVAN6 for the identical model.
I verified this today when I ran a model with those two ADVAN's -- both con=
verged, they yielded quite similar parameter estimates, but the OF differed=
 by 60 units.

I will be interested to hear Bob Bauer's reply to this issue.

Dennis

Dennis Fisher MD
P < (The "P Less Than" Company)
Phone / Fax: 1-866-PLessThan (1-866-753-7784)
www.PLessThan.com<http://www.plessthan.com/>




On Sep 23, 2020, at 5:09 PM, Mark Tepeck <mark.tepeck
.tepeck

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 Wed Sep 23 2020 - 20:49:05 EDT

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