NONMEM Users Network Archive

Hosted by Cognigen

Re: OFV from different algorithms

From: Leonid Gibiansky <lgibiansky>
Date: Wed, 23 Sep 2020 20:52:24 -0400

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 Wed Sep 23 2020 - 20:52:24 EDT

The NONMEM Users Network is maintained by ICON plc. Requests to subscribe to the network should be sent to: nmusers-request@iconplc.com.

Once subscribed, you may contribute to the discussion by emailing: nmusers@globomaxnm.com.