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Re: OFV from different algorithms

From: Mark Tepeck <mark.tepeck>
Date: Thu, 24 Sep 2020 11:34:07 -0700

Hi Leonid,

Thanks for the tips. When you talk about Methods, are you referring to
different ADVANs? e.g. FOCEI ADVAN6 vs. IMP ADVAN6.


On Wed, Sep 23, 2020 at 5:52 PM Leonid Gibiansky
> 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 Thu Sep 24 2020 - 14:34:07 EDT

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