RESET HESSIAN

From: Farkad Ezzet Date: December 01, 1995 technical Source: cognigencorp.com
From farkad.ezzet@chbs.mhs.ciba.com Fri Dec 1 01:09:34 1995 Subject: RESET HESSIAN Dear nonmem user, Occasionally, during the fitting algorithm of NONMEM, the message "RESET HESSIAN" appears. In theory, at least the way I understand it, it should not matter what the Hessian is during the iterative procedure so long as we are converging towards the solution. What is not clear to me is the following : 1. When and why NONMEM requires to reset the Hessian ? 2. Can the objective function still be used (at least for comparing nested models) ? 3. Are parameter estimates unbiased, and more importantly, are their estimated standard errors reliable, given that the Hessian has been changed. 4. What actions are needed for a subsequent NONMEM run if resetting the Hessian is an unfortunate situation ? I look forward to hearing from you. Best regards