Re: Negative objective functions

From: "Stephen Duffull" <sduffull@fs1.pa.man.ac.uk> Subject: Re: Negative objective functions Date: Fri, 30 Oct 1998 09:00:05 -0000 To comment on negative objective functions with NONMEM. A negative objective function from NONMEM would indicate the likelihood is greater than 1.0. Hence twice the negative Ln of it will be a negative number. I have experienced this before when using maximum likelihood, but not with NONMEM when using a normal likelihood. Typically if the distribution of the data given the parameter values conforms to a N(0,1) distribution then the likelihood of the mode will be approx 0.4 (NONMEM objective function of 1.8). If the distribution is very steeped around the mode then I guess it must be possible to get likelihoods of the mode as > 1.0. The only time I have seen this when using NONMEM, is when I inadvertantly specified a binary objective function (using NONMEM IV) when analysing categorical data using a proportional odds model. When I used the correct likelihood the negative objective functions did not recur, and needless to say the model fitted the data somewhat better! I hope this is helpful. Regards Steve ============================= Stephen Duffull School of Pharmacy University of Manchester M13 9PL, Manchester, UK Ph +44 161 275 2355 Fax +44 161 275 2396 Email sduffull@fs1.pa.man.ac.uk