Re: Negative objective functions

From: James <J.G.Wright@ncl.ac.uk> Subject: Re: Negative objective functions Date: Fri, 30 Oct 1998 10:55:20 +0000 >Date: Fri, 30 Oct 1998 10:54:19 +0000 >To: LSheiner <lewis@c255.ucsf.edu> >From: James <J.G.Wright@ncl.ac.uk> >Subject: Re: Negative objective functions >In-Reply-To: <199810300443.UAA11695@c255.ucsf.EDU> > >Dear Professor Sheiner, > >This agrees with my understanding of the situation. However, my understanding of likelihood is that is it a probability, and therefore must be between 0 and 1. > >James > > >At 08:43 PM 10/29/98 -0800, you wrote: >>The objective function is not a sum of squares, it is >>-2 times the log of the likelihood. The likelihood, in >>simple npormal problesm is a sum of squares. If that sum >>is >1 then -2 log likelihood will be negative. >> >>The likelihood in NONMEM is usually more complicated >>than a simple sum of squares, but it may still be >>>1 and hence the obj fn be negative. The absolute >>value of the obj fn is meaningless, as a likelihood >>is only defined up to an arbitrary proportiojnality >>constant. Only differences >>between obj functions of nested models are meaningful. >> >>LBS.