NONMEM Estimation algorithms

From: Bonate, Peter pbonate@ilexonc.com Subject: [NMusers] NONMEM Estimation algorithms Date: Thu, May 20, 2004 8:59 am Dear all, I am having some trouble understanding some of the estimation algorithms used in NONMEM and was hoping someone would take the time to help me out. Here are some of my questions: 1.) How does what NONMEM does with FOCE differ from the Lindstrom and Bates conditional algorithm (1990)? 2.) Is the Laplacian method in NONMEM the same as the Laplace method suggested by Wolfinger (1993)? Some have indicated that the Laplacian method in NONMEM is a second-order Taylor series approximation about the nonlinear model itself, like FO-approximation (Racine-Poon and Wakefield, 1998). But it looks from the NONMEM manuals that the -2LL for the Laplace option is a second-order Taylor series approximation about the likelihood function itself. Which is it? And this leads to my third question. 3.) Where does the equation on page 5 in the Part VII manuals come from? How is it derived? I have seen no other place in any paper where this form of the -2LL is presented. So on a related note are conditional algorithms published anywhere outside of the NONMEM manuals. It seems that the FO algorithm is described in detail in many papers, but the algorithms that NONMEM actually uses are not published anywhere. It this correct? Thanks for your time if you can help me. Pete bonate Peter L. Bonate, PhD, FCP Director, Pharmacokinetics ILEX Oncology 4545 Horizon Hill Blvd San Antonio, TX 78229 phone: 210-949-8662 fax: 210-949-8219 email: pbonate@ilexonc.com