RE: $OMEGA blocks and log-likelihood profiling
From: "Gastonguay, Marc" marc.gastonguay@snet.net
Subject: RE: [NMusers] $OMEGA blocks and log-likelihood profiling
Date: Wed, June 2, 2004 10:27 am
Ken, Nick, Mark, NMusers:
In addition to problems with over-parameterization, it's possible that a
large fraction of bootstrap runs can fail (e.g. minimization unsuccessful)
even when the model is not over-parameterized: particularly when one of the
conditional estimation methods is used (e.g. methods other than FO).
I've learned from Tom Ludden that NONMEM V can sometimes run into local
minima when searching for individual ETA estimates - resulting in
convergence difficulties for the population model. I suspect that this may
be happening with a fraction of the bootstrap failures under conditional
estimation. I've found that placing constraints on the individual ETA
estimates through PRED-exit codes can be helpful in dramatically reducing
the fraction of failed bootstrap runs.
For example (assuming an exponential inter-individual variance model and 3
variance terms in OMEGA):
IF(ABS(ETA(1)).GT.10) EXIT 1 102
IF(ABS(ETA(2)).GT.10) EXIT 1 103
IF(ABS(ETA(3)).GT.10) EXIT 1 104
... (also use NOABORT option in $EST)
I hope this is helpful.
Marc Gastonguay