RE: posthoc step
From: "Ludden, Thomas (MYD)" luddent@iconus.com
Subject: RE: [NMusers] posthoc step
Date: Fri, December 10, 2004 11:48 am
Nick, Jerry, Leonid, Steve, Yaning et al.
The objective function value for this problem is rather ugly (see tabulation
below). It is generally flat around a K value of 10 but there is a minor
maximum at about K=7.2-7.25. Some gradient search algorithms will have
trouble with this. The Solver in Excel (obviously not the Gold Standard)
gives a K estimate of 9.78 with initial estimates of 7.25 up to 10. With
initial estimates of .1 to 7.2, the K estimate is 0.944. The initial
estimates for NONMEM's POSTHOC ETA search are not readily accessed so I have
not tested NONMEM itself but I have been in contact with Stuart Beal
regarding this question. Jerry, would you please try the SAS procedure with
an initial estimate of 10 with and without estimation of the residual
variance? It would be interesting to see if SAS's search procedure can get
past the minor maximum.
initial initial Final Final
K est OFV K est OFV
10 448.0646546 9.781 448.06
9 448.1637275 9.781 448.06
8 448.5035677 9.781 448.06
7.5 448.6452926 9.781 448.06
7.25 448.6697797 9.781 448.06
7.2 448.6687872 0.944 21.603
7.1 448.6595588
7 448.6393969 0.944 21.603
6.5 448.3096192
6 447.3663721 0.944 21.603
5.5 445.3349748
5 441.4403283
4.5 434.4249225
4 422.270891
3.5 401.8019287
3 368.1922873
2.5 314.6254852
2 233.1745355
1.5 121.66397
1 23.59852696 0.944 21.603
0.9 23.0073974
0.8 39.55006733
0.7 83.27305134
0.6 170.024752
0.5 325.154084
0.4 589.7760326
0.3 1031.4946
0.1 2973.924151 0.944 21.603