Models that abort before convergence
Colleagues,
I am curious as to your thoughts about a particular NONMEM issue. I often find myself in a situation where a complex model does not converge to 3 digits ("no of digits: unreportable") yet the objective function is markedly better than a previous model and graphics suggest that the model is quite good (and better than the previous one). Nick Holford has advocated (and I agree) that NONMEM's SE's have minimal utility and the inability to calculate them is not important. However, I have not seen similar discussion about whether one can / should accept a model that did not converge.
The particular situation that I dealing with at the moment is that a dataset that I am analyzing yielded a series of results that did not converge as I added parameters (despite an improving fit and a marked decrease in the objective function), then yet a more complicated model yielded 3.0 significant digits. In this case, there is no problem (I can use this final model for bootstrap, VPC, etc.) but what if none of these models had converged.
Dennis
Dennis Fisher MD
P < (The "P Less Than" Company)
Phone: 1-866-PLessThan (1-866-753-7784)
Fax: 1-415-564-2220
www.PLessThan.com