NM7 Question on METHOD=IMP
Dear NM7 users,
According to the examples in the users guide, the IMP step followed the SAEM
step with EONLY=1 to evaluate the objective function. In all of my models (for
the same data set), I have these two $EST steps:
$EST METHOD=SAEM INTER FILE=saem.txt NBURN=3000 NITER=2000 PRINT=5
CTYPE=3 GRD=DDDDDDDDDSSDDD SEED=20091013 ISAMPLE=2
$EST METHOD=IMP EONLY=1 FILE=imp.txt NITER=300 ISAMPLE=3000 PRINT=1
In my base model, the OBJ trend in the IMP step is as follows (truncated here):
iteration 296 OBJ= -1796.0722480934633
iteration 297 OBJ= -1802.1845380634943
iteration 298 OBJ= -1795.4946269639131
iteration 299 OBJ= -1795.8286754523187
Elapsed estimation time in seconds: 230513
iteration 300 OBJ= -1791.4880075805286
When I add IOV on one of the parameters (to the base model), I got the
following trend, which showed the OBJ became worse:
iteration 296 OBJ= 52215.178158178285
iteration 297 OBJ= 51758.149614882743
iteration 298 OBJ= 51850.531967877905
iteration 299 OBJ= 53377.558672094958
Elapsed estimation time in seconds: 314605
iteration 300 OBJ= 53030.267320528052
When I compared the GOF plots and parameter estimates for these two models,
they looked pretty much the same. I could not find any obvious differences
between them. How would I interpret/compare the OBJ for these 2 models? What
could be the reasons for such difference in the OBJ for the 2 models?
Thank you in advance for your help,
-Thuy