RE: NM7 Importance Sampling: Objective function goes to zero, but results look reasonable

________________________________ From: De Ridder, Filip [JRDBE] [mailto:[email protected]] Sent: Thursday, December 08, 2011 5:32 AM To: Bauer, Robert; [email protected] Subject: RE: [NMusers] NM7 Importance Sampling: Objective function goes to zero, but results look reasonable Hi Bob, NONMEM 7.2 behaves as expected in this regard! I do have another question. I find a very large numerical difference between the final SAEMOBJ and the IMP OBJ. For example, in SAEMOBJ -21378, IMP OBJ=-1120. The latter seems very reasonable as it is similar to the OBJ value of a terminated FOCE run. Also, with the same model and data, changing the initial values results in a rather different SAEMOBJ (-21103), but finally ending up with the same IMP OBJ (and parameter estimates). Is this large difference worrisome? In the few SAEM applications I have seen in Monolix, the difference between these the SAEMOBJ and the IMP OBJ is not that large. Kind regards, Filip De Ridder Janssen Research & Development, Beerse, Belgium. From: Bauer, Robert [mailto:[email protected]] Sent: Monday, 10 October 2011 17:30 To: De Ridder, Filip [JRDBE]; [email protected] Subject: RE: [NMusers] NM7 Importance Sampling: Objective function goes to zero, but results look reasonable Dear Filip: You may wish to try using NONMEM 7.2, which has an improved transition process between SAEM and IMP EONLY=1. Add the extra option MAPITER=0: $EST METHOD=IMP LIKE NITER=20 CTYPE=3 ISAMPLE=300 NOABORT EONLY=1 MAPITER=0 Robert J. Bauer, Ph.D. Vice President, Pharmacometrics ICON Development Solutions Tel: (215) 616-6428 Mob: (925) 286-0769 Email: [email protected] Web: www.icondevsolutions.com <outbind://220/www.icondevsolutions.com> ________________________________ From: [email protected] [mailto:[email protected]] On Behalf Of De Ridder, Filip [JRDBE] Sent: Monday, October 10, 2011 4:41 AM To: [email protected] Subject: [NMusers] NM7 Importance Sampling: Objective function goes to zero, but results look reasonable Dear NMUsers, When using SAEM/IMP in NM7.1., I get a peculiar results from IMP. After a successful SAEM-run resulting in reasonable point estimates, the objective function is first declared as 0.00000 and later as "NaN" at the final iteration. I do get standard-errors and these look reasonable, but I am not sure how trustworthy they are given the NaN OBJ. This is the $EST call: $EST METHOD=SAEM LAPLACE LIKE NBURN=1000 NITER=2000 PRINT=10 CTYPE=3 CINTERVAL=10 NOABORT $EST METHOD=IMP LIKE NITER=20 CTYPE=3 ISAMPLE=300 NOABORT EONLY=1 FOCE/Laplace terminates due to rounding errors, but gives reasonable point estimates close to the SAEM result. Below is a selection of the search. Kind regards, Filip De Ridder Janssen Research & Development, Beerse, Belgium. #METH: Stochastic Approximation Expectation-Maximization EM/BAYES SETUP THETAS THAT ARE MU MODELED: 1 2 3 4 5 6 7 8 9 11 12 THETAS THAT ARE SIGMA-LIKE: MONITORING OF SEARCH: Stochastic/Burn-in Mode iteration -1000 SAEMOBJ= 26003.614680275896 iteration -990 SAEMOBJ= -1092.1038437297473 ... iteration -670 SAEMOBJ= -3257.6199048158469 iteration -660 SAEMOBJ= -3454.3544417057101 Convergence achieved Reduced Stochastic/Accumulation Mode iteration 0 SAEMOBJ= -3365.8558463970126 iteration 10 SAEMOBJ= -3739.6849187475736 ... iteration 1960 SAEMOBJ= -3823.2755123680026 iteration 1970 SAEMOBJ= -3823.2896277883360 iteration 1980 SAEMOBJ= -3823.4174894810230 iteration 1990 SAEMOBJ= -3823.3225200406459 iteration 2000 SAEMOBJ= -3823.2969976068907 Elapsed estimation time in seconds: 2862.05 #TERM: STOCHASTIC PORTION COMPLETED REDUCED STOCHASTIC PORTION COMPLETED #METH: Objective Function Evaluation by Importance Sampling EM/BAYES SETUP THETAS THAT ARE MU MODELED: 1 2 3 4 5 6 7 8 9 11 12 THETAS THAT ARE SIGMA-LIKE: MONITORING OF SEARCH: iteration 0 OBJ= 0.0000000000000000 iteration 10 OBJ= NaN Elapsed estimation time in seconds: 1472.26 iteration 20 OBJ= NaN #TERM: OPTIMIZATION NOT TESTED