RE: SAEM and IMP
Pavel,
You might try IMP after SAEM with EONLY=1 (and a limited number of iterations)
so that the parameters remain stationary and only the expectation step is
executed.
Cheers... Brian
Quoted reply history
-----Original Message-----
From: [email protected] [mailto:[email protected]] On
Behalf Of Pavel Belo
Sent: Thursday, May 15, 2014 11:02 AM
To: [email protected]
Subject: [NMusers] SAEM and IMP
Hello NONMEM Users,
As SAEM does not provide a useful objective function, the manuals recommend
using IMP after SAEM. It works well in many cases when IMP works well. When
IMP works well, SAEM is not always needed. SAEM is really needed when the
other methods do not work well.
The issue is that there are hard cases when SAEM works very well and IMP does
not work at all. SAEM provides meaningful and consistent PK/PD parameters
across very different runs, while IMP provides objective function, which varies
so greatly that it looks meaningless. Another potential issue with IMP is that
even when it works well with a problem, it occasionally provides low values of
objective functions after SAEM or as the first estimate (less frequently in the
middle of IMP run) and then becomes unstable or jumps to much higher objective
function and then converges to something between the low and the high values
for a long time. It almost looks like IMP does not show some kind of
integration/computation errors and keeps running providing a funny objective
function.
It seems like we cannot estimate objective function when SAEM runs well and IMP
does not. It reduces the value of SAEM. Is there a way around it?
Thanks,
Pavel