Re: Objective function
Hi,
Note also that the NONMEM objective function is not based on the full log-likelihood. It is missing a constant factor which means it is not simple to compare to -2LL using the full log-likelihood reported by other software (e.g. SAS).
The next release of NONMEM is expected to include both the current objective function value and the value based on the full log-likelihood e.g. using METHOD=CONDITIONAL
TOTAL DATA POINTS NORMALLY DISTRIBUTED (N): 574
N*LOG(2PI) CONSTANT TO OBJECTIVE FUNCTION: 1054.9414361189642
OBJECTIVE FUNCTION VALUE WITHOUT CONSTANT: 5801.3214723745577
OBJECTIVE FUNCTION VALUE WITH CONSTANT: 6856.2629084935215
REPORTED OBJECTIVE FUNCTION DOES NOT CONTAIN CONSTANT
Best wishes,
Nick
Quoted reply history
On 17-Jan-17 07:18, Leonid Gibiansky wrote:
> Note however that (from Nonmem 7.3 guide):
>
> -----
>
> The objective function SAEMOBJ that is displayed during SAEM analysis is not valid for assessing minimization or for hypothesis testing. It is highly stochastic, and does not represent a marginal likelihood that is integrated over all possible eta, but rather, is the likelihood for a given set of etas.
>
> -------
> Full Markov Chain Monte Carlo (MCMC) Bayesian Analysis Method:
>
> A maximum likelihood objective function is also not obtained,...
>
> As mentioned earlier, the objective function (MCMCOBJ) that is displayed during BAYES analysis is not valid for assessing minimization or for hypothesis testing in the usual manner. It does not represent a likelihood that is integrated over all possible eta (marginal density), but the likelihood at a given set of etas.
>
> -----
>
> while of the other methods (ITS, IMP, IMPMAP) the OF value can be used similar to FO, FOCEI, LAPLACE.
>
> Leonid
>
> On 1/16/2017 12:12 PM, Bauer, Robert wrote:
>
> > Sebastien:
> > All methods in NONMEM are -2LL based.
> >
> > Robert J. Bauer, Ph.D.
> > Pharmacometrics R&D
> > ICON Early Phase
> > 820 W. Diamond Avenue
> > Suite 100
> > Gaithersburg, MD 20878
> > Office: (215) 616-6428
> > Mobile: (925) 286-0769
> > [email protected] <mailto:[email protected]>
> > www.iconplc.com http://www.iconplc.com
> >
> > -----Original Message-----
> > From: [email protected] <mailto:[email protected]>
> > [mailto:[email protected]] On Behalf Of sbihorel
> > Sent: Monday, January 16, 2017 3:13 AM
> > To: [email protected] <mailto:[email protected]>
> > Subject: [NMusers] Objective function
> >
> > Hi,
> >
> > This might appear like a very naive question but I could not find the
> > information in the NONMEM use guide: what is the value of the objective
> > function for ITS, IMP, SAEM, and BAYES estimation methods in relation to
> > the log likelihood? Is it the standard minus 2 times the log likelihood
> > like for FO, FOCE, FOCEI, or LAPLACE methods?
> >
> > Thank you
> >
> > Sebastien
> >
> >