Re: OFV from different algorithms
Mark
I posed a variant of this question to Stu Beal (Sheiner's statistician) > 20 years ago. He answered that one cannot compare ADVAN's, e.g.,
between ADVAN4 and ADVAN6 for the identical model.
I verified this today when I ran a model with those two ADVAN's -- both converged, they yielded quite similar parameter estimates, but the OF differed by 60 units.
I will be interested to hear Bob Bauer's reply to this issue.
Dennis
Dennis Fisher MD
P < (The "P Less Than" Company)
Phone / Fax: 1-866-PLessThan (1-866-753-7784)
www.PLessThan.com http://www.plessthan.com/
Quoted reply history
> On Sep 23, 2020, at 5:09 PM, Mark Tepeck <mark.tepeck
wrote:
>
> Hi NMusers,
>
> I believe below is a very common question, but I could not find a
> clear answer in literature.
>
> Sometimes, we want to find out which algorithm offers the better model
> fitting for a given dataset.
>
> Is it possible to use the objective function value (OFV) to compare
> the model fitting computed by various algorithms (e.g. FOCE, IMP, and
> SAEM) ? Put it into another way, the same input dataset with the same
> fitted model/estimates will lead to similar OFVs among FOCE, IMP, and
> SAEM?
>
>
> Thanks,
>
>
> Mark
>