RE: OFV from different algorithms
Dear Dennis:
Gosh, that is super interesting. I would guess it was the differences in the
first derivative between the methods. ADVAN4 will be closed form, and ADVAN6
will be (I believe) numerically calculated.
Steve
Quoted reply history
From: [email protected] <[email protected]> On Behalf Of
Dennis Fisher
Sent: Wednesday, September 23, 2020 5:36 PM
To: Mark Tepeck <[email protected]>
Cc: [email protected]
Subject: Re: [NMusers] 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)
http://www.plessthan.com/
On Sep 23, 2020, at 5:09 PM, Mark Tepeck
<[email protected]<mailto:[email protected]>> 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