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
Objective function
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]
www.iconplc.com
Quoted reply history
-----Original Message-----
From: [email protected] [mailto:[email protected]] On
Behalf Of sbihorel
Sent: Monday, January 16, 2017 3:13 AM
To: [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
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
Quoted reply history
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
>
>
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
> >
> >