Filip: The large difference is not worrisome. It is the IMP OBJ that is the proper marginal density -2LL on which goodness of fit is to be based, because it is a full integration of the posterior density. The SAEMOBJ is the complete likelihood but not integrated, and which is not itself a marginal density. Thus, the SAEMOBJ can vary somewhat from run to run, but is not used in any of the calculations to advance the parameters, just an indicator when stationarity reached.
Robert J. Bauer, Ph.D. Vice President, Pharmacometrics ICON Development Solutions Tel: (215) 616-6428 Mob: (925) 286-0769 Email: [email protected] Web: www.icondevsolutions.com <outbind://14/www.icondevsolutions.com> ________________________________ From: De Ridder, Filip [JRDBE] [mailto:[email protected]] Sent: Thursday, December 08, 2011 5:32 AM To: Bauer, Robert; [email protected] Subject: RE: [NMusers] NM7 Importance Sampling: Objective function goes to zero, but results look reasonable Hi Bob, NONMEM 7.2 behaves as expected in this regard! I do have another question. I find a very large numerical difference between the final SAEMOBJ and the IMP OBJ. For example, in SAEMOBJ -21378, IMP OBJ=-1120. The latter seems very reasonable as it is similar to the OBJ value of a terminated FOCE run. Also, with the same model and data, changing the initial values results in a rather different SAEMOBJ (-21103), but finally ending up with the same IMP OBJ (and parameter estimates). Is this large difference worrisome? In the few SAEM applications I have seen in Monolix, the difference between these the SAEMOBJ and the IMP OBJ is not that large. Kind regards, Filip De Ridder Janssen Research & Development, Beerse, Belgium. From: Bauer, Robert [mailto:[email protected]] Sent: Monday, 10 October 2011 17:30 To: De Ridder, Filip [JRDBE]; [email protected] Subject: RE: [NMusers] NM7 Importance Sampling: Objective function goes to zero, but results look reasonable Dear Filip: You may wish to try using NONMEM 7.2, which has an improved transition process between SAEM and IMP EONLY=1. Add the extra option MAPITER=0: $EST METHOD=IMP LIKE NITER=20 CTYPE=3 ISAMPLE=300 NOABORT EONLY=1 MAPITER=0 Robert J. Bauer, Ph.D. Vice President, Pharmacometrics ICON Development Solutions Tel: (215) 616-6428 Mob: (925) 286-0769 Email: [email protected] Web: www.icondevsolutions.com <outbind://220/www.icondevsolutions.com> ________________________________ From: [email protected] [mailto:[email protected]] On Behalf Of De Ridder, Filip [JRDBE] Sent: Monday, October 10, 2011 4:41 AM To: [email protected] Subject: [NMusers] NM7 Importance Sampling: Objective function goes to zero, but results look reasonable Dear NMUsers, When using SAEM/IMP in NM7.1., I get a peculiar results from IMP. After a successful SAEM-run resulting in reasonable point estimates, the objective function is first declared as 0.00000 and later as "NaN" at the final iteration. I do get standard-errors and these look reasonable, but I am not sure how trustworthy they are given the NaN OBJ. This is the $EST call: $EST METHOD=SAEM LAPLACE LIKE NBURN=1000 NITER=2000 PRINT=10 CTYPE=3 CINTERVAL=10 NOABORT $EST METHOD=IMP LIKE NITER=20 CTYPE=3 ISAMPLE=300 NOABORT EONLY=1 FOCE/Laplace terminates due to rounding errors, but gives reasonable point estimates close to the SAEM result. Below is a selection of the search. Kind regards, Filip De Ridder Janssen Research & Development, Beerse, Belgium. #METH: Stochastic Approximation Expectation-Maximization EM/BAYES SETUP THETAS THAT ARE MU MODELED: 1 2 3 4 5 6 7 8 9 11 12 THETAS THAT ARE SIGMA-LIKE: MONITORING OF SEARCH: Stochastic/Burn-in Mode iteration -1000 SAEMOBJ= 26003.614680275896 iteration -990 SAEMOBJ= -1092.1038437297473 ... iteration -670 SAEMOBJ= -3257.6199048158469 iteration -660 SAEMOBJ= -3454.3544417057101 Convergence achieved Reduced Stochastic/Accumulation Mode iteration 0 SAEMOBJ= -3365.8558463970126 iteration 10 SAEMOBJ= -3739.6849187475736 ... iteration 1960 SAEMOBJ= -3823.2755123680026 iteration 1970 SAEMOBJ= -3823.2896277883360 iteration 1980 SAEMOBJ= -3823.4174894810230 iteration 1990 SAEMOBJ= -3823.3225200406459 iteration 2000 SAEMOBJ= -3823.2969976068907 Elapsed estimation time in seconds: 2862.05 #TERM: STOCHASTIC PORTION COMPLETED REDUCED STOCHASTIC PORTION COMPLETED #METH: Objective Function Evaluation by Importance Sampling EM/BAYES SETUP THETAS THAT ARE MU MODELED: 1 2 3 4 5 6 7 8 9 11 12 THETAS THAT ARE SIGMA-LIKE: MONITORING OF SEARCH: iteration 0 OBJ= 0.0000000000000000 iteration 10 OBJ= NaN Elapsed estimation time in seconds: 1472.26 iteration 20 OBJ= NaN #TERM: OPTIMIZATION NOT TESTED ICON plc made the following annotations. ------------------------------------------------------------------------ ------ This e-mail transmission may contain confidential or legally privileged information that is intended only for the individual or entity named in the e-mail address. 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If you have received this e-mail transmission in error, please reply to the sender, so that ICON plc can arrange for proper delivery, and then please delete the message. Thank You, ICON plc South County Business Park Leopardstown Dublin 18 Ireland Registered number: 145835
