Within one method, FOCEI or IMP models can be compared by OF, but not
between methods. FOCEI and IMP OF are similar by the order of magnitude,
but should not be used for comparison between methods.
SAEM OF should not be used for model comparison at all. Among two models
that differ by SAEM OF, the one with the higher OF may have better fit
(meaning, lower FOCEI or IMP OF than the other model with lower SAEM OF).
So if you would like to compare models obtained by different methods,
you may re-run both of them with fixed parameters using the same method
(not SAEM), and then compare obtained OF values.
Leonid
On 9/23/2020 8:09 PM, 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
