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 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) www.PLessThan.com<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
