+--------------------------------------------------------------------+
| |
| MINIMUM VALUE OF OBJ. FUNCTION |
| |
+--------------------------------------------------------------------+
MEANING: The value of the objective function
CONTEXT: NONMEM output
DISCUSSION:
The NONMEM OBJECTIVE FUNCTION is a goodness of fit statistic; the
lower the value, the better the fit. Negative values are possible and
have no special significance. Under certain assumptions, the
(default) objective function value is minus twice the log likelihood.
A page with the title MINIMUM VALUE OF OBJECTIVE FUNCTION" is printed
as part of every NONMEM output, as in this example.
****** MINIMUM VALUE OF OBJECTIVE FUNCTION ***********
***************** 11.570 ******************************
If the Estimation Step was NOT run, then the value printed is the
value of the objective function using the initial parameter estimates
specified for the problem.
If the Estimation Step WAS run, then the value printed is the value of
the objective function with the final parameter estimates.
Differences in the objective function of fits of the same data to
hierarchical models can often be used to test approximately the plau-
sibility of the smaller (fewer free parameters) model by referencing
the difference to a chi-square distribution with degrees of freedom
equal to the difference in the number of free model parameters between
models (hypothesis tests).
Sometimes NM-TRAN may generate this warning message: |
(WARNING 68) THE INTEGER FUNCTION IS BEING USED OUTSIDE OF A SIMULA- |
TION |
BLOCK. IF THE INTEGER VALUE AFFECTS THE VALUE OF THE OBJECTIVE FUNC- |
TION, |
THEN AN ERROR WILL PROBABLY OCCUR. |
In general, any code that affects the value of the prediction F (with |
$PRED) or Y (with $ERROR), or their eta and eps partials, affects the |
value of the objective function. Such code must be continuous, e.g., |
must not use functions such as INT or MOD, and must not involve condi- |
tional statements that introduce discontinuities. The following exam- |
ples use Model Event Time parameters (MTIME) to avoid discontinuities |
in differential equations: |
Model Time examples |
Examples Using MTIME to Model Periodic Discontinuities in $DES |
Enterhepatic circulation examples |
(See mtime, model time examples). |
(See Circadian Example: Examples Using MTIME to Model Periodic Discon- |
tinuities in $DES) |
(See Enterhepatic circulation examples).
REFERENCES: Guide I Section C.3.5.1
REFERENCES: Guide V Section 5.5
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