RE: [NMusers] Minimization terminated ?

From: Stephen Duffull <stephen.duffull_at_stonebow.otago.ac.nz>
Date: Mon, 23 Jul 2007 09:10:25 +1200

Hi

Quick note.

> I am not sure, if a successful termination message and a
> successful $COV step should be a criterion for publishing a
> model. As Nick wrote, WinBugs and Monolix do not provide such
> a termination message.

WinBUGS is not based on maximum likelihood theory and doesn't rely on
asymptotic results - hence convergence in an MLE sense is not an issue
(obviously it is much more complex than this - but this is the gist).
Convergence in an MCMC sense remains important.

Monolix is used in an MLE setting - perhaps Marc or France would want to
comment on this with respect to convergence? I believe that the SAEM
algorithm is proven to converge if run long enough - but of course how long
is long enough is for the experts.

Steve
--
Professor Stephen Duffull
Chair of Clinical Pharmacy
School of Pharmacy
University of Otago
PO Box 913 Dunedin
New Zealand
E: stephen.duffull_at_otago.ac.nz
P: +64 3 479 5044
F: +64 3 479 7034

Design software: www.winpopt.com
 

Received on Sun Jul 22 2007 - 17:10:25 EDT

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