63  Issuing Multiple Estimations within a Single Problem

Introduction to NONMEM 7.6.0

A sequence of two or more $EST statements within a given problem will result in the sequential execution of separate estimations. This behavior differs from NONMEM VI, where two sequential $EST statements acts as the continuation of defining additional options to a single estimation. For example:

$THETA 0.3 0.5 6.0
$OMEGA 0.2 0.2 0.2
$SIGMA 0.2
; First estimation step
$EST METHOD=0 MAXEVAL=9999
     PRINT=5 NSIG=3
; Second estimation step
$EST METHOD=CONDTIONAL
     NSIG=4

will first result in estimation of the problem by the first order method, using as initial parameters those defined by the $THETA, $OMEGA, and $SIGMA statements. Next, the first order conditional estimation method will be implemented, using as initial parameters the final estimates of THETA, OMEGA, and SIGMA from the previous analysis. Up to 20 estimations may be performed within a problem. For all intermediate estimation steps, their final parameter values and objective function will be printed to the raw output file.

Many settings to options specified in a $EST method will by default carry over to the next $EST method, unless a new option setting is specified. Thus, in the example above, PRINT will remain 5 and MAXEVAL will remain 9999 for the second $EST statement, whereas NSIG will be changed to 4 and METHOD becomes conditional. An exception to this rule are NOTHETABOUND, NOOMEGABOUND, and NOSIGMABOUND, in which these options pertain to all of the estimations in the series within a $PROB. In NM710, NM712, and NM720, these options must be given with the very first $EST record in the problem. With NM73, these options may be placed with any of the $EST records, but will still apply to all $EST records in the problem.

The EM and Monte Carlo estimation methods particularly benefit from performing them in sequence for a given problem. Even the classical NONMEM methods can be facilitated using an EM method by first having a rapid EM method such as iterative two stage be performed first, with the resulting parameters being passed on to the FOCE method, to speed up the analysis:

$EST METHOD=ITS INTERACTION
$EST METHOD=CONDITIONAL INTERACTION

More information on this is described in the Composite Methods section.