https://communities.sas.com/t5/Statistical-Procedures/Using-analytical-derivatives-in-NLMIXED/m-p/954718#M47775 <P>I am fitting a mixed effects shared parameter which involves fitting a nonlinear mixed-effects model for the response variable Y and a piecewise exponential survival model for the time to dropout T for large clinical trials (e.g., &gt;1,000 subjects with up to 11 observations on subjects that complete the trial).&nbsp; One of the issues is whether a missing at random dropout based on the observed response variable Y is predictive of dropout. Hence I wish to include an internal time-dependent covariate (i.e., Yij) in the piecewise exponential hazard function. The problem is that the partial log-likelihood function requires a double summation across subjects which makes the use of numerically derived derivatives infeasible (I ran it for three days and it was still computing so I decided to try using analytical derivatives of computation for which I can). While I have derived the analytical derivative of the partial log-likelihood, I don't know how one specifies that within NLMIXED thereby bypassing the use of numerically derived derivatives. Any help would be greatly appreciated.</P><P>Ed&nbsp;&nbsp;</P> Sat, 28 Dec 2024 23:18:54 GMT Ed-Vonesh 2024-12-28T23:18:54Z https://communities.sas.com/t5/Statistical-Procedures/Using-analytical-derivatives-in-NLMIXED/m-p/954718#M47775 <P>I am fitting a mixed effects shared parameter which involves fitting a nonlinear mixed-effects model for the response variable Y and a piecewise exponential survival model for the time to dropout T for large clinical trials (e.g., &gt;1,000 subjects with up to 11 observations on subjects that complete the trial).&nbsp; One of the issues is whether a missing at random dropout based on the observed response variable Y is predictive of dropout. Hence I wish to include an internal time-dependent covariate (i.e., Yij) in the piecewise exponential hazard function. The problem is that the partial log-likelihood function requires a double summation across subjects which makes the use of numerically derived derivatives infeasible (I ran it for three days and it was still computing so I decided to try using analytical derivatives of computation for which I can). While I have derived the analytical derivative of the partial log-likelihood, I don't know how one specifies that within NLMIXED thereby bypassing the use of numerically derived derivatives. Any help would be greatly appreciated.</P><P>Ed&nbsp;&nbsp;</P> Sat, 28 Dec 2024 23:18:54 GMT https://communities.sas.com/t5/Statistical-Procedures/Using-analytical-derivatives-in-NLMIXED/m-p/954718#M47775 Ed-Vonesh 2024-12-28T23:18:54Z