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RE: var-cov matrix issue?

From: Bachman, William <William.Bachman>
Date: Tue, 24 Feb 2009 14:41:48 -0500

As a clarification, this is not an error. It is an indication of a
numerical condition generated by the matrix algebra. it says that the
covariance could not be calculated by the default method (possibly due
to ill conditioning) so it was calculated by an alternative method. You
could generate standard errors by an alternative method, e.g. bootstrap,
and compare them to those produced by NONMEM to make your decision to
trust or not trust the values.

________________________________

From: owner-nmusers
On Behalf Of Ethan Wu
Sent: Tuesday, February 24, 2009 2:09 PM
To: justin.wilkins
Cc: nmusers
Subject: Re: [NMusers] var-cov matrix issue?


Hi Justin, only ETA was estimated with high SE
but, again, I guess it came back to the question: how trustful it is if
such error message appears


________________________________

From: justin.wilkins
To: ethan.wu75
Sent: Tuesday, February 24, 2009 1:19:17 PM
Subject: Fw: [NMusers] var-cov matrix issue?


Dear Ethan,

Algorithmically singular matrices are often a sign that that your model
is ill-conditioned in some way; I would be careful in how I used the
variance-covariance matrix in this scenario, and especially for
simulation. Are there any parameters that are being estimated with
particularly high standard errors? This might suggest
overparamaterization.

Not sure how helpful this is!

Best
Justin

Justin Wilkins
Senior Modeler
Modeling & Simulation (Pharmacology)
CHBS, WSJ-027.6.076
Novartis Pharma AG
Lichtstrasse 35
CH-4056 Basel
Switzerland
Phone: +41 61 324 6549
Fax: +41 61 324 3039
Cell: +41 76 561 0949
Email : justin.wilkins



----- Forwarded by Justin Wilkins/PH/Novartis on 2009/02/24 07:15 PM
-----

Ethan Wu <ethan.wu75
Sent by: owner-nmusers

2009/02/24 07:12 PM

To
nmusers
cc
Subject
[NMusers] var-cov matrix issue?

                




Dear all,
 I recently encounter this error message (below). My objective was to
use nonmem var-cov output for approximation of distribution of
parameters for performing a simulation.
 if such error message occur, is the var-cov matrix still OK to use?
-- I know that better way to figure out distribution of parameters is to
do bootstrap, but given limited time I have.....
  
thanks
  
"0MINIMIZATION SUCCESSFUL
NO. OF FUNCTION EVALUATIONS USED: 331
NO. OF SIG. DIGITS IN FINAL EST.: 3.3
 ETABAR IS THE ARITHMETIC MEAN OF THE ETA-ESTIMATES,
AND THE P-VALUE IS GIVEN FOR THE NULL HYPOTHESIS THAT THE TRUE MEAN IS
0.
 ETABAR: 0.11E-02
SE: 0.23E-01
 P VAL.: 0.96E+00
0S MATRIX ALGORITHMICALLY SINGULAR
0S MATRIX IS OUTPUT
0INVERSE COVARIANCE MATRIX SET TO RS*R, WHERE S* IS A PSEUDO INVERSE OF
S
1
"



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Received on Tue Feb 24 2009 - 14:41:48 EST

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