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RE: var-cov matrix issue?

From: kyunseop.bae
Date: Tue, 24 Feb 2009 12:07:30 -0800

Hi, Ethan,
 
I think your question can be reduced whether pseudo-inverse matrix can be
used instead of inverse matrix.
I do not know quite different cases, but I suppose it can be used.

To be more adequate answer in your context,
MATRIX=R option could be more appropriate,
if you use VAR-COV matrix output for simulation under normal distribution
assumtion,

If your data supports normal distribution assumption, MATRIX=R option will
not give much difference in SEs.
Default VAR-COV output in NONMEM is a kind of sandwich estimate, which is
thought to be more robust (a little larger) than inverse Fisher's
information matrix (given MATRIX=R option).

Some caution is necessary to simulate omega matrix that is alwasy positive
definite.

This may help you.

Thanks,

Kyun Seop Bae MD PhD

Email: kyunseop.bae


 

________________________________

From: owner-nmusers
Behalf Of Ethan Wu
Sent: Tuesday, February 24, 2009 11:09 AM
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
"


Received on Tue Feb 24 2009 - 15:07:30 EST

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