From: Ethan Wu <*ethan.wu75*>

Date: Fri, 27 Feb 2009 09:22:29 -0800 (PST)

Dear Kyun, in the current I only have diagonal element usua=

lly I only used distribution of fixed-effects parameters to account for the=

uncertainty of this level (trial level), then for each sampled fixed-effec=

ts parameter, I would just use the estimated ETA to simulate patients withi=

n each trial. I never practice like you suggested, i.e. using the var-co=

v matrix to sample Omega/Sigma too and I realize that I don't have a =

strong rationale for opposing this approach so I wonder if others woul=

d share some insights into this __________________________=

______ From: "kyunseop.bae

n Wu <ethan.wu75

ur model has only diagonal elements in OMEGA matrix, you don't need to ca=

re about the following - positive definiteness of OMEGA matrix during sim=

ulation. If you use VAR-COV output of NONMEM for the simulation, it me=

ans you generate THETAs, OMEGA matrix and SIGMA matrix from the MVN distr=

ibution of VAR-COV matrix. OMEGA and SIGMA matrix are always positiv=

e definite in nature. However, if you generate full-block OMEGA matrix=

using MVN (multi-variate normal) of VAR-COV matrix, many of generated =

OMEGA matrix will not be positive definite. One way to avoid this is t=

est positive definiteness and discard in-adequate ones. This may hel=

p you. Regards, Kyun Seop Bae MD PhD _________________=

_______________ From: Ethan Wu [mailto:ethan.wu75

Thursday, February 26, 2009 4:05 AM To: kyunseop.bae

ers

ear Kyun, thanks for your help. I don't know if I understand this one =

ive definite. " Could you explain a bit more? _________________=

_______________ From: "kyunseop.bae

*>
To: Ethan Wu <ethan.wu75 *

: Tuesday, February 24, 2009 3:07:30 PM Subject: RE: [NMusers] var-cov ma=

trix issue? Hi, Ethan, I think your question can be reduced wheth=

er pseudo-inverse matrix can be used instead of inverse matrix. I do n=

ot know quite different cases, but I suppose it can be used. To be mor=

e adequate answer in your context, MATRIX=R option could be more appro=

priate, if you use VAR-COV matrix output for simulation under normal dist=

ribution assumtion, If your data supports normal distribution assump=

tion, MATRIX=R option will not give much difference in SEs. Default V=

AR-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 mat=

rix (given MATRIX=R option). Some caution is necessary to simulate o=

mega matrix that is alwasy positive definite. This may help you. =

maxnm.com [mailto:owner-nmusers

ent: Tuesday, February 24, 2009 11:09 AM To: justin.wilkins

? Hi Justin, only ETA was estimated with high SE but, again, I gu=

ess it came back to the question: how trustful it is if such error messag=

e appears ________________________________ From: "justin.wilki=

ns

-cov matrix issue? Dear Ethan, Algorithmically singular matri=

ces 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 ar=

e being estimated with particularly high standard errors? This might sugg=

est overparamaterization. Not sure how helpful this is! Best =

rmacology) CHBS, WSJ-027.6.076 Novartis Pharma AG Lichtstrasse 35 C=

H-4056 Basel Switzerland Phone: +41 61 324 6549 Fax: +41 61 324 3039=

in.wilkins

vartis on 2009/02/24 07:15 PM ----- Ethan Wu <ethan.wu75

To nmusers

y objective was to use nonmem var-cov output for approximation of dist=

ribution of parameters for performing a simulation. if such error mess=

age occur, is the var-cov matrix still OK to use? -- I know that bett=

er way to figure out distribution of parameters is to do bootstrap, but g=

iven limited time I have..... thanks "0MINIMIZATION SUC=

CESSFUL NO. OF FUNCTION EVALUATIONS USED: 331 NO. OF SIG. DIGITS IN =

FINAL EST.: 3.3 ETABAR IS THE ARITHMETIC MEAN OF THE ETA-ESTIMATES,=

.. ETABAR: 0.11E-02 SE: 0.23E-01 P VAL.: 0.96E+00=

RIANCE MATRIX SET TO RS*R, WHERE S* IS A PSEUDO INVERSE OF S 1 " =

Received on Fri Feb 27 2009 - 12:22:29 EST

Date: Fri, 27 Feb 2009 09:22:29 -0800 (PST)

Dear Kyun, in the current I only have diagonal element usua=

lly I only used distribution of fixed-effects parameters to account for the=

uncertainty of this level (trial level), then for each sampled fixed-effec=

ts parameter, I would just use the estimated ETA to simulate patients withi=

n each trial. I never practice like you suggested, i.e. using the var-co=

v matrix to sample Omega/Sigma too and I realize that I don't have a =

strong rationale for opposing this approach so I wonder if others woul=

d share some insights into this __________________________=

______ From: "kyunseop.bae

n Wu <ethan.wu75

ur model has only diagonal elements in OMEGA matrix, you don't need to ca=

re about the following - positive definiteness of OMEGA matrix during sim=

ulation. If you use VAR-COV output of NONMEM for the simulation, it me=

ans you generate THETAs, OMEGA matrix and SIGMA matrix from the MVN distr=

ibution of VAR-COV matrix. OMEGA and SIGMA matrix are always positiv=

e definite in nature. However, if you generate full-block OMEGA matrix=

using MVN (multi-variate normal) of VAR-COV matrix, many of generated =

OMEGA matrix will not be positive definite. One way to avoid this is t=

est positive definiteness and discard in-adequate ones. This may hel=

p you. Regards, Kyun Seop Bae MD PhD _________________=

_______________ From: Ethan Wu [mailto:ethan.wu75

Thursday, February 26, 2009 4:05 AM To: kyunseop.bae

ers

ear Kyun, thanks for your help. I don't know if I understand this one =

ive definite. " Could you explain a bit more? _________________=

_______________ From: "kyunseop.bae

: Tuesday, February 24, 2009 3:07:30 PM Subject: RE: [NMusers] var-cov ma=

trix issue? Hi, Ethan, I think your question can be reduced wheth=

er pseudo-inverse matrix can be used instead of inverse matrix. I do n=

ot know quite different cases, but I suppose it can be used. To be mor=

e adequate answer in your context, MATRIX=R option could be more appro=

priate, if you use VAR-COV matrix output for simulation under normal dist=

ribution assumtion, If your data supports normal distribution assump=

tion, MATRIX=R option will not give much difference in SEs. Default V=

AR-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 mat=

rix (given MATRIX=R option). Some caution is necessary to simulate o=

mega matrix that is alwasy positive definite. This may help you. =

maxnm.com [mailto:owner-nmusers

ent: Tuesday, February 24, 2009 11:09 AM To: justin.wilkins

? Hi Justin, only ETA was estimated with high SE but, again, I gu=

ess it came back to the question: how trustful it is if such error messag=

e appears ________________________________ From: "justin.wilki=

ns

-cov matrix issue? Dear Ethan, Algorithmically singular matri=

ces 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 ar=

e being estimated with particularly high standard errors? This might sugg=

est overparamaterization. Not sure how helpful this is! Best =

rmacology) CHBS, WSJ-027.6.076 Novartis Pharma AG Lichtstrasse 35 C=

H-4056 Basel Switzerland Phone: +41 61 324 6549 Fax: +41 61 324 3039=

in.wilkins

vartis on 2009/02/24 07:15 PM ----- Ethan Wu <ethan.wu75

To nmusers

y objective was to use nonmem var-cov output for approximation of dist=

ribution of parameters for performing a simulation. if such error mess=

age occur, is the var-cov matrix still OK to use? -- I know that bett=

er way to figure out distribution of parameters is to do bootstrap, but g=

iven limited time I have..... thanks "0MINIMIZATION SUC=

CESSFUL NO. OF FUNCTION EVALUATIONS USED: 331 NO. OF SIG. DIGITS IN =

FINAL EST.: 3.3 ETABAR IS THE ARITHMETIC MEAN OF THE ETA-ESTIMATES,=

.. ETABAR: 0.11E-02 SE: 0.23E-01 P VAL.: 0.96E+00=

RIANCE MATRIX SET TO RS*R, WHERE S* IS A PSEUDO INVERSE OF S 1 " =

Received on Fri Feb 27 2009 - 12:22:29 EST