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error message-Hessian of posterior density is non positive definite during search

From: Vincenzo Di Iorio <vincenzo.2.di-iorio>
Date: Fri, 26 Feb 2010 17:35:00 +0100


On behalf of Amit Taneja:

Dear Nonmem users,

I have been trying to fit a linear logistic model to a set of binary
response data in nonmem6. However, nonmem terminates and gives the following
message. My dataset has 36 subjects and 5 pd sample points per subject. On
the other hand, a logistic emax model fits the data well and consistently. I
even get the covariance step. One would expect a linear model to fit more
easily than an emax model?

My control stream is provided below as is a sample of the dataset, and the
output file is enclosed. I would appreciate your inputs on resolving this
vexing issue.

Thanks
Amit Taneja

Pharmacology
Leiden Amsterdam Center for Drug Research
Leiden
Netherlands

------------------

Relevant part of output file (Error message)=

MONITORING OF SEARCH:

0HESSIAN OF POSTERIOR DENSITY IS NON-POSITIVE-DEFINITE DURING SEARCH

----------------------------------

$PROB
$INPUT ID TIME PDB=DV PD CAUC MDV EVID DGRP
$DATA GpdV_od.csv IGNORE=

$PRED
;in this model we fit a linear model in the logit space

; Baseline Probabilities
PLAC = THETA(1)

; Drug Conc effect Emax model, assuming gamma = 1
SLOP = THETA(2)
;EC50 = THETA(3)
DRUG = SLOP*CAUC

; Logit
A = DRUG + PLAC + ETA(1) ;

; the term exp(drug+plac+eta) is expressed as A
P = EXP(A)/1+EXP(A)

;PB0 = P0/(1+P0) ; Probability of parameter=0 ; e**x/1+e**x; x=logit =
function
;PB1 = 1-PB0 ; probability of parameter=1
;IF (DV.EQ.0) PB = PB0
;IF (DV.EQ.1) PB = PB1

Y = -2*PDB*A-2*LOG(1-P)

$THETA
(1,157.9) ; PLAC Theta(1)
(1,10) ; SLOP Theta(2)
           ; EC50 EPER 1 Theta(3)
;15.85 ; L0 Theta(4)

$OMEGA
1

$ESTIM METHOD=COND LAPLACIAN -2LL
$COV MAT=R

$TABLE ID TIME P PD CAUC PLAC SLOP MDV EVID DGRP NOPRINT ONEHEADER =
FILE=Gp_lin15.tab

 
# SAMPLE OF THE INPUT DATASET

ID TIME PDB PD CAUC MDV EVID DGRP CONC
1 0 0 5.328576 0 0 0 0 0
1 1 0 0.499059 0 0 0 0 0
1 2 1 22.8096 0 0 0 0 0
1 3 0 0.299475 0 0 0 0 0
1 4 0 0.333036 0 0 0 0 0
8 0 0 2.168496 0 0 0 100 0
8 1 1 111.4464 1131.1 0 0 100 359.43
8 2 1 54.94748 3638.7 0 0 100 541.01
8 3 1 222.75 6887.6 0 0 100 636.91
8 4 1 222.75 10529.2 0 0 100 688.48
15 0 0 17.21501 0 0 0 100 0
15 1 1 65.75828 1131.1 0 0 100 356.33
15 2 1 222.75 3638.7 0 0 100 541


---------------------------------------------------------------------------=
--------
Vincenzo Luca Di Iorio
Consultant PME User support - GSK R&D Limited
---------------------------------------------------------------------------=
--------


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Received on Fri Feb 26 2010 - 11:35:00 EST

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