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RE: $PRIOR with normal for OMEGA?

From: Åstrand, Magnus <Magnus.Astrand>
Date: Fri, 11 Nov 2016 09:03:43 +0000

To add on Martin’s suggestion, one item to think of when using theta for estimating the variances of eta is to use log scaled STD as your model parameter, so instead of THETA*ETA (with OMEGA fixed) use exp(THETA)*ETA.
This way you would assume a log-normal prior for the standard deviation of ETA which is more reasonable.
Moreover the log-normal is quite close to the gamma distribution which I believe is the (univariate) distribution of diagonal elements of the inverse Wishart.

Kind Regards

Magnus Åstrand
Principal Clinical Pharmacometrician, Ph.D.

Innovative Medicines | Quantitative Clinical Pharmacology
SE-431 83 Mölndal, Sweden
T: +46 (0)31 776 23 41
Mob: +46 (0)708 467 667

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From: owner-nmusers nmusers
Sent: den 11 november 2016 08:32
To: Mark Sale <msale>
Cc: nmusers
Subject: Re: [NMusers] $PRIOR with normal for OMEGA?

Hi Mark,

Not sure about this but how about estimating THETAS scaling fix OMEGAs (e.g. CL = THETA(1)*EXP(THETA(2)*ETA(1)) ; $OMEGA 1 fix)? Then you can implement the prior in the same way for random effect parameters as you do for fixed effect parameters.

Ps. Probably not be compatible with MU-parameterization.

Best regards,

Martin Bergstrand, Ph.D.
Senior Consultant
Pharmetheus AB

+46(0)709 994 396<tel:+46709%C2%A0994%20396>

+46(0)18 513 328<tel:+4618%20513%20328>
U-A Science Park, Dag Hammarskjölds v. 52b
752 37 Uppsala, Sweden

Skickat från min iPhone
11 nov. 2016 kl. 04:57 skrev Mark Sale <msale

Is it possible to use a normal prior for OMEGA? The default is inverse Wishart, but I'd be interested in using Normal (insuring that it is positive definite) Any ideas?


Mark Sale M.D.
Vice President, Modeling and Simulation
Nuventra Pharma Sciences, Inc.
2525 Meridian Parkway, Suite 280
Durham, NC 27713
Phone (919)-973-0383
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Received on Fri Nov 11 2016 - 04:03:43 EST

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