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Covariance step failed with BLQ method M3 using F_FLAG

From: Xu, Yan <yan_xu>
Date: Wed, 29 Aug 2012 13:22:10 -0400

Dear NONMEM users,

I am trying to use the method M3 for including BLQ observation in the estimation process in NONMEM. I am using NM 7.1. The code is attached in the end of the e-mail.
At the very beginning, the run failed. And then I made log transformation of DV, the run went through, with THETA similar estimation for CL/Ka/V to the model with no BLQ data included. However, the covariance step failed, with error message shown below:
0R MATRIX ALGORITHMICALLY SINGULAR
 AND ALGORITHMICALLY NON-POSITIVE-SEMIDEFINITE
0COVARIANCE STEP ABORTED

My questions are:
1. Is log transformation of DV required for M3 method?
2. Why covariance step failed? What the error message means? Anything to fix?
Any comment is highly appreciated.
------------------------------------------------------------------------------------------
$INPUT TIME ID EVID MDV DOSE AMT ADDL II DVO=DROP SEX BLQ FLAG DV
$DATA xxxx.csv IGNORE=
$SUBROUTINES ADVAN2 TRANS2

$PK
   STRT=DOSE

   TVCL=THETA(1)
   CL=TVCL*EXP(ETA(1))

   TVV=THETA(2)
   V=TVV*EXP(ETA(2))

   TVKA=THETA(3)
   KA=TVKA*EXP(ETA(3))

   TVED50=THETA(4)
   F1=DOSE/(DOSE+TVED50)

   S2=V*46500/1000/1000/1000

$ERROR
  SIG=THETA(5)
  LOQ=LOG(184.4) ; define the LLOQ
  IPRED = LOG(0.025)
  IF(F.GT.0) IPRED = LOG(F)

  W=SIG
  IRES=IPRED-DV
  IWRES=IRES/W

  DUM=(LOQ-IPRED)/SIG
  CUMD = PHI(DUM)

  IF(BLQ.EQ.0) THEN
    F_FLAG=0
    Y = IPRED+W*ERR(1)
  END IF

  IF (BLQ.EQ.1) THEN

    F_FLAG=1
    Y=CUMD
  END IF

$THETA ;
 (0,0.002) ; THETA(1) CL
 (0,0.19) ; THETA(2) V
 (0,0.1) ; THETA(3) KA
 (0,0.05) ; THETA(4) A
 (0,0.33); THETA(5) RES_ERR

$OMEGA DIAGONAL(1)
 0.09 ; [P] iivCL
$OMEGA BLOCK(2)
 0.09
 0.01 0.09

$SIGMA
  1 FIXED ;prop

$EST METHOD=1 INTERACTION LAPLACE SLOW NUMERICAL SIG=4 MSFO=xxx.msf
$COVARIANCE SLOW PRINT=E MATRIX=R
--------------------------------------------------------------------

Thanks,
Yan


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Received on Wed Aug 29 2012 - 13:22:10 EDT

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