NONMEM Users Network Archive

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RE: MU referencing

From: Bob Leary <Bob.Leary>
Date: Mon, 27 May 2013 15:38:42 -0400

There is another theoretical issue - constraining two parameters to have t=
he same
mean (tvParam) but different etas (ETA(1) and ETA(2)) violates the fundamen=
tal assumption of MCPEM-like method
that the parameters are multivariate normal. The basic update formula for=
 the fixed effects based
on the means of the posteriors for the random effects is no longer valid. =
For example, in a standard formulation the mean of the posteriors over all
subjects must be zero (this is the basic EM first order stationarity condit=
ion for the derivative of the log likelihood function ).
But if you have two different means associated with the same eta, both mean=
s in general cannot both be simultaneously zero..
It is unclear if MCPEM will converge under these conditions, and even if it=
 does, there is no guarantee that
the point corresponds to maximum likelihood.


________________________________________
From: owner-nmusers
 Of Brendan Johnson [brendan.m.johnson
Sent: Sunday, May 26, 2013 2:54 PM
To: nmusers
Subject: [NMusers] MU referencing

Hi all,
When using MU referencing, how do I code the situation where the typical va=
lue appears to be the same between two groups, but one group is more variab=
le how do I give these two groups different ETAs but essentially the sa=
me THETA?

Is this legit?

tvParam=THETA(.)
MU_1=tvParam
MU_2=tvParam

Param1=MU_1+ETA(1)
Param2=MU_2+ETA(2)

Param=Param1*G1+Param2*G2

Where G1 and G2 equal 0 or 1 based on which group the subject belongs.

Thanks for the advice,
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Received on Mon May 27 2013 - 15:38:42 EDT

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