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on the means of the posteriors for the random effects is no longer valid.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,

Brendan NOTICE: The information contained in this electronic mail m=

essage is intended only for the personal and confidential use of the d=

esignated recipient(s) named above. This message may be an attorney-client =

communication, may be protected by the work product doctrine, and may =

be subject to a protective order. As such, this message is privileged and=

confidential. If the reader of this message is not the intended recip=

ient or an agent responsible for delivering it to the intended recipie=

nt, you are hereby notified that you have received this message in error an=

d that any review, dissemination, distribution, or copying of this mes=

sage is strictly prohibited. If you have received this communication i=

n error, please notify us immediately by telephone and e-mail and destroy a=

ny and all copies of this message in your possession (whether hard cop=

ies or electronically stored copies). Thank you. buSp9xeMeKEbrUze

Received on Mon May 27 2013 - 15:38:42 EDT

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,

Brendan NOTICE: The information contained in this electronic mail m=

essage is intended only for the personal and confidential use of the d=

esignated recipient(s) named above. This message may be an attorney-client =

communication, may be protected by the work product doctrine, and may =

be subject to a protective order. As such, this message is privileged and=

confidential. If the reader of this message is not the intended recip=

ient or an agent responsible for delivering it to the intended recipie=

nt, you are hereby notified that you have received this message in error an=

d that any review, dissemination, distribution, or copying of this mes=

sage is strictly prohibited. If you have received this communication i=

n error, please notify us immediately by telephone and e-mail and destroy a=

ny and all copies of this message in your possession (whether hard cop=

ies or electronically stored copies). Thank you. buSp9xeMeKEbrUze

Received on Mon May 27 2013 - 15:38:42 EDT