NONMEM Users Network Archive

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RE: eigenvalues

From: Bauer, Robert <Robert.Bauer>
Date: Sat, 7 Nov 2015 11:49:43 +0000

In NONMEM, the best variance-covariance is obtained during evaluation of the objective function by the importance sampling step (expectation only, EONLY=1, so the final parameters do not change from what was assessed by SAEM).

The SAEM step only evaluates the S matrix version of the variance-covariance. To obtain the R matrix version, set $COV MATRIX=R, and evaluate the importance sampling step, from which you get the proper marginal density objective function, as well as a full Monte-Carlo assessed variance-covariance matrix. For example:



You should assess the eigenvalues from the variance-covariance evaluated at the IMP step.

Robert J. Bauer, Ph.D.
Vice President, Pharmacometrics R&D
ICON Early Phase
Office: (215) 616-6428
Mobile: (925) 286-0769
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Received on Sat Nov 07 2015 - 06:49:43 EST

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