NONMEM Users Network Archive

Hosted by Cognigen

RE: [NMusers] eigenvalues

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

Pavel:
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:

$EST METHOD=SAEM ….
$EST METHOD=IMP NITER=10 EONLY=1 MAPITER=0 ISAMPLE=1000

$COV MATRIX=R PRINT=E UNCONDITIONAL

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
Robert.Bauer_at_iconplc.com<mailto:Robert.Bauer_at_iconplc.com>
www.iconplc.com<http://www.iconplc.com>
<br /><br />
ICON plc made the following annotations.
------------------------------------------------------------------------------
This e-mail transmission may contain confidential or legally privileged information that is intended only for the individual or entity named in the e-mail address. If you
are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or reliance upon the contents of this e-mail is strictly prohibited. If
you have received this e-mail transmission in error, please reply to the sender, so that ICON plc can arrange for proper delivery, and then please delete the message.

Thank You,

ICON plc
South County Business Park
Leopardstown
Dublin 18
Ireland
Registered number: 145835

Received on Sat Nov 07 2015 - 06:49:43 EST

The NONMEM Users Network is maintained by ICON plc. Requests to subscribe to the network should be sent to: nmusers-request@iconplc.com. Once subscribed, you may contribute to the discussion by emailing: nmusers@globomaxnm.com.