NONMEM Users Network Archive

Hosted by Cognigen

Re: Sample distribution of etas

From: Ruben Faelens <ruben.faelens>
Date: Wed, 13 Mar 2019 15:54:35 +0100

Hi Tingjie,

There is a way, but it requires some work.
The posterior distribution is not necessarily a normal distribution. It can
be approximated through the inverse FIM. This approximation is written by
NONMEM in the .phi output file, as variance on the estimated conditional
You can then perform Monte Carlo sampling from the conditional modes and
varcov matrix to obtain 1000 eta vectors for each subject. You can add
these to your data file, and adapt your control stream to use the
simulated ETA's from your data file.

Monolix allows to output a simulated eta distribution using MCMC, sampled
from the individual log-likelihood (which may not be normal-distributed).
See for more
I am not aware of similar functionality for NONMEM.

Best regards,
Ruben Faelens

Op wo 13 mrt. 2019 13:41 schreef Tingjie Guo <iam

> Dear NMusers,
> When running simulation, I presume NONMEM samples etas from prior
> distribution N(0, omega^2), if I am correct? Is there a way to ask NONMEM
> to sample etas from posterior distribution (conditional on observed data)?
> Any ideas would be appreciated.
> Yours sincerely,
> Tingjie Guo

Received on Wed Mar 13 2019 - 10:54:35 EDT

The NONMEM Users Network is maintained by ICON plc. Requests to subscribe to the network should be sent to:

Once subscribed, you may contribute to the discussion by emailing: