Re: Covariate Models
From rs@chdr.leidenuniv.nl Fri Jun 13 00:46:37 1997
Subject: Re: Covariate Models
Ralf,
In your case, methods 1 and 2 will make no difference from a statistical perspective,
>
> method 1: V = THETA(1)+THETA(2)*WT
>
> method 2: V = THETA(1)+THETA(2)*(WT-70)
>
because subtraction of 70 merely results in a linear transformation. The only ('statistical') reason for doing this is computational, i.e. avoiding numbers that become too large. This is comparable to the reason behing the rescaling of parameters that NONMEM does prior to estimation. In the case of weights there is probably no reason to go to the trouble.
In Raj's example, numbers becoming too large may certainly be a problem in his first method, which his second method solves.
>
> method1: TVV1 = THETA(1) * (WT)**THETA(2)
>
> method2: TVV1 = THETA(1) * (WT/70)**THETA(2)
>
Naturally, the values of theta(2) change, resulting in a different interpretation (or requiring rescaling back to the original situation).
Regards,
Rik Schoemaker