Re: Dble exponential error model

From: LSheiner <lewis@c255.ucsf.edu> Subject: Re: Dble exponential error model Date: Thu, 07 Jan 1999 10:11:37 -0800 In reply to Laurent Nguyen's query: 1. His model as written is not identifiable: The use of the exponential in the intra-individual error terms is misleading since under all methods of analysis, NONMEM linearizes in EPS Thus, Y is actually (as implemented) Y=F*(1+EPS(1))+THETA(10)*(1+EPS(2)) which is equivalent to: Y=F*(1+EPS(1))+THETA(10)*(1+EPS(2)) The variance of this is: F**2*`SIGMA(1,1) + THETA(10)**2*SIGMA(2,2). As you can see, THETA(10) and SIGMA(2,2) are unidentifiable. 2. Writing the identifiable model, Y=F*(1+EPS(1))+ EPS(2) one still has the problem he noted; one cannot compute W in $ERROR. This can be dealt with by making the variances of EPS(1) and EPS(1) be thetas. Thus, assuming that THETA(10) and above are available, one writes W = (F*F*THETA(10)*THETA(10) + THETA(11)*THETA(11))**.5 Y = F + F*THETA(10)*EPS(1) + THETA(11)*EPS(2) etc., along with $THETA .... (0,.1), (0,<low lim quantif>); ... THETA(10), THETA(11) $SIGMA 1 FIX 1 FIX LBS.