RE: Model building algorithm
From: "Piotrovskij, Vladimir [JanBe]" <VPIOTROV@janbe.jnj.com>
Subject: RE: Model building algorithm
Date: Tue, 25 Apr 2000 11:59:46 +0200
Mark,
If you choose between two or more canditate structural models, look first at the plots of individual weighted residuals versus time (or sqrt(time) if the range of time is wide and models have two or more exponential terms). The best model produces residuals that show no pattern. The minimum objective function value or AIC are less important, especially if you have many observations per individual. The models you test should have random effects for every structural parameter. The form of $OMEGA matrix is not important. It is sufficient to use just a simple diagonal form: you can optimize $OMEGA after selecting an appropriate structural model. It is even not essential to get the convergence: only the posthoc step is really needed.
You mentioned the article by Jose Pinheiro and Doug Bates. It is available electronically from the following URL:
http://nlme.stat.wisc.edu/Model_Building.ps
Best regards,
Vladimir
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Vladimir Piotrovsky, Ph.D.
Janssen Research Foundation
Clinical Pharmacokinetics (ext. 5463)
B-2340 Beerse
Belgium
Email: vpiotrov@janbe.jnj.com