weighted residuals
Date: Fri, 23 Jun 2000 13:30:12 +0200
From: "Rik Schoemaker" <RS@chdr.nl>
Subject: weighted residuals
Dear all,
I'm trying to produce weighted residuals for the combined additive and constant CV error model. My residuals end up as plus or minus infinity indicating that the W variable is somehow set to zero. Any clues?
I've tried two implementations, first:
$PROB 99107; PSD04 ;CL,Q,VSS,VC; PSD04_23
$INPUT ID OCC TRT EXPT ACTT TIME AMT RATE DV MDV
$DATA G:\1999\99107\STATS\PSD04NM.TXT
$SUBROUTINES ADVAN3,TRANS3
$PK
CL = THETA(1)*EXP(ETA(1))
Q = THETA(2)*EXP(ETA(2))
V = THETA(3)*EXP(ETA(3))
VSS = THETA(4)*EXP(ETA(4))
S1 = V
$ERROR
PREDI = F
W=F*ERR(1)+ERR(2)
Y=F+W
IRES=DV-PREDI
IWRES=IRES/W
$THETA (0.001, 3.3) 1 5 7
$OMEGA .1 0 FIXED .1 .1
$SIGMA .1 30000
$EST PRINT=1 MAXEVAL 9999 POSTHOC NOABORT METHOD=1 INTERACTION
$COV
$TABLE ID OCC TRT EXPT ACTT TIME DV PREDI IRES IWRES FILE = PSD04_23.ASC
NOHEADER NOAPPEND NOPRINT
$TABLE ID CL Q V VSS FILE=PSD04_23.PAR
NOHEADER NOPRINT NOAPPEND FIRSTONLY.
for the second, I used the syntax as supplied in an email from Lew Sheiner on 12.12.94 for the alternative error block:
$ERROR
W=THETA(5)*F*ERR(1)+THETA(6)*ERR(2)
Y=F+W
PREDI = F
IRES=DV-PREDI
IWRES=IRES/W
both have the same results!
Cheers,
Rik Schoemaker