RE: weighted residuals
From: "Piotrovskij, Vladimir [JanBe]" <VPIOTROV@janbe.jnj.com>
Subject: RE: weighted residuals
Date: Fri, 23 Jun 2000 14:45:53 +0200
Dear Rik,
In case of combined constant-variance and constant-CV error model the weight is not equal to F*ERR(1)+ERR(2). Try the following:
W = SQRT(F*F*THETA(.)*THETA(.) + THETA(..)*THETA(..))
Y = F + F*THETA(.)*ERR(1) + THETA(..)*ERR(2)
IRES = DV-F
IWRE = IRES/W
$SIGMA 1 FIX 1 FIX
Regards,
Vladimir
----------------------------------------------------------------------
Vladimir Piotrovsky, Ph.D.
Janssen Research Foundation
Clinical Pharmacokinetics (ext. 5463)
B-2340 Beerse
Belgium
Email: vpiotrov@janbe.jnj.com