Re: Bayesian estimation

From: "Jogarao Gobburu 301-594-5354 FAX 301-480-3212" <GOBBURUJ@cder.fda.gov> Subject: Re: Bayesian estimation Date: Fri, 29 Sep 2000 08:02:21 -0400 (EDT) Hello, Please find below a sample code that Dr.Diane Mould (major contributor), Dr.Holford and I have been using in our research. Essentially you need the population parameters from the pop1 and their respective posterior distributions (uncertainty). Typically the standard error estimates (from pop1) are employed to reflect uncertainty. For prior OMEGA you need to provide the degrees of freedom (see "dfCL", etc..)(according to inverse wishart distribution). Comments before each block of code should be helpful. Diane/Nick: Please feel free to add to the comments. Regards, Joga Gobburu Pharmacometrics, CDER, FDA. ============================= BEGIN CTL ====== $PROBLEM Bayesian Estimation $INPUT ID TIME AMT DV $DATA ..\mydata.dat IGNORE=# $SUB ADVAN2 TRANS2 PRIOR=..\prior.for ;Intial estimates for current data $THETA (0,.976) ; CL $THETA (0,10.4) ; V $THETA (0,0.571) ; KA $OMEGA 0.0663 ;cvcl $OMEGA 0.0959 ;cvv $OMEGA 0.2 ;cvka $SIGMA (.11) ; cvcp $SIGMA (.499) ; sdcp ;Prior normal mode for THETA $THETA 0.976 FIX ; pcl $THETA 10.4 FIX ;pv $THETA 0.571 FIX ; pKA $THETA 0.11 FIX ; pcvcp $THETA 0.499 FIX ; psdcp ;Prior uncertainty on normal mode for THETA ;Covariance matrix after standard errors $OMEGA BLOCK(8) FIX .000838 .00165 .12 .000152 .000362 .00107 .0000583 -.00143 .000169 .00122 -.000003 -.0025 -.000001 .000131 .000478 ;prior OMEGA $OMEGA 0.0663 FIX ;pcvcl $OMEGA 0.0959 FIX ;pcvv $OMEGA 0.200 FIX ;pcvka $THETA 99 FIX ; dfCL $THETA 99 FIX ; dfV $THETA 99 FIX ; dfKA $PK CL = THETA(1)*EXP(ETA(1)) V = THETA(2)*EXP(ETA(2)) KA = THETA(3)*EXP(ETA(3))) S2 = V $ERROR Y = F*EXP(ERR(1))+ERR(2) $EST METH=COND NOABORT POSTHOC $TABLE ID TIME DV NOPRINT NOHEADER FILE=tsn.fit ======= END OF CTL =======