Re: Error models and weighting

From: Mats Karlsson <Mats.Karlsson@farmbio.uu.se> Subject: Re: Error models and weighting Date: Thu, 24 May 2001 09:34:37 +0200 David, I prefer another version of the "same" model: W=SQRT(THETA(x)**2+THETA(y)**2*F*F) IRES=DV-IPRED IWRES=IRES/W Y=IPRED+W*EPS(1) ... $SIGMA 1 FIX THETA(x) is then the additive component and THETA(y) the proportional. This model has the advantage that IWRES should have unit variance (i.e. one can easily see if there is a strange distribution of IWRES). You never have to worry about whether DV is zero or not, it is always the prediction that is important. Zero predictions are problematic if you have purely proportional error models or try to use "F" as the base in a power expression (F**2 will give problems, but not F*F), due to the numeric features of NONMEM (that's why Niclas cautioned you about the F**2 expression). The model above is the same as the one suggested by Leonid, just a different parametrisation. Best regards, Mats -- Mats Karlsson, PhD Professor of Pharmacometrics Div. of Pharmacokinetics and Drug Therapy Dept. of Pharmaceutical Biosciences Faculty of Pharmacy Uppsala University Box 591 SE-751 24 Uppsala Sweden phone +46 18 471 4105 fax +46 18 471 4003 mats.karlsson@farmbio.uu.se