S-matrix and RNGs

From: peter.bonate@quintiles.com Subject: S-matrix and RNGs Date: Thu, 16 Aug 2001 08:52:12 -0500 Vladmir responded that using Matrix=S in a $COV statement may be misleading. How so? The default in NONMEM is something like R^(-1)*S*R. This is the heteroscedastic consistent estimator. Many books on nonlinear regression report that inversion of S alone is also valid and should be approximately the same as the other estimator. Why not so with nonlinear mixed effect models? On to another question, I know this is minutia, but I am giving a talk on random number generators in simulation at an AAPS meeting in September and I am pretty certain that someone will ask this: what is the random number generator used by NONMEM for performing simulations? Does someone have a reference for it? Thanks. pete bonate