Bayesian fits
From: Ruediger Port <rep@hsc.usc.edu>
Subject: [NMusers] Bayesian fits
Date: Wed, 7 Nov 2001 08:45:05 -0800 (PST)
Hi Paul:
In case you didn't get a complete answer:
Here is another example of a control file that
gets individual Bayesian parameter estimates
without re-estimating the population parameters:
----------------------------
$PROBLEM individual Bayesian parameter estimates
$INPUT ID DV
$DATA newdata IGNORE=#
$SUBROUTINES
$PRED Pi = THETA(1) + ETA(1)
Y = Pi + EPS(1) ; a simple model
; Population parameters from the literature:
$THETA 20
$OMEGA 6
$SIGMA 36
$ESTIM MAXEVALS=0 POSTHOC
$TABLE ID Pi NOPRINT ONEHEADER FILE=tablefile
I wouldn't do any weighting of data from parsimonious sampling
because the Bayesian fit already implies that the fewer the
the individual data are the less their impact is on the estimated
individual parameters.
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Good luck! Ruedi
-------------------------------
Dr. R.E. Port, German Cancer Research Center, D-0200
P.O. Box 10 19 49, D-69009 Heidelberg, Germany
phone: +49-6221 42-3385
fax: -3382
e-mail: r.port@dkfz.de