OMEGA HAS A NONZERO BLOCK
From:"Steve Duffull"
Subject: [NMusers] OMEGA HAS A NONZERO BLOCK
Date:Wed, 2 Oct 2002 13:08:52 +1000
Hi all
I have come across an error which I can't seem to solve. I think perhaps that this
might have been discussed before - but can't find it.
Anyway. After having completed a NONMEM run we constructed a code file that
had the output from NONMEM as initial estimates (we want to look at the profile
likelihood). The following OMEGA statement (which is identical to the output
of NONMEM) caused the following error:
"INITIAL ESTIMATE OF OMEGA HAS A NONZERO BLOCK WHICH IS NUMERICALLY NOT POSITIVE DEFINITE"
This error occurs whether the OMEGA statement is used with $EST or $SIM.
$OMEGA BLOCK(4) ;BSV
0.329
0.205 0.272
0.161 -0.217 0.774
0.00818 0.0048 0.00462 0.000204
I think that this must be very unlikely since estimated VC matrices should always
positive definite. However, just in case I checked it and it is positive definite -
since it can be inverted and the determinant can be computed. The eigenvalues of the
VC matrix suggest that it may be 'ill-defined' (one of the values was 4.8E-7 and the others were
mostly 10E-1 and 10E-4).
Any ideas?
Thanks
Steve
*****************************************
Stephen Duffull
School of Pharmacy
University of Queensland
Brisbane 4072
Australia
Tel +61 7 3365 8808
Fax +61 7 3365 1688
http://www.uq.edu.au/pharmacy/duffull.htm
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