Re: Weighting in NONMEM

From: Leonid Gibiansky Date: June 02, 2003 technical Source: cognigencorp.com
From:Leonid Gibiansky Subject:Re: [NMusers] Weighting in NONMEM Date: Mon, 02 Jun 2003 14:17:00 -0400 Yaning, This error model was suggested by Mats Karlsson (posted 29 April 2002) as an error model that combines additive and proportional errors and can be used with the log-transformed data: "To get the same error structure for log-transformed data as the additive+proportional on the normal scale, I use Y=LOG(F)+SQRT(THETA(x)**2+THETA(y)**2/F**2)*EPS(1) with $SIGMA 1 FIX " In non-transformed terms Conc=F*EXP(SQRT(THETA(x)**2+THETA(y)**2/F**2)*EPS(1)) Assuming that EXP(x)=1+x (for small x), you get Conc=F*(1+SQRT(THETA(x)**2+THETA(y)**2/F**2)*EPS(1)) Variance of this expression Var(conc)=F**2*(THETA(x)**2+THETA(y)**2/F**2)= = F**2*THETA(x)**2+THETA(y)**2 On the other hand, for the error model Y=F exp(EPS1)+EPS2=F(1+EPS1)+EPS2 variance is equal to F**2*OMEGA1+OMEGA2 Thus, these models are similar if not identical with OMEGA1=THETA(x)**2, OMEGA2=THETA(x)**2, Leonid _______________________________________________________
Jun 02, 2003 Yaning Wang Weighting in NONMEM
Jun 02, 2003 Leonid Gibiansky Re: Weighting in NONMEM