Re: Re: FO vs FOCE vs LAPLACIAN

From: "Mike Davenport" <mike.davenport@richmond.ppdi.com> Subject: Re: [NMusers] Re: FO vs FOCE vs LAPLACIAN Date: Wed, 16 Jul 2003 08:03:39 -0400 My basic understanding of NONMEM is that both the FO and FOCE methods are using a first order Taylor series expansion procedure. If this is true, then I my recollection is that the function needs to be 1st and 2nd order differentiable. The 2nd derivatives form the basis of Fisher Information matrix, which is your variance-covariance matrix. If this matrix is NON-POSITIVE-SEMIDEFINITE then the matrix is not invertable, the variance and covariances are not estimable and the parameter estimates would not be any good either. To me, in a naive sense, this seems like reporting a mean without any measure of dispersion. What am I missing on this?? thanks mike