RE: Calculation of WRES...

From: Matthew Hutmacher <matthew.hutmacher@pharmacia.com> Subject: RE: [NMusers] Calculation of WRES... Date: 8/12/2003 4:52 PM Jean-Marie, In a heuristic sense: Let y(i) represent the data vector for individual i. Let f(i) represent the mean of y(i). Let V(i) represent the estimated (and approximated) variance of y(i) Let H(i) represent the inverse of V(i). In a similar fashion to univariate standardization, standardization of RES is accomplished: WRES(i)=(y(i)-f(i)*K(i) where K(i) is the "root" matrix of H(i). This "root" matrix is not unique. Two popular methods of computing K(i) are: 1) The Cholesky decomposition. 2) (PD)(PD)' where P is the matrix of eigenvectors and D is a diagonal matrix of the square roots of the eigenvalues. K(i) from each method will not be the same. I had the same question you have some years ago, and far as I can remember, I pursued it to the point of determining that NONMEM does not use the Cholesky decomposition (I think). My guess is to try the eigenvalue method and see if you can compute it from there, but I would suggest that whenever possible, try to have NONMEM calculate them. Matt _______________________________________________________