RE: Fixed elements within a block covariance matrix
From: GIRARD PASCAL - PASCAL.GIRARD@adm.univ-lyon1.fr
Subject: RE: [NMusers] Fixed elements within a block covariance matrix
Date: 1/13/2004 9:26 AM
Hi Peter,
Are you meaning you want initialize such a matrix in NONMEM ? If so you
can try the following:
1) Renumber your Etas so that you will have the following structure:
[X22
X32 X33
0 X31 X11]
2) This should be recognized by NONMEM as a band matrix (see attached (below)
Diane Moulds Email for more explanations).
3) Tell us if that works!
Cheers,
Pascal
Subject: Re: Termination due to rounding erros
From: "diane r mould"
Date: Fri, 23 Mar 2001 20:40:09 +0100
To: "KOWALSKI, KENNETH G. [PHR/1825]" ,
Dear Ken
I will do the best I can :-)
In NONMEM, a BAND matrix is when some of the elements in the off diagonal
matrix have been set to zero. Doing this effectively fixes these elements
to zero, eliminating the need for NONMEM to estimate those values which may
not be identifiable, without sacrificing other identifiable elements.
So if, for example, you have a one compartment model with CL, V, KA as
parameters, if you can identify the covariance terms between CL and V and
between CL and Ka, but not between Ka and V, a BAND matrix could be written
to describe these relationships. Below is the NONMEM record for this,
assuming that ETA(1) describes the variance on V, ETA(2) on CL and ETA(3) on
KA.
$OMEGA BLOCK(3)
.1
.01 .1
0 .01 .1
No further coding is necessary. However, the elements in the BAND matrix
must, of course, be symmetrical. Therefore a BAND matrix of
$OMEGA BLOCK(3)
.1
.01 .1
0 0 .1
will produce an error from NONMEM. You would need to code this arrangement
instead as follows:
$OMEGA BLOCK(2)
.1
.01 .1
$OMEGA .1
I have found the use of the BAND matrix to be quite useful at times,
particularly if the model is to be used later for simulation work for
example.
Best Regards
Diane
Quoted reply history
----- Original Message -----
From: "KOWALSKI, KENNETH G. [PHR/1825]"
To: "'diane r mould'" ;
Sent: Friday, March 23, 2001 1:50 PM
Subject: RE: Termination due to rounding erros
> Diane,
>
> Can you share with us how this banding of omega is performed? Do you have
> to code certain elements of omega as thetas?
>
> Ken
>
> -----Original Message-----
> From: diane r mould [mailto:drmould@attglobal.net]
> Sent: Friday, March 23, 2001 12:09 PM
> To: nmusers@c255.ucsf.edu
> Subject: Termination due to rounding erros
>
>
> Dear All
>
> A few minor notes on the suggestions made by others:
>
> I too have found that increasing the number of sig digits can sometimes
> result in NONMEM converging successfully when a previous run with fewer
> significan digits terminated due to rounding errors. Sometimes, however,
> the increased number of significant digits still results in a termination
> due to rounding errors. If this happens, the resulting parameters from
the
> control stream with the higher number of significant digits can be used as
> intitial estimates for a new model. I would then reduce the number of
> significant digits back to 3 and this may converge successfully.
>
> With regard to the variance covariance structure, if the termination is
due
> to over parameterization in this part of the model, I have found that use
of
> a BAND matrix structure and appropriately re-organizing the matrix can
often
> get past the termination error but still retain much of the off-diagonal
> information.
>
> Best Regards
> Diane
==========================================
Dr Pascal Girard
EA 3738 Ciblage Thrapeutique en Oncologie
Fac Mdecine Lyon-Sud
BP12
69921 OULLINS Cedex
France
Tel 33 4 78 86 31 53
Fax 33 4 78 86 31 49
e-mail : Pascal.Girard@adm.univ-lyon1.fr