RE: Constant and Proportional Error with Log transformed data with single data point per subject

From: Leonid Gibiansky Date: May 21, 2004 technical Source: cognigencorp.com
From: Leonid Gibiansky lgibiansky@emmes.com Subject: RE:[NMusers] Constant and Proportional Error with Log transformed data with single data point per subject Date: Fri, May 21, 2004 9:35 am Garry, IWRES is computed incorrectly in your code (if it was similar in my post then I just mistyped it). There should be the same THETAs as in the error definition, i.e., IWRES=(DV-IPRED)/SQRT(F*F*THETA(5)*THETA(5)+ THETA(6)*THETA(6) ) You may use it with the log-transformed data as follows: >$ERROR >IPRED=F IF(IPRED.LT.0.1) IPRED=0.1 ; use something small here, like LOQ/2 in place of 0.1 W = SQRT( (THETA(5)/IPRED)**2 +THETA(6) ) Y= LOG(IPRED)+W*EPS(1) >IRES=DV-LOG(IPRED) >IWRES=IRES/W $SIGMA 1 FIXED This is based on the posting by Mats Karlsson as of Mon, 29 Apr 2002 (99apr232002.html), I copied it below: Mats Karlsson wrote on Mon, 29 Apr 2002: Hi, 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 THETA(x) and THETA(y) will have the same meaning as on the untransformed scale with Y=F+SQRT(THETA(y)**2+THETA(x)**2*F**2)*EPS(1) with $SIGMA 1 FIX .... cut here ===================================== _______________________________________________________
May 20, 2004 Garry Boswell Constant and Proportional Error with Log transformed data with single data point per subject
May 21, 2004 Leonid Gibiansky RE: Constant and Proportional Error with Log transformed data with single data point per subject