RE: BOV

From: "Mats Karlsson" mats.karlsson@farmbio.uu.se Subject: RE: [NMusers] BOV Date: Wed, September 22, 2004 3:20 pm Hi again, A quick run of the example I outlined - code below show that indeed one can estimate different variabilites at different occasions. Whether it is useful is another matter. Model ----- $PROBLEM $INPUT ID DV OCC $DATA data1 IGNORE=@ $PRED IF(OCC.EQ.1) Y=THETA(1)+ETA(1)+EPS(1) IF(OCC.EQ.2) Y=THETA(1)+ETA(1)+EPS(2) IF(OCC.EQ.3) Y=THETA(1)+ETA(1)+EPS(3) $THETA 10 $OMEGA 1 $SIGMA .1 .1 .1 $SIM (9897667) $EST MAXEVAL=9999 $COV PRINT=E DATA FILE ----------- ID DV OCC 1 0 1 1 0 2 1 0 3 2 0 1 2 0 2 ... 100 0 3 OUTPUT ------ ************************************************************************ ************************************************ ******************** ******************** ******************** FINAL PARAMETER ESTIMATE ******************** ******************** ******************** ************************************************************************ ************************************************ THETA - VECTOR OF FIXED EFFECTS PARAMETERS ********* TH 1 1.01E+01 OMEGA - COV MATRIX FOR RANDOM EFFECTS - ETAS ******** ETA1 ETA1 + 8.71E-01 SIGMA - COV MATRIX FOR RANDOM EFFECTS - EPSILONS **** EPS1 EPS2 EPS3 EPS1 + 1.25E-01 EPS2 + 0.00E+00 8.92E-02 EPS3 + 0.00E+00 0.00E+00 1.30E-01 1 ************************************************************************ ************************************************ ******************** ******************** ******************** STANDARD ERROR OF ESTIMATE ******************** ******************** ******************** ************************************************************************ ************************************************ THETA - VECTOR OF FIXED EFFECTS PARAMETERS ********* TH 1 9.60E-02 OMEGA - COV MATRIX FOR RANDOM EFFECTS - ETAS ******** ETA1 ETA1 + 1.27E-01 SIGMA - COV MATRIX FOR RANDOM EFFECTS - EPSILONS **** EPS1 EPS2 EPS3 EPS1 + 2.10E-02 EPS2 + ......... 2.15E-02 EPS3 + ......... ......... 2.85E-02 1 ************************************************************************ ************************************************ ******************** ******************** ******************** COVARIANCE MATRIX OF ESTIMATE ******************** ******************** ******************** ************************************************************************ ************************************************ TH 1 OM11 SG11 SG12 SG13 SG22 SG23 SG33 TH 1 + 9.21E-03 OM11 + -5.33E-04 1.63E-02 SG11 + 2.45E-04 1.39E-04 4.42E-04 SG12 + ......... ......... ......... ......... SG13 + ......... ......... ......... ......... ......... SG22 + 1.04E-04 -3.06E-04 -8.20E-05 ......... ......... 4.62E-04 SG23 + ......... ......... ......... ......... ......... ......... ......... SG33 + -4.64E-04 3.18E-04 -1.80E-04 ......... ......... -4.47E-05 ......... 8.15E-04 1 ************************************************************************ ************************************************ ******************** ******************** ******************** CORRELATION MATRIX OF ESTIMATE ******************** ******************** ******************** ************************************************************************ ************************************************ TH 1 OM11 SG11 SG12 SG13 SG22 SG23 SG33 TH 1 + 1.00E+00 OM11 + -4.35E-02 1.00E+00 SG11 + 1.22E-01 5.20E-02 1.00E+00 SG12 + ......... ......... ......... ......... SG13 + ......... ......... ......... ......... ......... SG22 + 5.04E-02 -1.12E-01 -1.81E-01 ......... ......... 1.00E+00 SG23 + ......... ......... ......... ......... ......... ......... ......... SG33 + -1.69E-01 8.74E-02 -2.99E-01 ......... ......... -7.28E-02 ......... 1.00E+00 1 ************************************************************************ ************************************************ ******************** ******************** ******************** INVERSE COVARIANCE MATRIX OF ESTIMATE ******************** ******************** ******************** ************************************************************************ ************************************************ TH 1 OM11 SG11 SG12 SG13 SG22 SG23 SG33 TH 1 + 1.13E+02 OM11 + 2.59E+00 6.30E+01 SG11 + -4.77E+01 -2.59E+01 2.63E+03 SG12 + ......... ......... ......... ......... SG13 + ......... ......... ......... ......... ......... SG22 + -2.72E+01 3.40E+01 5.17E+02 ......... ......... 2.30E+03 SG23 + ......... ......... ......... ......... ......... ......... ......... SG33 + 5.13E+01 -2.70E+01 5.92E+02 ......... ......... 2.12E+02 ......... 1.41E+03 1 ************************************************************************ ************************************************ ******************** ******************** ******************** EIGENVALUES OF COR MATRIX OF ESTIMATE ******************** ******************** ******************** ************************************************************************ ************************************************ 1 2 3 4 5 6.10E-01 8.51E-01 9.12E-01 1.21E+00 1.41E+00 -- Mats Karlsson, PhD Professor of Pharmacometrics Div. of Pharmacokinetics and Drug Therapy Dept. of Pharmaceutical Biosciences Faculty of Pharmacy Uppsala University Box 591 SE-751 24 Uppsala Sweden phone +46 18 471 4105 fax +46 18 471 4003 mats.karlsson@farmbio.uu.se