RE: posthoc step
From: "Leonid Gibiansky" leonidg@metrumrg.com
Subject: RE: [NMusers] posthoc step
Date: Wed, December 8, 2004 8:27 am
Jerry,
Most likely, this is a problem with too extreme data and implementation
of POSTHOC in NONMEM.
I checked how solution depends on OMEGA. With OMEGA= 8.39 or higher, NONMEM
gives k=0.942, pretty close to what you would expect. But for OMEGA=8.38,
solution jumps to K=4.19; for OMEGA= 8.37, K= 9.04 and then goes up to 9.78
when you move OMEGA down to 4 (e.g, OMEGA=8, K= 9.27)
I also checked the probability of K=1 with mean=10 and various variances:
> pnorm(1, mean = 10, sd = sqrt(4))
[1] 3.397673e-006
> pnorm(1, mean = 10, sd = sqrt(8.4))
[1] 0.0009504466
Probability of the realization that you tried is about 3 / million. NONMEM
starts to give correct results at about p = 0.001. It this can be
generalized, then NONMEM POSTHOC fails at outliers with p < 0.001
Best regards,
Leonid