RE: Difference between typical values and geometric mean of posthoc values
From: "Eleveld, DJ" d.j.eleveld@anest.umcg.nl
Subject: RE: [NMusers] Difference between typical values and geometric mean of posthoc values
Date: Fri, April 1, 2005 9:14 am
Thanks to everyone who replied to my question about the difference between typical
values and geometric mean of posthoc values. I am afraid I am still a bit lost.
In monte-carlo tests I am seeing a bias of 10% between the typical values and
geometric mean of posthoc values for CL. Other parameters have lower biases.
This is for 100 estimations of 10 individuals each. I am using ADVAN11, TRANS4
and the FOCE method. Interestingly the geometric mean of posthoc values is closer
to the 'real' values than the typical (THETA) values. I have no idea why this
is.
I believe that the maximum likelihood estimate of a log-normal distribution is the
geometric mean. So if the typical values (THETA) are the maximum likelihood values
then there should be no bias with the 'real' values.
I dont think using INTERACTION should be used beacuse all invididuals have the same
error variance.
I dont think there are, at least there shouldn't be, model complexity problems. The
data is simulated and there is no model misspecification.
So I am still a bit lost. Why should we rely on THETA values to describe central
tendency of our parameter distributions when the POSTHOC values are available and
seem to allow better accuracy?
Thank you,
Doug Eleveld