RE: Difference between typical values and geometric mean of posthoc values

From: Doug J. Eleveld Date: April 01, 2005 technical Source: cognigencorp.com
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
Mar 30, 2005 Doug J. Eleveld Difference between typical values and geometric mean of posthoc values
Apr 01, 2005 Doug J. Eleveld RE: Difference between typical values and geometric mean of posthoc values
Apr 01, 2005 Yaning Wang RE: Difference between typical values and geometricmea n of posthoc values
Apr 04, 2005 Doug J. Eleveld RE: Difference between typical values and geometricmea n of posthoc values