RE: Iterative Two Stage Bayesian in NONMEM

From: "Wang, Yaning" WangYA@cder.fda.gov Subject: RE: [NMusers] Iterative Two Stage Bayesian in NONMEM Date: Thu, May 5, 2005 8:34 am Immanuel, In my opinion, when you use the parameters and covariance matrix found by the Standard Two Stage approach as the initials for THETA and OMEGA in NONMEM and use FOCE estimation method, NONMEM is already dosing Iterative Two Stage Bayesian automatically. During each iteration, the values that are tried for population parameters are used as the prior to get the MAP Bayesian estimates for each individual (ETAs). These ETAs are then used to get the marginal likelihood for the population parameters. Then the objective function is re-defined around these ETAs. The gradient vector and the Hessian matrix based on this objective function will lead to the next set of values that will be tried for population parameters. Another iteration starts... Maybe the only problem is that the updating process of the population parameters is not taking means (for THETA) and SDs (for OMEGA) based on individual Bayesian estimates, but following the Quasi-Newton search pathway. Yaning Wang, Ph.D. Pharmacometrician Office of Clinical Pharmacology and Biopharmaceutics Center of Drug Research and Evaluation Food and Drug Administration Office: 301-827-9763 _______________________________________________________