Re: Iterative Two Stage Bayesian in NONMEM

From: Nick Holford Date: May 04, 2005 technical Source: cognigencorp.com
From: "Nick Holford" n.holford@auckland.ac.nz Subject: Re: [NMusers] Iterative Two Stage Bayesian in NONMEM Date: Wed, May 4, 2005 9:44 am Immanuel, I'm not familiar with the ITSB. Do you mean using using sets of individual parameters obtained by fitting one individual at a time along with the covariance matrix of the estimate to weight the individual parameter estimates so that you can come up with a more sophisticated set of Two Stage Population means and variances? I am more familiar with the subject of your second question. The WFN nmctl procedure can be a convenient way to transfer final parameter estimates into the original control stream but in its usual form it does not use the information in the covariance matrix of the estimate. However, if you want to use the undocumented PRIOR subroutine in NONMEM V 1.1 you can use nmctl with the 'b' option to extract the covariance matrix of the estimate and format the control stream to include the covariance matrix of the estimate. I have no idea if this would help with ITSB but it can be a convenient way of performing a frequentist prior estimation procedure (see Gisleskog et al 2003). Nick Gisleskog PO, Karlsson MO, Beal SL. Use of Prior Information to Stabilize a Population Data Analysis. Journal of Pharmacokinetics & Biopharmaceutics 2003;29(5/6):473-505.
May 04, 2005 Immanuel Freedman Iterative Two Stage Bayesian in NONMEM
May 04, 2005 Nick Holford Re: Iterative Two Stage Bayesian in NONMEM
May 05, 2005 Yaning Wang RE: Iterative Two Stage Bayesian in NONMEM