RE: WRES AND OUTLIER IDENTIFICATION/EXCLUSION
From: "Mats Karlsson" mats.karlsson@farmbio.uu.se
Subject: RE: [NMusers] WRES AND OUTLIER IDENTIFICATION/EXCLUSION
Date: Sat, 30 Sep 2006 17:38:50 +0200
Ken,
Nice. I guess it does not come without a price as the same mixture model is
applied to subjects with and without outliers alike. If one were to take
this estimation route, estimating a (interindividual) mixture model for the
mixing component would be a way to address this:
$MIX
P(1)=THETA(5) ;Proportion of subjects with outliers
P(2)=1-P(1) ;Proportion of subjects without outliers
$PRED
MU=THETA(1)+ETA(1)
MP=THETA(2) ;MP for subjects with outliers
IF(MIXNUM.EQ.2) MP=0 ;MP for subjects without outliers
SIG1=THETA(3)
SIG2=THETA(4)
IW1=(DV-MU)/SIG1
IW2=(DV-MU)/SIG2
L1=-0.5*LOG(2*3.14159265)-LOG(SIG1)-0.5*(IW1**2)
L2=-0.5*LOG(2*3.14159265)-LOG(SIG2)-0.5*(IW2**2)
L=(1-MP)*EXP(L1)+MP*EXP(L2)
Y=-2*LOG(L)
If you have really contaminated data maybe you in addition want to add a
(logit-transformed) ETA on MP for subjects with outliers.
Best regards,
Mats
Mats Karlsson, PhD
Professor of Pharmacometrics
Div. of Pharmacokinetics and Drug Therapy
Dept. of Pharmaceutical Biosciences
Faculty of Pharmacy
Uppsala University
Box 591
SE-751 24 Uppsala
Sweden
phone +46 18 471 4105
fax +46 18 471 4003
mats.karlsson@farmbio.uu.se