RE: WRES AND OUTLIER IDENTIFICATION/EXCLUSION

From: Nick Holford n.holford@auckland.ac.nz Subject: RE: [NMusers] WRES AND OUTLIER IDENTIFICATION/EXCLUSION Date: Mon, 02 Oct 2006 22:55:36 +1300 Mats, So you are using $MIX to switch between outliers and non-outlier type subjects? The mixing probability of an outlier is P (Ken's nomenclature). If its an outlier type subject then the -2LL code returns a fractional residual error contribution for an outlier (SIG2) or non-outlier observation (SIG1) depending on an observation level mixing fraction (MP). If its a non-outlier type subject then the residual error is determined by SIG1 alone (MP=0). SIG2/SIG1 is K (Ken's nomenclature). >>> > 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) PS The -0.5*LOG(2*3.14159265) is not really needed (because its a constant that doesn't change the minimum of -2LL) and indeed is inconsistent with the way that NONMEM typically calculates its objective function. -- Nick Holford, Dept Pharmacology & Clinical Pharmacology University of Auckland, 85 Park Rd, Private Bag 92019, Auckland, New Zealand email:n.holford@auckland.ac.nz tel:+64(9)373-7599x86730 fax:373-7556 http://www.health.auckland.ac.nz/pharmacology/staff/nholford/