error message-Hessian of posterior density is non positive definite during search

From: Vincenzo di Iorio Date: February 26, 2010 technical Source: mail-archive.com
On behalf of Amit Taneja: Dear Nonmem users, I have been trying to fit a linear logistic model to a set of binary response data in nonmem6. However, nonmem terminates and gives the following message. My dataset has 36 subjects and 5 pd sample points per subject. On the other hand, a logistic emax model fits the data well and consistently. I even get the covariance step. One would expect a linear model to fit more easily than an emax model? My control stream is provided below as is a sample of the dataset, and the output file is enclosed. I would appreciate your inputs on resolving this vexing issue. Thanks Amit Taneja Pharmacology Leiden Amsterdam Center for Drug Research Leiden Netherlands ------------------ Relevant part of output file (Error message)= MONITORING OF SEARCH: 0HESSIAN OF POSTERIOR DENSITY IS NON-POSITIVE-DEFINITE DURING SEARCH ---------------------------------- $PROB $INPUT ID TIME PDB=DV PD CAUC MDV EVID DGRP $DATA GpdV_od.csv IGNORE=@ ;IGNORE=(TIME.EQ.0) $PRED ;in this model we fit a linear model in the logit space ; Baseline Probabilities PLAC = THETA(1) ; Drug Conc effect Emax model, assuming gamma = 1 SLOP = THETA(2) ;EC50 = THETA(3) DRUG = SLOP*CAUC ; Logit A = DRUG + PLAC + ETA(1) ; ; the term exp(drug+plac+eta) is expressed as A P = EXP(A)/1+EXP(A) ;PB0 = P0/(1+P0) ; Probability of parameter=0 ; e**x/1+e**x; x=logit function ;PB1 = 1-PB0 ; probability of parameter=1 ;IF (DV.EQ.0) PB = PB0 ;IF (DV.EQ.1) PB = PB1 Y = -2*PDB*A-2*LOG(1-P) $THETA (1,157.9) ; PLAC Theta(1) (1,10) ; SLOP Theta(2) ; EC50 EPER 1 Theta(3) ;15.85 ; L0 Theta(4) $OMEGA 1 $ESTIM METHOD=COND LAPLACIAN -2LL $COV MAT=R $TABLE ID TIME P PD CAUC PLAC SLOP MDV EVID DGRP NOPRINT ONEHEADER FILE=Gp_lin15.tab # SAMPLE OF THE INPUT DATASET ID TIME PDB PD CAUC MDV EVID DGRP CONC 1 0 0 5.328576 0 0 0 0 0 1 1 0 0.499059 0 0 0 0 0 1 2 1 22.8096 0 0 0 0 0 1 3 0 0.299475 0 0 0 0 0 1 4 0 0.333036 0 0 0 0 0 8 0 0 2.168496 0 0 0 100 0 8 1 1 111.4464 1131.1 0 0 100 359.43 8 2 1 54.94748 3638.7 0 0 100 541.01 8 3 1 222.75 6887.6 0 0 100 636.91 8 4 1 222.75 10529.2 0 0 100 688.48 15 0 0 17.21501 0 0 0 100 0 15 1 1 65.75828 1131.1 0 0 100 356.33 15 2 1 222.75 3638.7 0 0 100 541 ----------------------------------------------------------------------------------- Vincenzo Luca Di Iorio Consultant PME User support - GSK R&D Limited ----------------------------------------------------------------------------------- ----------------------------------------------------------- This e-mail was sent by GlaxoSmithKline Services Unlimited (registered in England and Wales No. 1047315), which is a member of the GlaxoSmithKline group of companies. The registered address of GlaxoSmithKline Services Unlimited is 980 Great West Road, Brentford, Middlesex TW8 9GS.
Feb 26, 2010 Vincenzo di Iorio error message-Hessian of posterior density is non positive definite during search
Feb 26, 2010 Marc Gastonguay Re: error message-Hessian of posterior density is non positive definite during search