RE: Hessian of posterior density is non positive definite during search
Ann,
Because you already log-tranformed your data, you may want to change
SIG1*IPRED to SIG1 for DUM.
I'm guessing the combination of ALAG and SIG1*IPRED is causing problem.
DUM = (LOQ-IPRED)/(SIG1)
Best regards,
Shelley
========================================
Xiao Hu (Shelley), Ph.D.
Scientist,
Development Pharmacokinetics & Disposition
Biogen Idec, Inc.
14 Cambridge Center
Cambridge, MA 02142
Ann Rigby-Jones <[email protected]>
Sent by: [email protected]
01-Nov-2010 11:42 AM
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To
"'[email protected]'" <[email protected]>
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Subject
RE: [NMusers] Hessian of posterior density is non positive definite during
search
Dear Matt & All
I?m still battling I?m afraid?
Can?t seem to get past the SUM OF "SQUARED" WEIGHTED INDIVIDUAL RESIDUALS
IS INFINITE problem.
I?ve now log-transformed my data, and deleted all but the first occurrence
of a BQL data point from each individual. I?m confident that the initial
estimates of the structural parameters aren?t too far out as I have
already analysed the data set having deleted all BQL points.
Any other ideas very gratefully received J
Many thanks
Ann
$PROBLEM Step1&2 PK 3comp LAG BLQ M3
$INPUT ID DOSE AMT RATE DUR TIME LNDV DV EVID ART FLG AGE WGT MDV
$DATA step1&2PKBLQnoABSLNv2.csv IGNORE=#
$SUBROUTINES ADVAN9 TOL=9
$MODEL
COMP(CENTRAL, DEFOBS, DEFDOSE) ;1
COMP(PERIPH1) ;2
COMP(PERIPH2) ;3
$PK
CL=THETA(1)*EXP(ETA(1))
Q2=THETA(2)*EXP(ETA(2))
Q3=THETA(3)*EXP(ETA(3))
V1=THETA(4)*EXP(ETA(4))
V2=THETA(5)*EXP(ETA(5))
V3=THETA(6)*EXP(ETA(6))
K10=CL/V1
K12=Q2/V1
K13=Q3/V1
K21=Q2/V2
K31=Q3/V3
S1=V1
IF (DUR.EQ.10) THEN
ALAG1=THETA(7)*EXP(ETA(7))
ELSE
ALAG1=THETA(8)*EXP(ETA(7))
ENDIF
$DES
DADT(1)=A(2)*K21 + A(3)*K31 - A(1)*(K10+K12+K13)
DADT(2)=A(1)*K12 - A(2)*K21
DADT(3)=A(1)*K13 - A(3)*K31
;DADT(1)=A(4)*KTR + A(2)*K21 + A(3)*K31 - A(1)*(K10+K12+K13)
;DADT(2)=A(1)*K12 - A(2)*K21
;DADT(3)=A(1)*K13 - A(3)*K31
;DADT(4)=-A(4)*KTR
;DADT(5)=A(4)*KTR - A(5)*KTR
;DADT(6)=A(5)*KTR - A(6)*KTR
;DADT(7)=A(6)*KTR - A(7)*KTR
;DADT(8)=A(7)*KTR - A(8)*KTR
;DADT(9)=A(8)*KTR - A(9)*KTR
$ERROR (ONLY OBSERVATIONS)
SIG1=THETA(9)
;LOQ = 0.4 ; nm/L
;IPRED = F
LOQ = LOG(0.4)
IPRED = LOG(F)
DUM = (LOQ-IPRED)/(SIG1*IPRED)
CUMD=PHI(DUM)
IF(FLG.EQ.0)THEN ; FLG=0, MDV=0 non BQL values
F_FLAG=0
;Y = F*(1+SIG1*ERR(1))
Y=LOG(F) + SIG1*ERR(1)
ENDIF
IF(FLG.EQ.1)THEN ; FLG=1, MDV=0 BQL values
F_FLAG=1
Y=CUMD
ENDIF
$THETA (0, 696) ;CL
$THETA (0, 513) ;Q2
$THETA (0, 260) ;Q3
$THETA (0, 5600) ;V1
$THETA (0, 20500) ;V2
$THETA (0, 38000) ;V3
$THETA (0.2167, 0.548,1) ;ALAG 10MIN
$THETA (0.00833, 0.101, 1) ;ALAG 1MIN
$THETA (0, 0.5) ;SIG1
$OMEGA (0.01) ; ETA CL
$OMEGA (0.01) ; ETA Q2
$OMEGA (0 FIX) ; ETA Q3
$OMEGA (0.01) ; ETA V1
$OMEGA (0 FIX) ; ETA V2
$OMEGA (0 FIX) ; ETA V3
$OMEGA (0 FIX) ; ETA LAG SHARED
$SIGMA (1 FIXED)
$ESTIMATION METHOD=1 LAPLACIAN NUMERICAL SLOW PRINT=1 MAX=9999 NOABORT
SIG=3
MSFO=msfo.outputfile
$COVA
$TABLE ID EVID AMT TIME IPRED
NOPRINT FILE=AllRecords.txt
$TABLE ID CL Q2 Q3 V1 V2 V3
ETA1 ETA2 ETA3 ETA4 ETA5 ETA6 ETA7
FIRSTONLY NOPRINT NOAPPEND FILE=FirstRecords.txt