RE: OMEGA priors using modes of inverse Wishart matrix
Hi
An appropriate value for dof of the IW is difficult to determine. While it can
be set at n-1 from a prior this is somewhat arbitrary. It is not in this sense
like a t-distn where we calculate dof in this manner.
You would have to get a feeling for the degree of spread in your deviates given
your guess at OMEGA(0) and dof. This can be done by simulation or in special
circumstances by direct calculation.
Steve
--
Quoted reply history
From: [email protected] [mailto:[email protected]] On
Behalf Of Mats Karlsson
Sent: Thursday, 23 February 2012 3:58 a.m.
To: 'Joachim Grevel'; 'Coen van Hasselt'; 'nmusers'
Subject: RE: [NMusers] OMEGA priors using modes of inverse Wishart matrix
Dear Joachim,
The IW distribution is not something you get from NONMEM, you have to give the
degrees of freedom of the IW prior distribution. Normally this is at or below
the number of subjects in you previous study depending the information about
the parameter per subject.
In addition to User's Guides, you may find useful info in Gisleskog et al J
Pharmacokinet Pharmacodyn. 2002 Dec;29(5-6):473-505.
Best regards,
Mats
Mats Karlsson, PhD
Professor of Pharmacometrics
Dept of Pharmaceutical Biosciences
Faculty of Pharmacy
Uppsala University
Box 591
75124 Uppsala
Phone: +46 18 4714105
Fax + 46 18 4714003
From: [email protected]<mailto:[email protected]>
[mailto:[email protected]] On Behalf Of Joachim Grevel
Sent: 22 February 2012 15:24
To: 'Coen van Hasselt'; nmusers
Subject: RE: [NMusers] OMEGA priors using modes of inverse Wishart matrix
Dear Coen,
There I do have the answer: with MCMC Bayesian in NONMEM 7.1 you have to use
NWPRI according to the guide.
Dear Nidal,
What I try to do is that: use an existing very well defined popPK model (2500
conc in 200 patients) to obtain individual PK parameters in only 20 additional
patients that have sparse sampling (2 to 4 conc per patient). I was planning to
use informative priors rather than add 80 conc to a bulk of 2500 conc. What do
you think?
Thanks to all, specifically Tim!
Joachim
From: Coen van Hasselt
[mailto:[email protected]]<mailto:[mailto:[email protected]]>
Sent: 22 February 2012 14:03
To: [email protected]<mailto:[email protected]>
Subject: Re: [NMusers] OMEGA priors using modes of inverse Wishart matrix
Dear Joachim,
I have always wondered about this particular question myself as well.. Thanks
for asking at NMusers.
Another thing related to the PRIORs I was wondering about: you can either use
NWPRI (i.e. with the inverse wishart for OMEGA's), or TNPRI, which uses a
multivariate normal for the OMEGA's. Do you have any idea when to use either of
these two possible implementations ?
Thanks,
Coen
>>> "Joachim Grevel" 02/22/12 2:11 PM >>>
Dear NMusers,
Our NONMEM User Guides are full of good advice and they are searchable. Yet
when I tried to find out whether any of the estimation methods could be enticed
to give me the ?inverse Wishart matrix? needed to specify PRIORS for OMEGAs, I
found no help. Leonid G. mentions the inverse Wishart matrix in his historic
contributions to NMusers, but again I could not find out how to obtain it. If
it does not happen in NONMEM, is there a tool in R that can give me that matrix?
Your help is greatly appreciated,
Joachim
Joachim Grevel, PhD
Scientific Director
BAST Inc Limited
BioCity Nottingham
Pennyfoot Street
Nottingham, NG1 1GF
Tel: +44 (0)115 8120497