RE: OMEGA priors using modes of inverse Wishart matrix
Dear Joachim,
We did not respond very quickly but think we might still have something to
contribute.
A way to avoid having to approximate the number f degrees of freedom for the
OMEGA prior would be to estimate the random effect variance (or SD), and the
covariance (or correlation) in the form of THETAS. This way only the
variance covariance matrix is needed to weight the prior information. An
example of how to parameterize such a model is presented below.
;; --------------------------------------------------------------
;; Standard code
$PK
TVCL = THETA(1)
CL = TVCL*EXP(ETA(1))
TVV = THETA(2)
V = TVV*EXP(ETA(2))
$THETA (0,30) ; CL
$THETA (0,100) ; V
$OMEGA BLOCK(2) 0.09 ; CL_VAR
0.072 ; CL_V_COVAR
0.09 ; V_VAR
;; Alternative code with no estimated OMEGA block
$PK
TVCL = THETA(1)
SDCL = THETA(3) ; Standard deviation for random effect on
CL
CL = TVCL*EXP(SDCL*ETA(1))
TVV = THETA(2)
SDV = THETA(4) ; Standard deviation for random effect on V
CR12 = THETA(5) ; Correlation between random effect 1 and 2
RE2 = CR12*ETA(1)+ SQRT(1- SQRT(CR12**4))*ETA(2) ; Random effect 2
with CR12 correlation to ETA1
V = TVV*EXP(SDV*RE2)
$THETA (0,30) ; CL
$THETA (0,100) ; V
$THETA (0,0.3) ; SD_CL
$THETA (0,0.3) ; SD_V
$THETA (-1,0.8,1) ; Corr_1o2
$OMEGA 1 FIX ; VAR_ETA1
$OMEGA 1 FIX ; VAR_ETA2
;; --------------------------------------------------------------
The above coding alternatives does from our experience result in identical
parameter estimates and model fit (i.e. OFV). The coding has to be altered
to accommodate a block of more than two parameters (if no correlation
structure is estimated it is trivial). In case of an OMEGA block with more
than two random effect parameterization can to our knowledge not be done in
form of an estimated correlation but similar performance can be achieved.
Kind regards,
Martin Bergstrand, Frank Kloprogge and the MORU Pharmacometrics group.
Mahidol-Oxford Tropical Medicine Research Unit, Bangkok, Thailand
Quoted reply history
From: [email protected] [mailto:[email protected]] On
Behalf Of Joachim Grevel
Sent: den 23 februari 2012 18:20
To: [email protected]
Subject: RE: [NMusers] OMEGA priors using modes of inverse Wishart matrix
Many thanks to all of you who responded so quickly and comprehensively.
For those looking into this exchange in the future through the NMuser
archive: Look at Mats' and Tim's response first then at all the others.
There is not a single answer. I for my part will employ several techniques
with sensitivity analysis, before I chose a model that gives me the most
useful individual parameters for my new small data set of interest.
Joachim
From: [email protected] [mailto:[email protected]] On
Behalf Of Mats Karlsson
Sent: 23 February 2012 05:55
To: [email protected]
Subject: FW: [NMusers] OMEGA priors using modes of inverse Wishart matrix
Hi again,
We use a formula to come up with a suitable number of subjects (N) for
degrees of freedom (df) for IW distribution. It is based on the assumption
that you know the SE of the variance estimate that you want to use as a
prior.
. How to choose N?
. We know 0 < N < Nsubj
. Guesstimate N
. Closer to 0 if sparse info per subject
. Closer to Nsubj if rich info per subject
. If we know SE of omega, we can do better!
. Calculate how many subjects with perfect information our SE
corresponds to and then use that N for calculation of df
. For a variance (omega^2): SE=omega^2*SQRT(2/(N-1))
. Rearrange to: N=2*omega^4/SE^2+1
. N = Estimate of N
. Omega^2 = Variance estimate (from output of previous model)
. SE = Standard error of Omega^2 (from output f
previous)
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