RE: OMEGA priors using modes of inverse Wishart matrix

From: Martin Bergstrand Date: March 06, 2012 technical Source: mail-archive.com
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
Feb 22, 2012 Joachim Grevel OMEGA priors using modes of inverse Wishart matrix
Feb 22, 2012 Tim Bergsma Re: OMEGA priors using modes of inverse Wishart matrix
Feb 22, 2012 Mats Karlsson RE: OMEGA priors using modes of inverse Wishart matrix
Feb 22, 2012 Ayyappa Chaturvedula RE: OMEGA priors using modes of inverse Wishart matrix
Feb 22, 2012 Stephen Duffull RE: OMEGA priors using modes of inverse Wishart matrix
Feb 23, 2012 Mats Karlsson FW: OMEGA priors using modes of inverse Wishart matrix
Feb 23, 2012 Joachim Grevel RE: OMEGA priors using modes of inverse Wishart matrix
Feb 24, 2012 Joachim Grevel RE: OMEGA priors using modes of inverse Wishart matrix
Mar 06, 2012 Martin Bergstrand RE: OMEGA priors using modes of inverse Wishart matrix