Re: omega matrix - friendly suggestion
Dear Pavel and Ken,
I also share the same pain, especially when coding correlations for between-occasion variability ETAs. This implies reorganizing them in blocks and renumbering everything. A real chore, and a very error-prone process.
Maybe one can think of using the OMEGA in the correlation format, which should make it easier to write "legitimate" OMEGA matrices. Or NONMEM can check the positive definiteness of the initial estimate and complain if necessary (I believe it already does so).
So, dear NONMEM developers, please count a +1 in the survey for this feature. :)
Thank you and ciao,
Paolo
Quoted reply history
On 2012/06/12 17:08, Ken Kowalski wrote:
> Dear Pavel,
>
> I certainly feel your pain but you have to be careful how you fix certain elements in Omega to ensure that you have a valid positive definite covariance matrix. The starting values in your $OMEGA block do not give rise to a valid covariance matrix. Note in particular that the covariance between ETA3 and ETA4 is too large relative to the variances for ETA3 and ETA4 such that the correlation is greater than 1.0, i.e.,
>
> Corr(ETA3,ETA4) = 0.03/[SQRT(0.0166)*SQRT(0.0166)]=1.807 > 1
>
> You also have the same problem for Corr(ETA1,ETA3) > 1.
>
> Ken
>
> Kenneth G. Kowalski
>
> President & CEO
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> *From:* [email protected] [ mailto: [email protected] ] *On Behalf Of * [email protected]
>
> *Sent:* Tuesday, June 12, 2012 10:24 AM
> *To:* [email protected]
> *Subject:* [NMusers] omega matrix - friendly suggestion
>
> Hello NONMEM Community,
>
> Sometimes it takes more time to choose the best omega matrix than to develop a PD model. Selecting the omega matric is a tedious, time consuming and less creative part of the model development. I hope you feel my pain. Will it be helpful to rewrite the NONMEM software so that any element of the omega matrix can be fixed to any value? It may look like this:
>
> $OMEGA BLOCK (4) 3.60E-02 FIX
>
> 0.01 3.23E-02
> 0.03 0 FIX 1.66E-02
> 0.01 0 FIX 0.03 FIX 1.66E-02
>
> This change can make many NONMEM users happy.
>
> Thanks!
>
> Pavel
--
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Paolo Denti, PhD
Junior Lecturer
Division of Clinical Pharmacology
Department of Medicine
University of Cape Town
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