RE: RANMETHOD also for $SIM
Sven:
It would be mathematically incorrect to create simulated values using a Sobol
quasi-random method. You would obtain eta and eps values that are not truly
normally distributed. The Sobol technique is specifically designed to improve
the efficiency of Monte Carlo integration in multi-dimensional space, such as
is done during the expectation step of the Monte Carlo importance sampling EM
methods, and for no other purpose. It would even be inappropriate (that is,
lead to bias) in the SAEM or BAYES methods. This is why the Sobol technique is
only for IMP and DIRECT estimation.
Robert J. Bauer, Ph.D.
Vice President, Pharmacometrics, R&D
ICON Development Solutions
7740 Milestone Parkway
Suite 150
Hanover, MD 21076
Tel: (215) 616-6428
Mob: (925) 286-0769
Email: [email protected]
Web: http://www.iconplc.com/
Quoted reply history
________________________________
From: [email protected] [mailto:[email protected]] On
Behalf Of Mensing, Sven
Sent: Wednesday, October 10, 2012 8:57 AM
To: [email protected]
Subject: [NMusers] RANMETHOD also for $SIM
Hello,
is it possible to use the Sobol pseudo-random number generator (e.g.
RANMETHOD=2S) for $SIMULATION problems? Maybe in NM 7.3?
Thanks
Sven
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