RE: Covariance matrix of parameter estimates (standard errors)

Hi Nick, Thanks for your response. I realize the RSEs of the parameter estimates are included in the .smy file but what I actually need is the variance-covariance matrix of the estimates. For example, I am thinking of a table containing the variance of theta(1), variance of theta(2) as well as the covariance between theta(1) & theta(2). These values are usually provided in the .lst file following an estimation run but I would like to have them for all the simulation/estimation runs with a successful covariance step. Since these estimates are in the .lst file, there should be some way of outputting them to a table for further analysis. Kind regards, JO > Date: Sat, 13 Jul 2013 10:06:38 +0200 > From: [email protected] > To: [email protected] > Subject: Re: [NMusers] Covariance matrix of parameter estimates (standard > errors) > > JO, > > *IF* NONMEM is able to complete the covariance step then the relative > standard errors are included in the WFN nmgosim output file. > > You will not find the RSE values if a) you did not include $COV in the > control stream or b) NONMEM failed in the covariance step. > > You can test nmgosim with WFN by running: > > nmgosim theopd_gosim theopd_gest 1 5 > > in the WFN run directory. You will find all the parameters and their RSE > values in run\theopd_goest.reg\theopd_goest.smy > > Usually there is little interest in calculating these asymptotic RSE > values because the parametric bootstrap performed by nmgosim gives more > reliable estimates of the RSE and confidence intervals of parameters. > > Nick >