RE: OMEGA - CORR MATRIX FOR RANDOM EFFECTS - ETAS

From: [email protected] [mailto:[email protected]] On Behalf Of Sven Mensing Sent: Tuesday, September 17, 2013 13:44 To: Jules Heuberger Cc: [email protected] Subject: Re: [NMusers] OMEGA - CORR MATRIX FOR RANDOM EFFECTS - ETAS Hi Jules, it seems that your two ETAs are heavily correlated (1.00) and this causes problems for NONMEM. Next to evaluating if you really need two destinct ETAs or should use just one as in e.g. E0= THETA(1)*EXP(ETA(1)) EMAX = E0+THETA(2) I would suggest to re-code your Emax and E0 in logit space if you are trying to model a DV that is between 0 and 1. E0 = EXP(THETA(1) + ETA(1))/(1+EXP(THETA(1)+ETA(1)) EMAX = EXP(THETA(1)+THETA(2)+ETA(1)+ETA(2))/(1+EXP(THETA(1)+THETA(2)+ETA(1)+ETA(2))) again check if ETA(2) (or ETA(1)) is really necessary. THETA(2) should be positive in all examples. Kind Regards Sven Mensing 2013/9/17 Jules Heuberger <[email protected]<mailto:[email protected]>> Dear NM Users, I ran into a problem with a NM 7.2 run with an OMEGA BLOCK (2), receiving an error message saying the parameter estimate is near its boundary (See also the discussion in [NMusers] How to solve it? ERROR: PARAMETER ESTIMATE IS NEAR ITS BOUNDARY ). After digging through the documentation I am still unsure where the problem is originating from. What I figured out is that the problem lies in the OMEGA - CORR MATRIX FOR RANDOM EFFECTS - ETAS *******, a matrix I believe is only introduced since NM7.2. The estimate in this matrix that is giving problems is the one for the OMEGA BLOCK, which is estimated to be 1 (a boundary). Now, as far as I know, the OMEGA - CORR MATRIX is related to the OMEGA - COV MATRIX as the sqrt of its estimate. However, it is unclear to me how the OMEGA BLOCK estimate (COV MATRIX), which gives the correlation between the two ETAs, is related to the OMEGA - CORR MATRIX value. What does this value actually mean, and what does it mean for my error message, as the correlation estimate itself seems to be fine? In the print below you can see the model and resulting estimates, the important ones being 5.26E-02 (OMEGA - COV MATRIX of ETA1-ETA2) and 1.00E+00 (OMEGA - CORR MATRIX of ETA1-ETA2). The model has two ETAs and an proportional error model, Thanks in advance for any insights and help, Best, Jules Heuberger [] Notice: This e-mail message, together with any attachments, contains information of Merck & Co., Inc. (One Merck Drive, Whitehouse Station, New Jersey, USA 08889), and/or its affiliates Direct contact information for affiliates is available at http://www.merck.com/contact/contacts.html) that may be confidential, proprietary copyrighted and/or legally privileged. It is intended solely for the use of the individual or entity named on this message. If you are not the intended recipient, and have received this message in error, please notify us immediately by reply e-mail and then delete it from your system.