AW: Re: Parameter Estimation in IF Conditioning Statement
Hi Leonid. Thanks for your quick response. WCMIN is continuous. In fact, it is
actually identical to CONC (forgot to change it while simplifying). Any
thoughts on this?Ben
----- Originalnachricht -----
Von: Leonid Gibiansky [mailto:[email protected]]
Gesendet: Thursday, September 19, 2013 09:32 PM
An: Weber,Dr.,Benjamin (TransMed) BIP-DE-B
Cc: [email protected] <[email protected]>
Betreff: Re: [NMusers] Parameter Estimation in IF Conditioning Statement
Hi Benjamin
I think the problem was that when nonmem tested small variations of
THETA(1) in the first version, nothing changed in the OF as these
variation have not resulted in the change in the IF conditions (e.g., if
your data contained WCMIN values 1 and 2 and nothing in between, and
THETA(1) was 1.5, changes of THETA(1) to 1.6 or 1.4 were not resulting
in the changes in OF, gradient was zero, and the gradient method was
unable to move the model. When you put theta(1) in the centering, this
resulted in changes of OF. This is not an unusual behavior. Therefore,
it is better to use continuous functions rather than switches. For
example, you can code it as
INT = THETA(4)+(THETA(5)-THETA(4))/(1+(THETA(1)/WCMIN)**GAM)
SLOPE = THETA(3)+INT*CONC+ETA(2)
When GAM is infinity, this is equivalent to your model. You may use
large GAM (or even estimated GAM)
Leonid
--------------------------------------
Leonid Gibiansky, Ph.D.
President, QuantPharm LLC
web: www.quantpharm.com
e-mail: LGibiansky at quantpharm.com
tel: (301) 767 5566
Quoted reply history
On 9/19/2013 2:31 PM, [email protected] wrote:
> Dear NONMEM users,
>
> My goal was to add a drug effect to a disease progression model in a way
> that the drug effect is different when a certain threshold concentration
> is exceeded (similarly to modeling a ‘hockey-stick’ when performing
> covariate analysis). First, I did it in the following way (partial
> simplified code)
>
> $PRED
>
> THRESH = THETA(1) ;threshold concentration
>
> INT = THETA(2)+ ETA(1)
>
> IF(WCMIN.LE.THRESH) SLOPE = THETA(3)+THETA(4)*CONC+ETA(2)
>
> IF(WCMIN.GT.THRESH) SLOPE = THETA(3)+THETA(5)*CONC+ETA(2)
>
> IPRED=INT+SLOPE*TIME
>
> and NONMEM did not manage to estimate THRESH=THETA(1) (i.e., the initial
> estimate did not change during minimization and the gradient was zero
> throughout). I tried this for several different initial estimates.
>
> I then centered the observed CONC on THRESH and run the following model
> because colleagues mentioned that they have successfully run a
> ‘hockey-stick’ estimating the threshold parameter (partial simplified code)
>
> IF(WCMIN.LE.THRESH) SLOPE = THETA(3)+THETA(4)*(CONC-THRESH)+ETA(2)
>
> IF(WCMIN.GT.THRESH) SLOPE = THETA(3)+THETA(5)*(CONC- THRESH)+ETA(2)
>
> This time, NONMEM provided very reasonable estimates for all model
> parameters and the covariance step was successful.
>
> I wonder now if the centering of the variable (and hence something
> particular to the data set) caused the difference in estimability of the
> threshold parameter or whether NONMEN cannot estimate parameters that
> only occur in the conditioning part of the IF statement (Note that after
> centering THRESH also appears in another part of the code).
>
> Could somebody please provide some insight on this? I have searched in
> the NONMEM user group but could not find anything.
>
> Mit freundlichen Grüßen / Kind regards,
> Dr. Benjamin Weber
>
> Boehringer Ingelheim Pharma GmbH & Co. KG
> Translational Medicine
> Tel.: +49 (7351) 54-143520
> Fax: +49 (7351) 83-143520
> mailto:[email protected]
>
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