Re: Change of NSIG or R matrix
TOL in used only for numerical integration ADVANs.
As to NSIG, I would not use NSIG=2 only to get a successful minimization step, but in our paper
( http://link.springer.com/article/10.1007%2Fs10928-011-9228-y)
we found that setting NSIG to 2 in the long-run numerical integration problems allowed to get the FOCEI solution 5 times quicker (than NSIG=3 version) without any changes in the OF, parameter estimates, and SE. I am sure one can show counter-examples, so use it on your own risk.
For the use of the Nonmem convergence as a random number generator, one can find a long discussing in the archive, so I think it make no sense to repeat it one more time, but there are competing views whether and/or when it is important to have convergence, whether and how to use nonmem SEs, etc. But it is safe to mention that Nick's view is on the extreme of the observed distribution of point of views on this subject :)
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 10/22/2013 4:17 AM, Xinting Wang wrote:
> Dear Nick,
>
> Thank you very much for your suggestion. Could you explain a little bit
> about the statement regarding NSIG < 3? I seem to remember that many
> suggested to use a smaller NSIG to get a successful minimization.
>
> Dear Leonid,
>
> I read about the recommendation of SIGL, NSIG and TOL, but I am not
> quite familiar with the use of these options in subroutine ADVAN4. If I
> set SIGL a fixed value, let's say 12, and NSIG 3, does this mean I also
> have to identify a value for TOL in $subroutine? I appreciate your help
> very much.
>
> Thank you both.
>
> Regards
>
> On 8 October 2013 21:59, Leonid Gibiansky <[email protected]
> <mailto:[email protected]>> wrote:
>
> Yes, it should be fine to use S matrix if you cannot get default to
> run, and use NSIG larger or smaller than default value of 3
> (although this is not guaranteed, usually NSIG does not change the
> OF value or parameter estimates in any significant way). Note that
> Nonmem manual recommends that SIGL >= 3*NSIG, TOL >= SIGL. Separate
> SIGL can be set on COV step, and it is recommended that SIGL >=
> 4*NSIG on COV step. In real life I've seen many examples where
> larger NSIG and SIGL resulted in successful COV step, and also many
> examples when default values were better (in getting COV step).
> UNCONDITIONAL on COV step allows you to run COV even when
> minimization ended with some error.
>
> Contrary to Nick's experience, I found that COV step is useful as it
> reveals which of the model parameters are poorly estimated, and that
> CI based on SE are usually quite good and are in a general agreement
> with the bootstrap CI, but it may depend on the problem.
>
> Leonid
>
> ------------------------------__--------
> Leonid Gibiansky, Ph.D.
> President, QuantPharm LLC
> web: www.quantpharm.com http://www.quantpharm.com
> e-mail: LGibiansky at quantpharm.com http://quantpharm.com
> tel: (301) 767 5566 <tel:%28301%29%20767%205566>
>
> On 10/8/2013 3:57 AM, Xinting Wang wrote:
>
> Dear all,
>
> I have a naive question regarding the modeling building process in
> NONMEM. With more and more covariates added in the model, I
> often come
> across an error message saying that "ERROR 134", or R MATRIX
> SINGULAR.
>
> After searching from the internet, I learned that changing NSIG in
> $ESTIMATION and MATRIX=S in $COV would be helpful for both problems
> respectively. And from my own experience, it dose help with the
> modeling
> building.
>
> However, my concern is, I used different NSIG and MATRIX in the
> previous
> steps. Is it proper to use different NSIGs and MATRICE in a
> single model
> building? If not, could you please explain this a little bit?
>
> Thank you in advance!
>
> Best Regards
> --
> Xinting
> Wang
>
> --
> Xinting