Diagonal elements of correlation matrices
Dear colleagues,
I have recognized that the diagonal elements of the correlation matrix of
estimates are not equal to 1 as one would expect. I have attached the output of
the theophylline test data set, obtained with NM730. It seems that each
diagonal element in the correlation matrix is just the square root of the
corresponding value in the covariance matrix. The off-diagonal elements,
however, are correct. When looking at older NONMEM versions, this occurred
also in NM720 but not in NM712.
Of course, nobody would really pay attention to the diagonal elements of a
correlation matrix, but it looks odd and should be corrected in future
versions.
Best regards
Harald Ihmsen
Dr. Harald Ihmsen
Anästhesiologische Klinik
Universitätsklinikum Erlangen
Krankenhausstr. 12
91054 Erlangen
Tel: ++49 (9131) 8539157
Fax: ++49 (9131) 8539161
e-mail: [email protected]
************************************************************************************************************************
********************
********************
******************** FIRST ORDER
********************
******************** CORRELATION MATRIX OF ESTIMATE
********************
********************
********************
************************************************************************************************************************
TH 1 TH 2 TH 3 OM11 OM12 OM13 OM22
OM23 OM33 SG11
TH 1
+ 7.08E-01
TH 2
+ 2.27E-01 7.26E-03
TH 3
+ 1.42E-02 9.47E-01 4.53E-03
OM11
+ 9.69E-01 1.78E-01 -1.76E-02 4.83E+00
OM12
+ 4.36E-01 7.12E-01 5.95E-01 3.19E-01 1.40E-02
OM13
+ 9.01E-03 4.60E-01 4.78E-01 -1.38E-01 7.57E-01 4.75E-01
OM22
+ 8.48E-02 4.72E-01 3.86E-01 -1.22E-02 8.22E-01 7.05E-01 1.22E-04
OM23
+ 7.55E-03 -5.66E-02 -4.93E-02 -1.30E-01 4.39E-01 6.65E-01 6.88E-01
3.73E-03
OM33
+ 4.10E-02 -2.42E-01 -1.72E-01 -8.42E-02 1.96E-01 5.11E-01 3.29E-01
8.95E-01 2.12E-01
SG11
+ -1.71E-01 2.61E-01 1.27E-01 -2.68E-01 4.54E-01 3.51E-01 5.85E-01
2.41E-01 -6.81E-02 1.05E-01