RE: Mu referencing in covariate model
Dear Ayyappa,
It is my understanding that you can apply your time-varying covariates on the
individual level instead of the typical value. Something like this:
CL=(CLCR/120)*EXP(MU_1+ETA(1))
Your MU_1 will then represent a typical clearance dependent on CLCR instead of
just a typical clearance, but the mu referencing should go through.
Best regards
Henrik B. Nyberg
Quoted reply history
From: [email protected] [mailto:[email protected]] On
Behalf Of Ayyappa Chaturvedula
Sent: 09 April 2014 02:21
To: [email protected]
Subject: [NMusers] Mu referencing in covariate model
Dear Group,
I want to test CRCL as a covariate on clearance as follows:
TVCL = THETA(1)*(CLCR/120)**THETA(2). I am using EM methods for estimation and
the following code can be used as per the manual:
MU_1= LOG(THETA(1))+THETA(6)*LOG(CLCR/120)
CL=EXP(MU_1+ETA(1))
The issue with this code for my dataset is that CLCR is not constant within
individual with different observations and violates the mu-referencing rules.
I appreciate your suggestions and help on this.
Regards,
Ayyappa
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