RE: OMEGA matrix
Hi Pavel,
My question is: Why is it desirable to fit a complete omega matrix if its
physical interpretation is unclear? Etas are variation of unknown origin i.e.
not explained by the structural model. A full omega matrix allows the unknown
variation of one paramater to have a (linear?) relationship with some other
thing that is also unknown. If unknown A is found to have a linear relationship
with unknown B, then what knowlegde is gained? I do think it can be instructive
to to look at correlations and use this information to make a better structural
model. But I think diagonal OMEGA matrix is more desirable if it works ok.
warm regards,
Douglas Eleveld
Quoted reply history
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From: [email protected] [[email protected]] on behalf of
Pavel Belo [[email protected]]
Sent: Thursday, September 25, 2014 4:24 PM
To: [email protected]
Subject: [NMusers] OMEGA matrix
Hello Nonmem Community,
It seems like NONMEM developers may advise to start with full OMEGA matrix at
the beginning of model development. Monolix developers may advise to start
with a diagonal matrix. Is there something different in NONMEM SAEM algorithms
that makes model stable when a lot of statistically insignificant
correlations/covariances are estimated in the model?
It seems like NONMEM SAEM can be very stable in very “hard cases” (a lot of
outliers, partially misspecified model, overparameterized model, etc.). The
omega matrix is a part of the puzzle.
When it is impossible to test every correlation coefficient for significance
due to some limitations, it becomes a regulatory issue. We may need to be able
to make a statement that the model is safe and sound even when OMEGA matrix can
be overparameterized (tries to estimate too many insignificant parameters
within the OMEGA matrix).
Kind regards,
Pavel
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