RE: $PRIOR with normal for OMEGA?
Hi
To add on Martin’s suggestion, one item to think of when using theta for estimating the variances of eta is to use log scaled STD as your model parameter, so instead of THETA*ETA (with OMEGA fixed) use exp(THETA)*ETA.
This way you would assume a log-normal prior for the standard deviation of ETA which is more reasonable.
Moreover the log-normal is quite close to the gamma distribution which I believe is the (univariate) distribution of diagonal elements of the inverse Wishart.
Kind Regards
Magnus Åstrand
Principal Clinical Pharmacometrician, Ph.D.
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From: owner-nmusers_at_globomaxnm.com [mailto:owner-nmusers_at_globomaxnm.com] On Behalf Of Martin Bergstrand
Sent: den 11 november 2016 08:32
To: Mark Sale <msale_at_nuventra.com>
Cc: nmusers_at_globomaxnm.com
Subject: Re: [NMusers] $PRIOR with normal for OMEGA?
Hi Mark,
Not sure about this but how about estimating THETAS scaling fix OMEGAs (e.g. CL = THETA(1)*EXP(THETA(2)*ETA(1)) ; $OMEGA 1 fix)? Then you can implement the prior in the same way for random effect parameters as you do for fixed effect parameters.
Ps. Probably not be compatible with MU-parameterization.
Best regards,
Martin Bergstrand, Ph.D.
Senior Consultant
Pharmetheus AB
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martin.bergstrand_at_pharmetheus.com<mailto:martin.bergstrand_at_pharmetheus.com>
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Skickat från min iPhone
11 nov. 2016 kl. 04:57 skrev Mark Sale <msale_at_nuventra.com<mailto:msale_at_nuventra.com>>:
Is it possible to use a normal prior for OMEGA? The default is inverse Wishart, but I'd be interested in using Normal (insuring that it is positive definite) Any ideas?
thanks
Mark Sale M.D.
Vice President, Modeling and Simulation
Nuventra Pharma Sciences, Inc.
2525 Meridian Parkway, Suite 280
Durham, NC 27713
Phone (919)-973-0383
msale_at_nuventra.com<msale_at_kinetigen.com>
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