Estimation method for ETAs with POSTHOC
Dear NMusers,
I have two questions about the mathematical details on POSTHOC estimation in
NONMEM. How does NONMEM actually do when doing POSTHOC ($EST METHOD=0
MAXEVEL=0) to get ETAs? I assume but not for sure there is an objective
function to be minimized, somewhat like:
Objective function = SUM(Yobs-Ypred)^2/sigma^2 +
SUM(Para_i-Para_pop)^2/omega^2
Is there an objective function used in NONMEM when doing POSTHOC? If so, what
is that function?
Secondly, if the answer to above is yes, let’s assume the real objective
function is the same as what I mentioned above. I wonder how (NONMEM does) to
minimize this function? I am currently trying to do similar things in R/Python
language. I tried Metropolis-Hasting algorithm and Simulated Annealing
algorithm, but with some technical problems. And the result was not comparable
with NONMEM as well. Can someone give me a direction for this? The more
mathematically detailed the better.
Thanks!
Warm regards,
Tingjie