ETAs & SIGMA in external validation

From: Tingjie Guo Date: April 06, 2018 technical Source: mail-archive.com
Dear NMusers, I have two questions regarding the statistical model when performing external validation. I have a dataset and would like to validate a published model with POSTHOC method i.e. $EST METHOD=0 POSTHOC MAXEVAL=0. 1. The model added etas in proportional way, i.e. Para = THETA * (1+ETA) and this made the posthoc estimation fail due to the negative individual parameter estimate in some subjects. I constrained it to be positive by adding ABS function i.e. Para = THETA * ABS(1+ETA), and the estimation can be successfully running. I was wondering if there is better workaround? 2. OMEGA value influences individual ETAs in POSTHOC estimation. Should we assign $SIGMA with model value or lab (where external data was determined) assay error value? If we use model value, it's understandable that $SIGMA contains unexplained variability and thus it is a part of the model. However, I may also understand it as that model value contains the unexplained variability for original data (in which the model was created) but not for external data. I'm a little confused about it. Can someone help me out? I would appreciate any response! Many thanks in advance! Your sincerely, Tingjie Guo
Apr 06, 2018 Tingjie Guo ETAs & SIGMA in external validation
Apr 06, 2018 Jakob Ribbing Re: ETAs & SIGMA in external validation
Apr 06, 2018 Leonid Gibiansky Re: ETAs & SIGMA in external validation
Apr 07, 2018 Jakob Ribbing Re: ETAs & SIGMA in external validation
Apr 09, 2018 Ruben Faelens RE: ETAs & SIGMA in external validation
Apr 10, 2018 DJ Eleveld-Ufkes RE: ETAs & SIGMA in external validation
Apr 10, 2018 Jakob Ribbing Re: ETAs & SIGMA in external validation
Apr 13, 2018 Tingjie Guo Re: ETAs & SIGMA in external validation
Apr 13, 2018 Jakob Ribbing Re: ETAs & SIGMA in external validation
Apr 13, 2018 Ruben Faelens Re: ETAs & SIGMA in external validation