Re: Sample distribution of etas

Hi Tingjie, There is a way, but it requires some work. The posterior distribution is not necessarily a normal distribution. It can be approximated through the inverse FIM. This approximation is written by NONMEM in the .phi output file, as variance on the estimated conditional mode. You can then perform Monte Carlo sampling from the conditional modes and varcov matrix to obtain 1000 eta vectors for each subject. You can add these to your data file, and adapt your control stream to use the simulated ETA's from your data file. Monolix allows to output a simulated eta distribution using MCMC, sampled from the individual log-likelihood (which may not be normal-distributed). See http://monolix.lixoft.com/tasks/conditional-distribution/ for more information. I am not aware of similar functionality for NONMEM. Best regards, Ruben Faelens Op wo 13 mrt. 2019 13:41 schreef Tingjie Guo <[email protected]>: > Dear NMusers, > > > > When running simulation, I presume NONMEM samples etas from prior > distribution N(0, omega^2), if I am correct? Is there a way to ask NONMEM > to sample etas from posterior distribution (conditional on observed data)? > Any ideas would be appreciated. > > > > Yours sincerely, > > Tingjie Guo >