Re: User defined likelihood function in POSTHOC estimation
Hi Tingjie,
You used METHOD=COND LAPLACE in the default posthoc estimate. Whether
INTERACTION is implied depends on your version of NONMEM. Could you check?
I do not entirely understand the following section:
$ERROR
IPRED = F ; Predicted DV
ADDI = 5.76 ; Variance of additive error
PROR = 0.039601 ; Variance of proportional error
VAR = ADDI + PROR*IPRED**2 ; Variance of combined error
Y = LOG(W) + (DV-IPRED)**2/VAR ; -2 log Likelihood,
Are you sure it should not be:
Y = LOG(VAR) + (DV-IPRED)**2 / VAR
Apart from that, it seems you should indeed end up with the same MLE
estimates.
Best regards,
Ruben
Quoted reply history
On Tue, Nov 5, 2019 at 2:53 PM Tingjie Guo <[email protected]> wrote:
> Dear NMusers,
>
> I would like to reproduce POSTHOC estimation with manually defined
> likelihood (LL) function.
>
> This is the control stream of a standard POSTHOC for which I want to
> reproduce:
> $PK
> CL = THETA(1) * CLCR/100 * EXP(ETA(1))
> V = THETA(2) * WGT * EXP(ETA(2))
> S1 = V
>
> $ERROR
> IPRED = F
> Y = IPRED + IPRED*EPS(1) + EPS(2)
>
> $THETA
> 4.58 ; TVCL (L/h)
> 1.53 ; TVV (L/kg)
>
> $OMEGA
> 0.151321 ; omega^2 CL
> 0.139876 ; omega^2 V
>
> $SIGMA
> 0.039601 ; Proportional
> 5.76 ; Additive
>
> $EST METHOD=COND LAPLACE MAXEVAL=0 NOABORT SIG=3 PRINT=1
>
> And below is the control stream I used aiming to reproduce above POSTHOC
> estimation:
>
> $PK
> CL = THETA(1) * CLCR/100 * EXP(ETA(1))
> V = THETA(2) * WGT * EXP(ETA(2))
> S1 = V
>
> $ERROR
> IPRED = F ; Predicted DV
> ADDI = 5.76 ; Variance of additive error
> PROR = 0.039601 ; Variance of proportional error
> VAR = ADDI + PROR*IPRED**2 ; Variance of combined error
>
> Y = LOG(W) + (DV-IPRED)**2/VAR ; -2 log Likelihood,
>
> $THETA
> 4.58 ; TVCL (L/h)
> 1.53 ; TVV (L/kg)
>
> $OMEGA
> 0.151321 ; omega^2 CL
> 0.139876 ; omega^2 V
>
> $EST METHOD=COND LAPLACE -2LL MAXEVAL=0 NOABORT SIG=3 PRINT=1
>
> The LL function was based on the minus twice log posterior distribution:
> -2LPosterior = log(Var) + SUM{(DV-IPRED)^2/Var} + ETA^2/OMEGA^2
>
> I did not add eta/omega part (prior distribution) to the LL function in
> the code because NONMEM seems to apply them automatically in POSTHOC. The
> eta estimates using defined LL function were fairly close but not exactly
> same as what standard POSTHOC generated and I don't know why. Does anyone
> have ideas what might be going wrong in the code? Any input is appreciated!
>
> Yours sincerely,
> Tingjie Guo
>
>