RE: Condition number

Hi everyone, This has been a great discussion! Bob: I’d like to clarify something that Pete, Matt, Ken, and Leonid were discussing about how the covariance matrix is calculated. I believe that NONMEM rescales the values for estimation and then reverses the rescaling for reporting. Is the covariance matrix calculated on the rescaled values or on the final parameter estimate values? Thanks, Bill *From:* [email protected] <[email protected]> *On Behalf Of *Bauer, Robert *Sent:* Wednesday, November 30, 2022 1:53 PM *To:* '[email protected]' <[email protected]> *Subject:* RE: [NMusers] Condition number Hello all: Report of non-positive definiteness or negative eigenvalues, are reported during the analysis of the R matrix (decomposition and inversion), which occurs before the correlation matrix is constructed. Often, this is caused by numerical imprecision. If the R matrix step fails, the $COV step fails to produce a final variance-covariance matrix, and of course, does not produce a correlation matrix. If the R matrix inversion step succeeds, the variance-covariance matrix and its correlation matrix are produced, and the correlation matrix is then assessed for its eigenvalues. So, both the R matrix (first step) and correlation matrix (second step) are decomposed and assessed. Robert J. Bauer, Ph.D. Senior Director Pharmacometrics R&D ICON Early Phase 731 Arbor way, suite 100 Blue Bell, PA 19422 Office: (215) 616-6428 Mobile: (925) 286-0769 [email protected] www.iconplc.com