RE: [EXTERNAL] RE: Condition number
Hello Bill and others:
During estimation NONMEM transforms parameters into their “unconstrained”
domains (you can see what those transformations are in appendix K of the
NONMEM7 Technical Guide). The parameters are moved in this unconstrained
domain. The R matrix produced at the end of estimation is in this
unconstrained domain. This unconstrained form is tested for positive
definiteness as part of an interim analysis, but then it is also then
transformed back into the original user’s parameter domain, and then inverted
by Cholesky decomposition. This is the final variance-covariance matrix
reported.
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]<mailto:[email protected]>
http://www.iconplc.com/
Quoted reply history
From: Bill Denney
<[email protected]<mailto:[email protected]>>
Sent: Wednesday, November 30, 2022 11:31 AM
To: Bauer, Robert <[email protected]<mailto:[email protected]>>;
[email protected]<mailto:[email protected]>
Subject: [EXTERNAL] RE: [NMusers] 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