Estimates for Random effects

3 messages 3 people Latest: Feb 21, 2011

Estimates for Random effects

From: Shankar Lanke Date: February 18, 2011 technical
Dear All, I am going through NONMEM manual 5 and I came across How to obtain initial estimates for omega and sigma In chapter 9 they mentioned the additive and ccv model but not about Log Normal model. For Additive y =f +e sigmay = sigma e= rt (r*t is the fraction of its typical value or mean* typical value) var(e) =se^2=(rt )^2 = (r*t) ^2 For CCV y =f +f e sy =f *se=r*t var(e)=se^2= (rt)^ 2 /f^2 but if we identify t with the value of f (whatever it may be), we have then Var(e) = r^2 i.e the fraction of its typical value How we have to estimate for Log normal model. Thank you very much in advance for your feed back. Regards, Shankar Lanke Ph.D. University at Buffalo Office # 716-645-4853 Fax # 716-645-2886 Cell # 678-232-3567

RE: Estimates for Random effects

From: Jean Lavigne Date: February 18, 2011 technical
Dear Shankar, Please find the variance of a lognormal distribution at the following link: http://en.wikipedia.org/wiki/Log-normal_distribution. In the variance formula, the mu is set to zero. Jean
Quoted reply history
From: [email protected] [mailto:[email protected]] On Behalf Of Shankar Lanke Sent: Friday, February 18, 2011 9:31 AM To: [email protected] Subject: [NMusers] Estimates for Random effects Dear All, I am going through NONMEM manual 5 and I came across How to obtain initial estimates for omega and sigma In chapter 9 they mentioned the additive and ccv model but not about Log Normal model. For Additive y =f +e sigmay = sigma e= rt (r*t is the fraction of its typical value or mean* typical value) var(e) =se^2=(rt )^2 = (r*t) ^2 For CCV y =f +f e sy =f *se=r*t var(e)=se^2= (rt)^ 2 /f^2 but if we identify t with the value of f (whatever it may be), we have ________________________________ then Var(e) = r^2 i.e the fraction of its typical value How we have to estimate for Log normal model. Thank you very much in advance for your feed back. Regards, Shankar Lanke Ph.D. University at Buffalo Office # 716-645-4853 Fax # 716-645-2886 Cell # 678-232-3567

Re: Estimates for Random effects

From: Luann Phillips Date: February 21, 2011 technical
Shankar, Because NONMEM uses a first-order Taylor series approximation when fitting data, Y=F*(1+EPS(1)) <CCV> is equivalent to Y=F*EXP(EPS(1)) . Therefore to fit a log-normal error model, use log-transformed concentrations as DV and then fit an additive error model, Y=F + EPS(1), where F represents now represents the log of concentration. To obtain initial estimates, use the procedure for the additive model with log of concentration. Luann Phillips Director, PK/PD Cognigen Corporation Shankar Lanke wrote: > Dear All, > > I am going through NONMEM manual 5 and I came across How to obtain initial estimates for omega and sigma > > In chapter 9 they mentioned the additive and ccv model but not about Log Normal model. > > For Additive y =f +e sigmay = sigma e= rt (r*t is the fraction of its typical value or mean* typical value) > > var(e) =se^2=(rt )^2 = (r*t) ^2 > > For CCV > > y =f +f e > sy =f *se=r*t > var(e)=se^2= (rt)^ 2 /f^2 > > but if we identify t with the value of f (whatever it may be), we have then Var(e) = r^2 i.e the fraction of its typical value > > How we have to estimate for Log normal model. > > Thank you very much in advance for your feed back. > > Regards, Shankar Lanke Ph.D. University at Buffalo > > Office # 716-645-4853 > Fax # 716-645-2886 > > Cell # 678-232-3567