Standard errors using SAEM

3 messages 2 people Latest: Dec 02, 2009

Standard errors using SAEM

From: Michael Fossler Date: December 02, 2009 technical
Hi everyone; I am currently performing an analysis where I am starting with iterative two-stage, then SAEM, and finishing off with importance sampling. Here is the relevant code: $ESTIMATION METH=ITS INTERACTION NSIG=3 SIGL=6 CTYPE=3 NOABORT NITER0 FILE=RUN19.TTS PRINT $ESTIMATION METH=SAEM INTERACTION NOABORT CTYPE=3 NBURN00 NITER0 FILE=RUN19.SAE PRINT $ESTIMATION METH=IMP INTERACTION ISAMPLE00 NITER EONLY=1 FILE=RUN19.IMP $COVARIANCE $TABLE ID TIME AGE WT SEX CLR CL V2R V2 V3R V3 EWRES CWRES NPDE CPRED PREDI CPREDI MDV ETA1 ETA2 ETA3 ETA6 FILE=RUN19.CSV FORMAT=,1PE7.4 ONEHEAD NOPRINT I notice that I am not getting standard errors for any of these runs, except after the iterative two-stage portion of the analysis, which are not especially useful. Can anyone shed some light as to what I am leaving out of my code? I have been through the documentation and can not find what I am doing wrong, although it is possible (likely!) that I am missing something. Thanks, Mike Fossler GSK

Standard errors using SAEM

From: Michael Fossler Date: December 02, 2009 technical
Hi everyone; I am currently performing an analysis where I am starting with iterative two-stage, then SAEM, and finishing off with importance sampling. Here is the relevant code: $ESTIMATION METH=ITS INTERACTION NSIG=3 SIGL=6 CTYPE=3 NOABORT NITER=100 FILE=RUN19.TTS PRINT=15 $ESTIMATION METH=SAEM INTERACTION NOABORT CTYPE=3 NBURN=300 NITER=800 FILE=RUN19.SAE PRINT=15 $ESTIMATION METH=IMP INTERACTION ISAMPLE=1000 NITER=10 EONLY=1 FILE=RUN19.IMP $COVARIANCE $TABLE ID TIME AGE WT SEX CLR CL V2R V2 V3R V3 EWRES CWRES NPDE CPRED PREDI CPREDI MDV ETA1 ETA2 ETA3 ETA6 FILE=RUN19.CSV FORMAT=,1PE7.4 ONEHEAD NOPRINT I notice that I am not getting standard errors for any of these runs, except after the iterative two-stage portion of the analysis, which are not especially useful. Can anyone shed some light as to what I am leaving out of my code? I have been through the documentation and can not find what I am doing wrong, although it is possible (likely!) that I am missing something. Thanks, Mike Fossler GSK

RE: Standard errors using SAEM

From: Robert Bauer Date: December 02, 2009 technical
Try $COVARIANCE UNCONDITIONAL This will give you a standard error from the METHOD=IMP EONLY=1 step even if there is some positive indefiniteness. But, be cautious about its quality when such a message occurs. Robert J. Bauer, Ph.D. Vice President, Pharmacometrics ICON Development Solutions Tel: (215) 616-6428 Mob: (925) 286-0769 Email: [email protected] Web: www.icondevsolutions.com
Quoted reply history
________________________________ From: [email protected] [mailto:[email protected]] On Behalf Of [email protected] Sent: Wednesday, December 02, 2009 9:57 AM To: [email protected] Subject: [NMusers] Standard errors using SAEM Hi everyone; I am currently performing an analysis where I am starting with iterative two-stage, then SAEM, and finishing off with importance sampling. Here is the relevant code: $ESTIMATION METH=ITS INTERACTION NSIG=3 SIGL=6 CTYPE=3 NOABORT NITER=100 FILE=RUN19.TTS PRINT=15 $ESTIMATION METH=SAEM INTERACTION NOABORT CTYPE=3 NBURN=300 NITER=800 FILE=RUN19.SAE PRINT=15 $ESTIMATION METH=IMP INTERACTION ISAMPLE=1000 NITER=10 EONLY=1 FILE=RUN19.IMP $COVARIANCE $TABLE ID TIME AGE WT SEX CLR CL V2R V2 V3R V3 EWRES CWRES NPDE CPRED PREDI CPREDI MDV ETA1 ETA2 ETA3 ETA6 FILE=RUN19.CSV FORMAT=,1PE7.4 ONEHEAD NOPRINT I notice that I am not getting standard errors for any of these runs, except after the iterative two-stage portion of the analysis, which are not especially useful. Can anyone shed some light as to what I am leaving out of my code? I have been through the documentation and can not find what I am doing wrong, although it is possible (likely!) that I am missing something. Thanks, Mike Fossler GSK