Hi Mark, As I’m sure you know NONMEM has the TNPRI functionality for that. If you want to use it without the TNPRI functionality, you can estimate OMEGA as THETA and use a multivariate normal for that. If you have off-diagonal elements, you may want to do a Cholesky transformation (you can get that automatically in PsN).
As Andy writes there are pros and cons with different priors. While IW has a better shape to its prior for variances, it is problematic that there is no correlation between the typical value estimates and their variances. Best regards, Mats Mats Karlsson, PhD Professor of Pharmacometrics Dept of Pharmaceutical Biosciences Faculty of Pharmacy Uppsala University Box 591 75124 Uppsala Phone: +46 18 4714105 Fax + 46 18 4714003 www.farmbio.uu.se/research/researchgroups/pharmacometrics/<http://www.farmbio.uu.se/research/researchgroups/pharmacometrics/> From: owner-nmus...@globomaxnm.com [mailto:owner-nmus...@globomaxnm.com] On Behalf Of Gewitz, Andrew Sent: Friday, November 11, 2016 6:53 AM To: Mark Sale Cc: nmusers@globomaxnm.com Subject: Re: [NMusers] $PRIOR with normal for OMEGA? Mark, Without getting too technical, recall that the inverse wishart is a distribution on matrices, and is naturally conjugate to the multivariate normal distribution (i.e. on vectors of random variables.) Generally, this is chosen because posterior computations are simplified and it is easy to sample from this posterior distribution. What you're suggesting is the Matrix Normal distribution. Since it is not conjugate to the multivariate normal, posterior computations can cause headaches. So while it is *possible* to use such a distribution as a prior, it is cumbersome to work with in practice and requires thinking about some things like correlation and scale in non straightforward ways. -------------- Andy Gewitz, PhD Bioengineering and Therapeutic Sciences University of California, San Francisco On Nov 10, 2016, at 7:57 PM, Mark Sale <ms...@nuventra.com<mailto:ms...@nuventra.com>> wrote: Is it possible to use a normal prior for OMEGA? The default is inverse Wishart, but I'd be interested in using Normal (insuring that it is positive definite) Any ideas? thanks Mark Sale M.D. Vice President, Modeling and Simulation Nuventra Pharma Sciences, Inc. 2525 Meridian Parkway, Suite 280 Durham, NC 27713 Phone (919)-973-0383 ms...@nuventra.com<ms...@kinetigen.com> CONFIDENTIALITY NOTICE The information in this transmittal (including attachments, if any) may be privileged and confidential and is intended only for the recipient(s) listed above. Any review, use, disclosure, distribution or copying of this transmittal, in any form, is prohibited except by or on behalf of the intended recipient(s). If you have received this transmittal in error, please notify me immediately by reply email and destroy all copies of the transmittal.
