1) The original email and responses can be found at
http://www.cognigencorp.com/nonmem/nm/99feb172004.html
2) Your model does not make sense. In effect
Y = LOG(F) + EXP(ETA(.))*EPS(1)
This is equivalent to
EXP(Y)=EXP(LOG(F))*EXP(EXP(ETA(.))*EPS(1))
EXP(Y)=F*EXP(EXP(ETA(.))*EPS(1))
Note the exp of exp.
When working with logs,an additive error term makes more sense
Y = LOG(F) + ETA(.)*EPS(1)
LOG(Y)=EXP(LOG(F) + ETA(.)*EPS(1))=EXP(LOG(F))*EXP(ETA(.)*EPS(1))
LOG(Y)=F*EXP(ETA(.)*EPS(1))
This is now a proportional error model.
On Wed, 11 Jul 2007 08:26:54 -0400, "Samtani, Mahesh [PRDUS]"
<[EMAIL PROTECTED]> said:
> Dear NMusers,<?xml:namespace prefix = o ns =
> "urn:schemas-microsoft-com:office:office" />
>
> I have run in to an old problem that Vladimir once described here on the
> users net. I am trying to implement inter-individual variability in
> residual variance and the corresponding OMEGA is not being iterated.
> Usually, in Dr. Karlsson's work this error structure is implemented on a
> proportional or proportional+additive EPS model. I am wondering if my
> problem is because I am trying to implement ETA on EPS using the
> transform both sides approach as follows?
>
>
>
> $ERROR
>
> CALLFL=0
>
> IPRED = -5
>
> IF (F.GT.0) IPRED = LOG(F)
>
> IRES=DV-IPRED
>
> W=1
>
> IWRES=IRES/W
>
> Y = IPRED + EXP(ETA(.))*EPS(1)
>
>
>
> Kindly advice...MNS
>
>
>
> --------Cut here
>
> From: "Piotrovskij, Vladimir [PRDBE]" - [EMAIL PROTECTED]
>
> Subject: [NMusers] Implementation of interindividual variability in
> residual variance
>
> Date: 2/17/2004 9:37 AM
>
>
>
> Dear NONMEM users,
>
>
>
> I am trying to implement an interidividual variability in
>
> the residual variance using an additional random effect:
>
>
>
> $ERR
>
> Y = F + EXP(ETA(.))*EPS(1)
>
>
>
> It turned out the corresponding OMEGA was not iterated, and the final
> estimate
>
> did not differ from the initial value. Below is an example control stream
>
> and the output illustrating the problem (Note, the actual model I work
> with is more complicated).
>
>
>
> Thanks in advance.
>
>
>
> Best regards,
>
> Vladimir
>
> --------Cut here
>
>
--
Alison Boeckmann
[EMAIL PROTECTED]
