Peiming –
Thanks – you are right. The only constraint that the diagonal 3-eta 
parameterization parameterization places is that the covariance term of the  
block 2-eta
Omega is non-negative.

From: [email protected] [mailto:[email protected]] On 
Behalf Of Peiming Ma
Sent: Monday, November 25, 2013 8:55 PM
To: 'nmusers'
Subject: RE: [NMusers] Getting rid of correlation issues between CL and volume 
parameters

Dear Bob,

The 3-eta parameterization really is mathematically equivalent to a 2-eta 
parameterization that has a non-negative covariance term. Here the 3-eta form 
is just two linear combinations of normal random variables, which form a 
bivariate normal with non-negative covariance. No other restrictions are there.

Regards,
Peiming

From: [email protected]<mailto:[email protected]> 
[mailto:[email protected]] On Behalf Of Bob Leary
Sent: Tuesday, November 26, 2013 5:09 AM
To: Nick Holford; 'nmusers'
Subject: RE: [NMusers] Getting rid of correlation issues between CL and volume 
parameters


Nick –
I defer to you and the undoubtedly many other readers who know far more about 
pharmacokinetic theory than I do  as to which particular formulation is more 
appropriate from a PK theoretic point of view.  I was merely trying to  note 
(and as I point out below, incorrectly)  that something like the 2-eta 
formulation


CL=THETA(1)*EXP(ETA(1))

V=THETA(2)*EXP(ETA(2))



Where ETA(1) and ETA(2) have a full 2 by 2 block correlation matrix so that 
correlation between ETA(1) and ETA(2) is

Handled by an OMEGA(1,2) parameter

Is ‘mathematically equivalent’ to a  3-eta formulation with a 3 by 3 diagonal 
Omega (ETA(1), ETA(2), ETA(3) independent)


FF1=EXP(ETA(3))

CL=THETA(1)*EXP(ETA(1))/FF1

V=THETA(2)*EXP(ETA(2))/FF1

(The fact that FF1 formally looks like a bioavailability is irrelevant here, 
since  I was not really intending to make any specific comments or 
recommendations with respect to how best to
deal with bioavailabilities)

Now that I look at it a bit more closely, the formulations actually are not at 
all mathematically equivalent (the 2 by 2 block formulation is much more
General than the 3 by 3 diagonal formulation, even though they have the same 
number of parameters).  While all 3 by 3  diagonal Omegas have
Equivalent 2 by 2 block Omegas,  the reverse is clearly not true.   This is 
most easily seen in

in the second  3 by 3 diagonal formulation  where 
CL=THETA(1)*EXP(ETA(1)-ETA(3)),
and             V=THETA(2)*EXP(ETA(2)-ETA(3)),

so cov(log CL, log V) = var(ETA(3)) >0.  Thus in the second diagonal 3-eta 
formulation, the log CL-log V correlation  must be positive (or at least 
non-negative), while there is no such restriction
on the full block 2-eta formulation.    So in fact the 2-eta  block formulation 
is more general.   I think it is even worse than this – there appear to be some 
regions of
the  block 2 eta  parameter space that do not have equivalents in the diagonal 
3-eta space even when the correlations are positive. (For example, if log CL 
and log V are highly correlated,
then the variance of ETA(3) must be very  large relative to the variance of 
ETA(2) and ETA(1) in the 3-eta formulation.  But this means the variance of 
ETA(1) and ETA(2) in an equivalent two eta formulation  must be relatively 
similar and roughly equal to the variance of ETA(3) in the  3-eta formulation.
 So without working out the details, I think there are regions of the block 
2-eta space corresponding to highly correlated log CL and log V but with very 
different log CL and log V variances that
are unattainable in the 3-eta  formulations.  So in fact the second 3 eta 
diagonal formulation is fundamentally different and less general than the first 
2eta block formulation.  But this just means that if CL and V are correlated 
only thru
the F11 bioavailability like mechanism posited in the 3-eta formulation, there 
are restrictions  as to what the corresponding 2 by 2  full block omega matrix 
can looks like.  This leaves open the interesting point – run it both ways, and
then see if the 2 by 2 and 3 by 3 methods produce compatible Omegas.  If not, 
then this might provide some evidence that the coupling is more complicated 
than just that posited in the 3 by 3 diagonal model

But in any event,  the EM methods  are not well suited to the second case, and 
will be inefficient relative to the first case if indeed they work at all 
(which may depend on the particular implementation)
One problem is that the EM update of THETA(1) in the second  case depends on 
the means for the various subjects of the posterior distributions  of both 
ETA(1) and ETA(3) – most EM implementations  usually have one or possibly 
several fixed effects coupled to a single random effect, and the update of that 
fixed effect, at least in the simple mu-modeled case, comes from a simple 
linear regression of the associated  fixed effects on the posterior means of 
the single random effect.   The fact that now there are multiple random effects 
paired with a single fixed effect is unusual
and may not in fact be handled (I am not sure what NONMEM IMPEM will do with 
this; I am pretty sure that the analogous Phoenix NLME QRPEM will reject it).

Bob
From: [email protected]<mailto:[email protected]> 
[mailto:[email protected]] On Behalf Of Nick Holford
Sent: Monday, November 25, 2013 1:43 PM
To: 'nmusers'
Subject: Re: [NMusers] Getting rid of correlation issues between CL and volume 
parameters

Bob,

You use an estimation method justification for choosing between estimating the 
covariance of CL and V and estimating the variance of F.

An alternative view is to apply a fixed effect assumption based on 
pharmacokinetic theory. The fixed effect assumption is that some of the 
variation in CL and V is due to differences in bioavailability and other 
factors such as linear plasma protein binding and differences in the actual 
amount of drug in the oral formulation. This fixed effect assumption is 
described in the model by the variance of F.

It is quite plausible to imagine that there is still some covariance between CL 
and V that is not related to the differences in F. For example, if you did not 
know the subject's weights and therefore could not account for the correlated 
effects of weight on CL and V. The estimation of the variance of F would only 
partly account for this because of the non-linear correlation of weight with CL 
and V. Another non-linear correlation would occur if plasma protein binding was 
non-linear in the range of measured total concentrations.

In such case one might propose trying to estimate the covariance of CL and V as 
well as including F as a fixed effect and estimating the variance of F. Do you 
think that SAEM or IMP would be able to come up with a reasonable estimate of 
the covariance of CL and V?

Best wishes,

Nick



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