Nick,

 

It has been showed over and over again that empirical Bayes estimates, when 
individual data is rich, will resemble the true individual parameter regardless 
of the underlying distribution. Therefore I don’t understand what you think 
this exercise contributes.

 

Best regards,

Mats

 

Mats Karlsson, PhD

Professor of Pharmacometrics

Dept of Pharmaceutical Biosciences

Uppsala University

Box 591

751 24 Uppsala Sweden

phone: +46 18 4714105

fax: +46 18 471 4003

 

From: owner-nmus...@globomaxnm.com [mailto:owner-nmus...@globomaxnm.com] On 
Behalf Of Nick Holford
Sent: Monday, May 31, 2010 6:05 PM
To: nmusers@globomaxnm.com
Cc: 'Marc Lavielle'
Subject: Re: [NMusers] distribution assumption of Eta in NONMEM

 

Hi,

I tried to see with brute force how well NONMEM can produce an empirical Bayes 
estimate when the ETA used for simulation is uniform. I attempted to stress 
NONMEM with a non-linear problem (the average DV is 0.62). The mean estimate of 
OMEGA(1) was 0.0827 compared with the theoretical value of 0.0833.

The distribution of 1000 EBEs of ETA(1) looked much more uniform than normal.
Thus FOCE show no evidence of normality being imposed on the EBEs.

$PROB EBE
$INPUT ID DV UNIETA
$DATA uni1.csv ; 100 subjects with 1 obs each
$THETA 5 ; HILL
$OMEGA 0.083333333 ; PPV_HILL = 1/12
$SIGMA 0.000001 FIX ; EPS1

$SIM (1234) (5678 UNIFORM) NSUB=10
$EST METHOD=COND MAX=9990 SIG=3
$PRED
IF (ICALL.EQ.4) THEN
   IF (NEWIND.LE.1) THEN
      CALL RANDOM(2,R)
      UNIETA=R-0.5 ; U(-0.5,0.5) mean=0, variance=1/12
      HILL=THETA(1)*EXP(UNIETA)
      Y=1.1**HILL/(1.1**HILL+1)
   ENDIF
ELSE

HILL=THETA(1)*EXP(ETA(1))
Y=1.1**HILL/(1.1**HILL+1) + EPS(1)
ENDIF

REP=IREP

$TABLE ID REP HILL UNIETA ETA(1) Y
ONEHEADER NOPRINT FILE=uni.fit

I realized after a bit more thought that my suggestion to transform the eta 
value for estimation wasn't rational so please ignore that senior moment in my 
earlier email on this topic.

Nick




-- 
Nick Holford, Professor Clinical Pharmacology
Dept Pharmacology & Clinical Pharmacology
University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand
tel:+64(9)923-6730 fax:+64(9)373-7090 mobile:+64(21)46 23 53
email: n.holf...@auckland.ac.nz
http://www.fmhs.auckland.ac.nz/sms/pharmacology/holford

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