[NMusers] Output EPS(1) after an $EST step?

All, Is there a way to recover epsilons after an $EST step? The difference between DV and IPRED is epsilon for a simple additive error model. However, with a mixed proportional and additive error model, I can't see a way to separate the two epsilon contributions to DV-IPRED. $TABLE EPS(1) af

Re: [NMusers] Output EPS(1) after an $EST step?

The only way that I know is to use SD=SQRT(IPRED**2*THETA(10)**2+THETA(11)**2) Y=IPRED+SD*EPS(1) RES=DV-IPRED IWRES = RES/SD ; same as EPS(1) $SIGMA 1 FIX Leonid -- Leonid Gibiansky, Ph.D. President, QuantPharm LLC web:www.quantpharm.com e-mail: LGibian

[NMusers] medians of the simulation in VPC are systematically below the medians of the observations when the model fit looks fine.

Dear All, I have built a non-compartment model, in which the medians of IPREDs and Observations are very close. But in VPC plot, the medians of simulations are systematically below the medians of observations Any idea why it happens? Thanks. Shirley Notice: This e-mail message, together wit

RE: [NMusers] Output EPS(1) after an $EST step?

Dear Mike, Even with a simple additive error model the IRES (=DV-IPRED) is not going to be epsilon, unless the number of observations per subject goes towards infinity (and the model is correct in all its parts). For an additive + proportional the corresponding residual (IWRES) is Y=IPRED+

Re: [NMusers] medians of the simulation in VPC are systematically below the medians of the observations when the model fit looks fine.

Shirley, IPREDs are notoriously unreliable for model evaluation (Holford 2005) especially if there is more than 25% shrinkage (Karlsson & Savic 2007). The VPC, although not without pitfalls, is more likely to be showing you how well your model is performing (Bergstrand et al. 2011). If there