TOL in used only for numerical integration ADVANs.
As to NSIG, I would not use NSIG=2 only to get a successful minimization
step, but in our paper
(http://link.springer.com/article/10.1007%2Fs10928-011-9228-y)
we found that setting NSIG to 2 in the long-run numerical integration
problems allowed to get the FOCEI solution 5 times quicker (than NSIG=3
version) without any changes in the OF, parameter estimates, and SE. I
am sure one can show counter-examples, so use it on your own risk.
For the use of the Nonmem convergence as a random number generator, one
can find a long discussing in the archive, so I think it make no sense
to repeat it one more time, but there are competing views whether and/or
when it is important to have convergence, whether and how to use nonmem
SEs, etc. But it is safe to mention that Nick's view is on the extreme
of the observed distribution of point of views on this subject :)
Leonid
--------------------------------------
Leonid Gibiansky, Ph.D.
President, QuantPharm LLC
web: www.quantpharm.com
e-mail: LGibiansky at quantpharm.com
tel: (301) 767 5566
On 10/22/2013 4:17 AM, Xinting Wang wrote:
Dear Nick,
Thank you very much for your suggestion. Could you explain a little bit
about the statement regarding NSIG < 3? I seem to remember that many
suggested to use a smaller NSIG to get a successful minimization.
Dear Leonid,
I read about the recommendation of SIGL, NSIG and TOL, but I am not
quite familiar with the use of these options in subroutine ADVAN4. If I
set SIGL a fixed value, let's say 12, and NSIG 3, does this mean I also
have to identify a value for TOL in $subroutine? I appreciate your help
very much.
Thank you both.
Regards
On 8 October 2013 21:59, Leonid Gibiansky <[email protected]
<mailto:[email protected]>> wrote:
Yes, it should be fine to use S matrix if you cannot get default to
run, and use NSIG larger or smaller than default value of 3
(although this is not guaranteed, usually NSIG does not change the
OF value or parameter estimates in any significant way). Note that
Nonmem manual recommends that SIGL >= 3*NSIG, TOL >= SIGL. Separate
SIGL can be set on COV step, and it is recommended that SIGL >=
4*NSIG on COV step. In real life I've seen many examples where
larger NSIG and SIGL resulted in successful COV step, and also many
examples when default values were better (in getting COV step).
UNCONDITIONAL on COV step allows you to run COV even when
minimization ended with some error.
Contrary to Nick's experience, I found that COV step is useful as it
reveals which of the model parameters are poorly estimated, and that
CI based on SE are usually quite good and are in a general agreement
with the bootstrap CI, but it may depend on the problem.
Leonid
------------------------------__--------
Leonid Gibiansky, Ph.D.
President, QuantPharm LLC
web: www.quantpharm.com <http://www.quantpharm.com>
e-mail: LGibiansky at quantpharm.com <http://quantpharm.com>
tel: (301) 767 5566 <tel:%28301%29%20767%205566>
On 10/8/2013 3:57 AM, Xinting Wang wrote:
Dear all,
I have a naive question regarding the modeling building process in
NONMEM. With more and more covariates added in the model, I
often come
across an error message saying that "ERROR 134", or R MATRIX
SINGULAR.
After searching from the internet, I learned that changing NSIG in
$ESTIMATION and MATRIX=S in $COV would be helpful for both problems
respectively. And from my own experience, it dose help with the
modeling
building.
However, my concern is, I used different NSIG and MATRIX in the
previous
steps. Is it proper to use different NSIGs and MATRICE in a
single model
building? If not, could you please explain this a little bit?
Thank you in advance!
Best Regards
--
Xinting
Wang
--
Xinting
