Dear Ayyappa, It is my understanding that you can apply your time-varying covariates on the individual level instead of the typical value. Something like this:
CL=(CLCR/120)*EXP(MU_1+ETA(1)) Your MU_1 will then represent a typical clearance dependent on CLCR instead of just a typical clearance, but the mu referencing should go through. Best regards Henrik B. Nyberg From: [email protected] [mailto:[email protected]] On Behalf Of Ayyappa Chaturvedula Sent: 09 April 2014 02:21 To: [email protected] Subject: [NMusers] Mu referencing in covariate model Dear Group, I want to test CRCL as a covariate on clearance as follows: TVCL = THETA(1)*(CLCR/120)**THETA(2). I am using EM methods for estimation and the following code can be used as per the manual: MU_1= LOG(THETA(1))+THETA(6)*LOG(CLCR/120) CL=EXP(MU_1+ETA(1)) The issue with this code for my dataset is that CLCR is not constant within individual with different observations and violates the mu-referencing rules. I appreciate your suggestions and help on this. Regards, Ayyappa -- LEGAL NOTICE This message is intended for the use of the named recipient(s) only and may contain confidential and / or privileged information. If you are not the intended recipient, please contact the sender and delete this message. Any unauthorised use of the information contained in this message is prohibited. Mango Business Solutions Limited is registered in England under No. 4560258 with its registered office at Suite 3, Middlesex House, Rutherford Close, Stevenage, Herts, SG1 2EF, UK. PLEASE CONSIDER THE ENVIRONMENT BEFORE PRINTING THIS EMAIL
