Hi everyone,
This has been a great discussion! Bob: I’d like to clarify something that Pete, Matt, Ken, and Leonid were discussing about how the covariance matrix is calculated. I believe that NONMEM rescales the values for estimation and then reverses the rescaling for reporting. Is the covariance matrix calculated on the rescaled values or on the final parameter estimate values? Thanks, Bill *From:* owner-nmus...@globomaxnm.com <owner-nmus...@globomaxnm.com> *On Behalf Of *Bauer, Robert *Sent:* Wednesday, November 30, 2022 1:53 PM *To:* 'nmusers@globomaxnm.com' <nmusers@globomaxnm.com> *Subject:* RE: [NMusers] Condition number Hello all: Report of non-positive definiteness or negative eigenvalues, are reported during the analysis of the R matrix (decomposition and inversion), which occurs before the correlation matrix is constructed. Often, this is caused by numerical imprecision. If the R matrix step fails, the $COV step fails to produce a final variance-covariance matrix, and of course, does not produce a correlation matrix. If the R matrix inversion step succeeds, the variance-covariance matrix and its correlation matrix are produced, and the correlation matrix is then assessed for its eigenvalues. So, both the R matrix (first step) and correlation matrix (second step) are decomposed and assessed. Robert J. Bauer, Ph.D. Senior Director Pharmacometrics R&D ICON Early Phase 731 Arbor way, suite 100 Blue Bell, PA 19422 Office: (215) 616-6428 Mobile: (925) 286-0769 robert.ba...@iconplc.com www.iconplc.com ICON plc made the following annotations. ------------------------------------------------------------------------------ This e-mail transmission may contain confidential or legally privileged information that is intended only for the individual or entity named in the e-mail address. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or reliance upon the contents of this e-mail is strictly prohibited. If you have received this e-mail transmission in error, please reply to the sender, so that ICON plc can arrange for proper delivery, and then please delete the message. Thank You, ICON plc South County Business Park Leopardstown Dublin 18 Ireland Registered number: 145835
