Re: [NMusers] Estimation method for ETAs with POSTHOC

2017-05-05 Thread Ruben Faelens
Dear Tingjie,

Your proposed objective function is based on least-squares distance. You
could also use the actual probability density:
objFunction = LOG(pnorm(Yobs - Ypred, sigma)) + LOG(pnorm(Para_i-Para_pop,
omega))
This allows more flexibility wrt parameter or residual variability
distributions.

I have previously implemented the above using the optim() function (with
Nelder-Mead method).

In my experience, the tricky part is making the prediction function robust.
Almost all optimization methods will evaluate widely varying values for the
parameters and expect a continuous OFV.
If you encounter numerical problems, you can always visualize the OFV to
gain a better understanding.

Finally, if you use this for dose recommendation, do not forget to evaluate
the uncertainty around the individual estimates! If you use an objective
function based on the actual log-likelihood, this is easy:
myHessian <- hessian(objFunction, etaEstimates)
FIM <- -1 * myHessian # Officially E(Hessian), but not necessary when using
numeric methods
myCovMatrix <- solve(FIM)

Good luck!

Kind regards,
Ruben Faelens

On Fri, May 5, 2017 at 2:17 PM Guo, Tingjie  wrote:

> Dear NMusers,
>
> I have two questions about the mathematical details on POSTHOC estimation
> in NONMEM. How does NONMEM actually do when doing POSTHOC ($EST METHOD=0
> MAXEVEL=0) to get ETAs? I assume but not for sure there is an objective
> function to be minimized, somewhat like:
>
>Objective function = SUM(Yobs-Ypred)^2/sigma^2 +
> SUM(Para_i-Para_pop)^2/omega^2
>
> Is there an objective function used in NONMEM when doing POSTHOC? If so,
> what is that function?
>
> Secondly, if the answer to above is yes, let’s assume the real objective
> function is the same as what I mentioned above. I wonder how (NONMEM does)
> to minimize this function? I am currently trying to do similar things in
> R/Python language. I tried Metropolis-Hasting algorithm and Simulated
> Annealing algorithm, but with some technical problems. And the result was
> not comparable with NONMEM as well. Can someone give me a direction for
> this? The more mathematically detailed the better.
>
> Thanks!
>
> Warm regards,
> Tingjie
>
>
>


[NMusers] Estimation method for ETAs with POSTHOC

2017-05-05 Thread Guo, Tingjie
Dear NMusers,

I have two questions about the mathematical details on POSTHOC estimation in 
NONMEM. How does NONMEM actually do when doing POSTHOC ($EST METHOD=0 
MAXEVEL=0) to get ETAs? I assume but not for sure there is an objective 
function to be minimized, somewhat like:
   
   Objective function = SUM(Yobs-Ypred)^2/sigma^2 + 
SUM(Para_i-Para_pop)^2/omega^2

Is there an objective function used in NONMEM when doing POSTHOC? If so, what 
is that function?

Secondly, if the answer to above is yes, let’s assume the real objective 
function is the same as what I mentioned above. I wonder how (NONMEM does) to 
minimize this function? I am currently trying to do similar things in R/Python 
language. I tried Metropolis-Hasting algorithm and Simulated Annealing 
algorithm, but with some technical problems. And the result was not comparable 
with NONMEM as well. Can someone give me a direction for this? The more 
mathematically detailed the better. 

Thanks!

Warm regards,
Tingjie




[NMusers] Exciting Range of Pharmacometrics Positions Within EU

2017-05-05 Thread Ian Kulka
Dear NMusers,

I am currently working a wide range of positions, suitable for experienced 
Pharmacometricians within  Europe. With a wide range of seniority and 
geographical options, please get in touch if any of these interest you.


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Are you an expert Pharmacometrician looking to join a global Pharmaceutical 
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These are a brief highlight of some of the position I am working within Europe. 
If these do not match up to your requirements or expectations, then I would be 
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Warm regards,

Gareth
Gareth Howcroft
DMPK & Clinical Pharmacology Specialist Recruiter

Permanent and Contract
Specialist Recruitment

T: +44 (0)1293 584 300
E: gareth.howcr...@rbwconsulting.com
W: www.rbwconsulting.com