RE: [NMusers] How serious are negative eigenvalues?

2010-09-07 Thread Dieter Menne
Nick, Thanks for your comments. We (+ Andreas Steingötter + Rickmer Braren) are more rooted in physiology, physics, and statistics, so critical response from the PK marked is highly appreciated. You wrote: On the other hand if the goal is to estimate the size of one or more critical paramet

RE: [NMusers] How serious are negative eigenvalues?

2010-09-07 Thread Dieter Menne
Thanks for your comments, Leonid. To paraphrase your main argument: 7 negative eigenvalues mean 7 values close to zero, so we have a highly over-parameterized system. While I fear it's correct (I could not get untrendy CWRES otherwise), let's take Robert's argument to the extreme: Simplified, fr

Re: [NMusers] How serious are negative eigenvalues?

2010-09-06 Thread Nick Holford
Dieter, You ask: My question: can we trust this fit? The answer depends on why you are doing the modelling. If your goal is to describe the time course of concentrations then the overall ability of the model to describe what you saw depends on the totality of the model and its parameters.

Re: [NMusers] How serious are negative eigenvalues?

2010-09-06 Thread Leonid Gibiansky
I think, if at least 7 eigenvalues are nearly zero (up to the numerical precision) it means that the model is greatly over parametrized. While one can trust the model predictions, one may need to investigate whether to trust the model parameter estimates. Results indicate that there is a 7 (o

RE: [NMusers] How serious are negative eigenvalues?

2010-09-06 Thread Bauer, Robert
Dieter: You can trust the fit. The negative eignvalue diagnostic arises from evaluating the information matrix of the estimates evaluated after the fit. Because this was constructed with Monte Carlo components, on occasion the slight imprecision from calculating obscure off-diagonal elements r