+--------------------------------------------------------------------+
| |
| INITIAL ESTIMATE (INITIAL EST) |
| |
+--------------------------------------------------------------------+
MEANING: Initial estimates of parameters THETA, OMEGA, SIGMA
CONTEXT: NONMEM output
DISCUSSION:
Initial estimates of parameters are required by NONMEM. They are
used, for example, to compute the initial value of the objective func-
tion (before NONMEM begins its search for final estimates). The user
may provide initial estimates. Alternatively, he may request that
NONMEM provide initial estimates.
(NONMEM may also use as initial estimates the final estimates from a
previous run, by means of a Model Specification File; (See model spec-
ification file). When an MSFI is used, the outputs described here do
not appear.)
NONMEM output reflects initial estimates provided by the user on its
problem summary page as in this example:
INITIAL ESTIMATE OF THETA:
LOWER BOUND INITIAL EST UPPER BOUND
0.0000E+00 0.1500E+03 0.1000E+07
0.0000E+00 0.0000E+00 0.0000E+00
0.1000E+00 0.3000E+00 0.1000E+02
-0.1000E+07 -0.1000E-01 0.1000E+07
INITIAL ESTIMATE OF OMEGA:
0.2500E+00
0.0000E+00 0.2500E+00
INITIAL ESTIMATE OF SIGMA:
0.2500E+00
The above states that:
1) The initial estimate of theta(1) is 150, and the parameter
is constrained to be greater than zero (no upper bound).
2) Theta(1) is fixed at zero.
3) The initial estimate of theta(3) is .3, and the parameter is
constrained to lie between .1 and 10.
4) The initial estimate of theta(4) is -.01, and the parameter
is unconstrained.
5) OMEGA is 2x2 and constrained to be diagonal (signified by
the 0 value of the initial estimate of omega(2,1); the ini-
tial estimates of omega(1,1) and omega(2,2) are .25.
6) SIGMA is 1x1 (a scalar), with initial estimate .25.
If the initial estimate of an element of THETA is left blank, this
indicates that the user has requested that NONMEM provide the initial
estimate, as in this example:
INITIAL ESTIMATE OF THETA:
LOWER BOUND INITIAL EST UPPER BOUND
0.1000E+00 0.1000E+02
Similarly, if the initial estimate of all or part of OMEGA and/or
SIGMA is not printed, this indicates that the user has requested that
NONMEM provide the missing initial estimate(s).
NONMEM performs a search for missing initial estimates as its first
task. With NONMEM 7.4, when initial thetas are to be estimated, eval-
uations can now be done for FOCE and Laplace, not just for FO. The
complete set of initial estimates (including those provided by the
user and those provided by NONMEM) are printed on a separate page
under the heading "INITIAL PARAMETER ESTIMATE", as in the following
example. The format is identical to that of the "FINAL PARAMETER
ESTIMATE" page. If all initial parameter estimates are provided by
the user, this page does not appear.
******************** INITIAL PARAMETER ESTIMATE ***
THETA - VECTOR OF FIXED EFFECTS PARAMETERS **********
TH 1 TH 2 TH 3
1.50E+00 1.02E-01 2.90E+01
OMEGA - COV MATRIX FOR RANDOM EFFECTS - ETAS ********
ETA1
ETA1 1.50E+00
This example is from a run involving single-subject data, so there is
no SIGMA matrix.
(See final parameter estimate).
REFERENCES: Guide IV Section III.B.9, III.B.10, III.B.11
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