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MEANING: Instructions for the NONMEM Estimation Step
CONTEXT: NM-TRAN Control Record
ORDER is an option of the $ESTIMATION record:
ORDER=xxxf
The values of x may be T (Theta), S (Sigma), and O (Order). The
value of f may be U (Upper) or L (Lower). Affects the way theta,
omega, and sigma are displayed in the raw and additional output
files. xxx gives the overall order, and f gives the order within
OMEGA and SIGMA. Affects the raw output file and all additional
output files. The default is TSOL: THETA, SIGMA, OMEGA in Lower
triangular form. Does not affect the NONMEM report file.
DISCUSION:
On the $OMEGA record, elements of Omega are given in lower triangular
order, e.g.,
$OMEGA BLOCK(3) OM11 OM21 OM22 OM31 O32 OM33
This can also be coded as
$OMEGA BLOCK(3)
OM11
OM21 OM22
OM31 O32 OM33
The NONMEM report file is not consistent. The initial and final
parameter estimates are printed in Lower triangular order, e.g.,
INITIAL ESTIMATE OF OMEGA:
OM11
OM21 OM22
OM31 OM32 OM33
However, in the intermediate printout of the Estimation step, OMEGA
and SIGMA are in Upper triangular order. This was not evident with
previous version of NONMEM, because the PARAMTER values corresponding
to OMEGA and SIGMA are displayed as unconstrained parameters (UCP),
and these are not in a 1-1 mapping with the elements of OMEGA and
SIGMA. But with NONMEM 7.2 and higher, the intermediate output of the
Estimation step includes a line NPARAMETR, in which OMEGA and SIGMA
are converted to their "natural" space. E.g.,
OM11 OM12 OM13 OM22 OM23 OM33
Because OMEGA is symmetric, this is the same as
OM11 OM21 OM31 OM22 OM32 OM33
In the NONMEM report, upper triangular form is used for all of the
"COVARIANCE MATRIX OF THE ESTIMATE", "CORRELATION MATRIX OF ESTIMATE"
and the "INVERSE COVARIANCE MATRIX OF ESTIMATE". E.g.,
OM11 OM12 OM13 OM22 OM23 OM33
This is TOSU order.
Case 1. ORDER is not used (Default)
The raw output file .ext and additional output files .cov, etc,
are in a different order: TSOL. SIGMA precedes OMEGA. The order
within OMEGA is lower triangular, consistent with the Initial
and final estimates of OMEGA, but different than the intermediate
output in the NONMEM report. The order of the last line of the
"COVARIANCE MATRIX OF ESTIMATE" in the NONMEM report differs from
the order of the lines of the .cov file, and similarly for .cor
and .coi.
Case 2. ORDER=TOSU
Each line of the raw output file .ext is in the same order as in
the intermediate output portion of the NONMEM report. Also, each
line of the .cov file is in the same order as the last line of
the "COVARIANCE MATRIX OF ESTIMATE" in the NONMEM report, and
similarly for .cor and .coi.
Note that the ORDER option does not affect the NONMEM report file,
only the raw and additional output files. The SIGMA matrix always
printed in the same order as OMEGA, and the ORDER option applies to it
as well.
REFERENCES: Guide Introduction_7
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