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Les modèles non linéaires à effets mixtes - Isped

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Some existing methods<br />

2. Methods based on approximations of the likelihood<br />

First order methods (FO, Beal and Sheiner, 1982)<br />

φ i = µ + η i<br />

y ij ≈ a(t ij , µ) + da<br />

dt a(t ij, µ)η i + b(t ij , µ)ε ij<br />

i) NONMEM package (very popular in pharmacokinetics)<br />

ii) SAS proc NLMIXED (using the method=firo option)<br />

First order conditional methods (FOCE, Lindstrom and Bates, 1990)<br />

y ij ≈ a(t ij , ˆφ i ) + da<br />

dt a(t ij, ˆφ i )(φ i − ˆφ i ) + b(t ij , ˆφ i )ε ij<br />

ˆφ i maximizes the conditional distribution p(φ i |y i ; θ)<br />

i) NONMEM package (FOCE option)<br />

ii) SAS proc NLMIXED (using the method=eblup option)<br />

iii) Splus/R function NLME<br />

Sminaire ”Statistique et Sant Publique”, Bordeaux - 8 novembre 2005, p.20

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