posts/understanding_nlme_estimation/ #5
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Really beautiful work, Marian! I can’t believe how much time and effort you put into this blog — the detailed formulas and careful mathematical reasoning are so impressive. I’m currently preparing a teaching lecture on parameter estimation methods, and your post has helped me a lot, especially the R code examples (I will cite your work in the slides). Indeed, there are so many estimation methods to choose from in NONMEM. Whether they are deterministic (e.g., FO, FOCE, Laplace) or stochastic (e.g., SAEM, MCMC), they all aim to approximate the integration of the likelihood numerically, since the nonlinearity of the model structure makes analytical solutions intractable... Once again, amazing work — I’m truly impressed by the clarity and depth of your explanations! Wei Zhang, PhD candidate at KU Leuven Pharmacometrics Research Group |
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posts/understanding_nlme_estimation/
An R-based reproduction
https://marian-klose.com/posts/understanding_nlme_estimation/
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