___________________________________________________________________
 |                                                                 |
 |                    CORRELATION MATRIX OF ESTIMATE               |
 |_________________________________________________________________|

 MEANING: Part of NONMEM's estimate of the precision of  its  parameter
 estimates
 CONTEXT: NONMEM output

 DISCUSSION:
 Asymptotic statistical theory applied to extended least-squares  esti-
 mation (as used in NONMEM) says that the distribution of the parameter
 estimators is multivariate  normal,  with  variance-covariance  matrix
 that can be estimated from the data.  NONMEM supplies such an estimate
 of  the  variance-covariance  matrix  of   the   parameter   estimates
 (See covariance matrix of estimate).   The  correlation  matrix is the
 variance-covariance matrix in correlation form.   If  the  correlation
 between  two  parameters  is large (e.g., >.95), then one may conclude
 that a considerable portion of the uncertainty in  each  parameter  is
 due  to  the inability of the data to distinguish between the two. The
 problem can be avoided by  getting  additional  data  or  by  using  a
 simpler (fewer parameters) model.

 **************** CORRELATION MATRIX OF ESTIMATE ********************

             TH 1      TH 2      OM11      OM12      OM22      SG11

  TH 1    1.00E+00
  TH 2   -5.73E-02  1.00E+00
  OM11   -4.02E-01  9.69E-02  1.00E+00
  OM12   ......... ......... ......... .........
  OM22    1.23E-01 -2.35E-01  1.41E-01 .........  1.00E+00
  SG11   -2.88E-01 -1.73E-01 -2.22E-01 ......... -4.96E-01   1.00E+00

 The matrix (which is symmetric) is given in lower triangular form.  In
 this  example,  the 2x2 matrix, OMEGA, was constrained to be diagonal;
 the omitted entries above (.........) indicate that omega(2,1) is  not
 estimated,  and  consequently  has  no corresponding row/column in the
 correlation matrix of the estimates.

 When the size of the array exceeds 75x75, a compressed form is printed
 in  which  the  omitted  entries  (.........)  are  not  printed.  The
 compressed form may also be requested for arrays  smaller  than  75x75
 (See $covariance).

REFERENCES: Guide I Section C.3.5.2
REFERENCES: Guide V Section 5.4


  
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