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RE: VPC with Mixture Model

From: Mats Karlsson <mats.karlsson>
Date: Tue, 14 Apr 2009 21:47:37 +0200

Hi Leonid,

I would not do it for just the reason you mention. I would not want to
condition my VPC on the model results. Especially as we know that the
subpopulation assignment suffer from the same problems as other empirical
Bayes estimates. "Shrinkage" when it comes to subpopulation assignment will
have the consequence that the larger of (two) subpopulations having a higher
fraction of POSTHOC assignments than the Pmix estimate for that
subpopulation. This is expected and I have often seen it. So you may well
have a situation when the population estimate of poor metabolizers is 5%,
but only 2% are allocated to this subpopulation by the EBE step.

Best regards,
Mats


Mats Karlsson, PhD
Professor of Pharmacometrics
Dept of Pharmaceutical Biosciences
Uppsala University
Box 591
751 24 Uppsala Sweden
phone: +46 18 4714105
fax: +46 18 471 4003


-----Original Message-----
From: Leonid Gibiansky [mailto:LGibiansky
Sent: Tuesday, April 14, 2009 9:06 PM
To: Mats Karlsson
Cc: 'Satyendra Suryawanshi'; nmusers
Subject: Re: [NMusers] VPC with Mixture Model

Hi Mats,

Could you elaborate why you would not stratify based on the
subpopulations? It seems perfectly reasonable for me to simulate from
the model (including random assignment of subpopulations), and then
compare "apples to apples": observed subpopulation versus simulated
subpopulations. In your example of 5% poor metabolizers, I would plot
observed poor metabolizers (as assigned by the model) versus simulated
poor metabolizers (as simulated from the model). Indeed, poor
metabolizers assignment would be defined by the model, so this VPC will
be conditioned on the model posthoc EST prediction, but the remaining
parts of the model would be tested by this procedure. If the model is
good, VPC should provide good results. It is unclear to me how sensitive
this procedure is to model misspecification (in general, I think VPC is
less sensitive to model misspecification than other model diagnostics)

Thanks
Leonid

--------------------------------------
Leonid Gibiansky, Ph.D.
President, QuantPharm LLC
web: www.quantpharm.com
e-mail: LGibiansky at quantpharm.com
tel: (301) 767 5566




Mats Karlsson wrote:
> Dear Satyendra,
>
>
>
> Interesting question. I don't think there is much written about this,
> but I may be wrong. What I would not do is to try to stratify based on
> estimated subpopulation allocation ("EST"). Rather I would use the same
> VPCs as if there had been no mixture model. Possibly what you could do
> is be more careful in your choice of prediction intervals to display.
> For example, if you have a subpopulation of poor metabolizers of about
> 5%, displaying only median and interquartile range PIs may not be a good
> idea.
>
>
>
> Best regards,
>
> Mats
>
>
>
> Mats Karlsson, PhD
>
> Professor of Pharmacometrics
>
> Dept of Pharmaceutical Biosciences
>
> Uppsala University
>
> Box 591
>
> 751 24 Uppsala Sweden
>
> phone: +46 18 4714105
>
> fax: +46 18 471 4003
>
>
>
> *From:* owner-nmusers
> [mailto:owner-nmusers
> *Sent:* Tuesday, April 14, 2009 6:50 PM
> *To:* nmusers
> *Subject:* [NMusers] VPC with Mixture Model
>
>
>
> Dear all,
>
> I have a Mixture Model with 2 subpopulation. Now I want to check its
> prediction. One way to see this is a Visual Predictive Check. My
> question is, How to perform visual predictive check with mixture model?
>
> I will be thankful for your suggestion and references.
>
>
>
> Best regards
>
>
>
> Satyendra Suryawanshi, PhD
>
> University of Tennessee Health Science Center
>
>
>
Received on Tue Apr 14 2009 - 15:47:37 EDT

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