NONMEM Users Network Archive

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RE: Linear VS LTBS

From: Stephen Duffull <stephen.duffull>
Date: Mon, 24 Aug 2009 12:49:17 +1200


Just a comment on your comments below:

"All models are wrong and I see no reason why the exponential error model w=
ould be different although I think it is better than the proportional error=
 for most situations. "

"Why would you not be able to get sensible information from models that don=
't have an additive error component?"

I agree that for estimation purposes a purely proportional or exponential e=
rror model often seems to work well and under the principles of "all models=
 are wrong" it may well be appropriately justified. This is probably becau=
se estimation processes that we use in standard software are fairly robust =
to trivial solutions. The theory of optimal design is less forgiving in th=
is light and if you stated that your error was proportional to the observat=
ion then it would conclude that there would be no error when there is no ob=
servation (which we know is not true due to LOD issues). All designs are o=
ptimal when there is zero error since the information matrix would be infin=
ite. Practically, the smallest observation will have least error and hence=
 be in some sense close to optimal.

So, a proportional or exponential only error model should be used with caut=
ion in anything other than estimation and not used for the purposes of opti=
mal design.


Received on Sun Aug 23 2009 - 20:49:17 EDT

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