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What does convergence/covariance show?

From: Nick Holford <n.holford>
Date: Mon, 24 Aug 2009 18:17:16 +1200


[This thread contains several quite different directions so I've decided
to try and split them]

I'm happy to agree to disagree but in fact I think we agree on the first

"What has been shown by many of us is that with bootstraps or simulation
under the same model and same design, convergence is not a reliable tool
for detecting quality of parameter estimates. "

The second issue:

"That is far from showing its lack of value to detect overestimation in other types of situations, most importantly model building."

i.e. convergence/covariance is of value in model building lacks any
evidence that I am aware of. I'm not sure what you mean by
overestimation but I am guessing it something like the term
overparameterization that Leonid used.

I'd like to hear from you and Leonid how exactly you define these terms
"overestimation" and "overparameterization". Can you provide a test that
says a model is being "overestimated" or the model is "overparameterized"?


Mats Karlsson wrote:
> Hi Nick,
> Maybe Leonid's suggestion to agree to disagree was a good one but here we go
> again :)
> See below
> 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

Nick Holford, Professor Clinical Pharmacology
Dept Pharmacology & Clinical Pharmacology
University of Auckland, 85 Park Rd, Private Bag 92019, Auckland, New Zealand
mobile: +64 21 46 23 53
Received on Mon Aug 24 2009 - 02:17:16 EDT

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