NONMEM Users Network Archive

Hosted by Cognigen

What does convergence/covariance show?

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

Mats,

[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
issue.

"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"?

Nick

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
n.holford
mobile: +64 21 46 23 53
http://www.fmhs.auckland.ac.nz/sms/pharmacology/holford
Received on Mon Aug 24 2009 - 02:17:16 EDT

The NONMEM Users Network is maintained by ICON plc. Requests to subscribe to the network should be sent to: nmusers-request@iconplc.com.

Once subscribed, you may contribute to the discussion by emailing: nmusers@globomaxnm.com.