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Re: What does convergence/covariance show?

From: Leonid Gibiansky <LGibiansky>
Date: Mon, 24 Aug 2009 08:50:49 -0400

Hi Nick,

I am not sure how you build the models but I am using convergence,
relative standard errors, correlation matrix of parameter estimates
(reported by the covariance step), and correlation of random effects
quite extensively when I decide whether I need extra compartments, extra
random effects, nonlinearity in the model, etc. For me they are very
useful as diagnostic of over-parameterization. This is the direct
evidence (proof?) that they are useful :)

For new modelers who are just starting to learn how to do it, or have
limited experience, or have problems on the way, I would advise to pay
careful attention to these issues since they often help me to detect
problems. You seem to disagree with me; that is fine, I am not trying to
impose on you or anybody else my way of doing the analysis. This is just
an advise: you (and others) are free to use it or ignore it :)

Thanks
Leonid




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




Nick Holford wrote:
> 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
>>
>>
>
Received on Mon Aug 24 2009 - 08:50:49 EDT

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