NONMEM Users Network Archive

Hosted by Cognigen

Re: What does convergence/covariance show?

From: Leonid Gibiansky <LGibiansky>
Date: Tue, 25 Aug 2009 14:58:33 -0400

Mike,
Your ground is only as firm as your assumptions unless data can add
something useful. If you believe in your assumptions, then postulate
Emax model, and FIX Emax value: you will end up with the well-defined
model. Or put informative prior on this value and use Bayesian. Both
methods are acceptable. What is not correct, in my opinion, is to accept
Emax value estimated from the dataset that does not have sufficient
information to estimate it.
Leonid


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




Michael.J.Fossler
>
> I disagree - it's the same topic. If you have a dataset where, because
> of study limitations, Emax can not be estimated, then you have two
> choices. Either fit a linear model, knowing that it is pharmacologically
> wrong and close to useless for anything other than interpolation within
> the limits of your data, (which can be useful, no doubt). Or you can
> recognize the limitations of the data and postulate an Emax based either
> on 1) prior knowledge or 2) pharmacological principles.
>
> I think you are on very firm ground with the second choice, and as long
> as you are up-front with your assumptions, this approach is very useful.
>
>
>
> *"Leonid Gibiansky" <LGibiansky
>
> 25-Aug-2009 14:39
>
>
> To
> Michael.J.Fossler
> cc
> "Mark Sale - Next Level Solutions" <mark
> "'nmusers'" <nmusers
> Subject
> Re: [NMusers] What does convergence/covariance show?
>
>
>
>
>
>
>
>
> Mike,
> This is an entirely different topic how to use prior knowledge. There
> exist a number of ways (e.g., Bayesian analysis or fixing a parameter
> based on prior knowledge) how to do it properly, without relying on the
> estimates from the over-parametrized models.
> Leonid
>
> --------------------------------------
> Leonid Gibiansky, Ph.D.
> President, QuantPharm LLC
> web: www.quantpharm.com
> e-mail: LGibiansky at quantpharm.com
> tel: (301) 767 5566
>
>
>
>
> Michael.J.Fossler
> >
> > Leonid, this is not necessarily true. You may have data that can't be
> > used to directly add to the model (e.g., another compound with a similar
> > mechanism of action). Or, you may be able to postulate a plausible Emax
> > based on reasonable biologic limits. In any case, putting on a
> > reasonable limit based on biology and pharmacology does not guarantee
> > that you are "correct" (whatever that means) but it puts you on firmer
> > ground than using a structural model (linear PD) that you know can't
> > possibly be correct, and that you can not use for extrapolation, which
> > (as Mark and Jeff point out) is the usual reason we do this stuff.
> >
> >
> >
> >
> >
> > *"Leonid Gibiansky" <LGibiansky
> > Sent by: owner-nmusers
> >
> > 25-Aug-2009 14:03
> >
> >
> > To
> > "Mark Sale - Next Level Solutions"
> <mark
> > cc
> > "'nmusers'" <nmusers
> > Subject
> > Re: [NMusers] What does convergence/covariance show?
> >
> >
> >
> >
> >
> >
> >
> >
> > Mark,
> >
> > This is rather weak defense. If you have data to support the model, you
> > can use it to build the mechanistic model. If the data do not support
> > the model, there is nothing convincing that you can do except to say
> > that the model is (just an example) linear in the interval D1-D2, and
> > unknown
> > when D > D2 . Anything in excess of this simple statement will be either
> > speculation or unrelated to the particular data in hand (prior
> > knowledge). With the linear model, you will be correct in the D1-D2
> > range, and will not go into the D > D2 range. With the nonlinear model,
> > you will be correct in the range D1-D2 (same as with linear model), and
> > you will be nobody-knows-correct-or-wrong with your wild guess of the
> > nonlinear model. So this "more mechanistic" approach would be just a
> > guess expressed in terms of the equation.
> >
> > I also do not think that this is a stock market, where "risky" is an
> > appropriate term. You probably mean "uncertain" ? or unreliable (read:
> > with large standard errors?).
> >
> > Leonid
> >
> > --------------------------------------
> > Leonid Gibiansky, Ph.D.
> > President, QuantPharm LLC
> > web: www.quantpharm.com
> > e-mail: LGibiansky at quantpharm.com
> > tel: (301) 767 5566
> >
> >
> >
> >
> > Mark Sale - Next Level Solutions wrote:
> > >
> > > Ken,
> > > In defense of the mechanistic modeler:
> > >
> > > I suspect that generally what we want to do with models is
> extrapolate.
> > > That is, predict how people who are older, younger, larger,
> smaller, on
> > > drug longer, on higher doses, have interacting meds, 2D6 deficiency,
> > > other disease etc will behave. Predicting data within the range of
> > > what you've studied isn't really all that interesting, and can,
> for the
> > > most part be left to traditional statistics - and falls into the
> "stamp
> > > collecting" category from Rutherford (another good Kiwi I believe).
> > > That, I think is an important difference between hypothesis testing
> > > (which is very important) and modeling/estimation (which is a lot more
> > > interesting, and inherently, more risky)
> > > So, if you model a linear relationship because that is all the
> range of
> > > your data will support (even though you know linear relationships are
> > > very rare in biology) you've essentially precluded any opportunity to
> > > extrapolate beyond your data. If you do so, you will certainly be
> > > wrong. Your model is well supported, not risky, but not very
> > > interesting. Imposing an Emax (or other biologically plausible) model
> > > will result in you being wrong sometimes (as opposed to always wrong
> > > with the linear model).
> > > But, we must always make the "customer" aware of the limitations
> of the
> > > analysis - some guess at the chances of it being very wrong.
> > >
> > > Bottom line - if we want to say something interesting, more
> interesting
> > > that traditional statistics, we will need to take risks with less than
> > > optimally supported mechanistic models.
> > >
> > >
> > >
> > >
> > >
> > >
> > > Mark Sale MD
> > > Next Level Solutions, LLC
> > > www.NextLevelSolns.com <http://www.NextLevelSolns.com>
> > > 919-846-9185
> > >
> > > -------- Original Message --------
> > > Subject: RE: [NMusers] What does convergence/covariance show?
> > > From: "Ken Kowalski" <ken.kowalski
> > > Date: Tue, August 25, 2009 12:03 pm
> > > To: "'nmusers'" <nmusers
> > >
> > > Nick,
> > >
> > > It sounds like you do recognize that models are often
> > > over-parameterized by
> > > your statements:
> > >
> > > " It is quite common to find that the
> > > estimates EC50 and Emax are highly correlated (I assume
> > > SLOP=EMAX/EC50).
> > > It would also be common to find that the random effects of
> EMAX and
> > > EC50
> > > are also correlated. That is expected given the limitations of
> most
> > > pharmacodynamic designs."
> > >
> > >
> > > When EC50 and Emax are highly correlated I think you will find
> that a
> > > simplified linear model will fit the data just as well with no
> real
> > > impact
> > > on goodness-of-fit (e.g., OFV). If we only observe concentrations
> > in the
> > > linear range of an Emax curve because of a poor design then it
> is no
> > > surprise that a linear model may perform as well as an Emax model
> > > within the
> > > range of our data. If the design is so poor in information content
> > > regarding the Emax relationship because of too narrow a range of
> > > concentrations this will indeed lead to convergence and COV step
> > > failures in
> > > fitting the Emax model.
> > >
> > > Your statement that you would be unwilling to accept the linear
> > model in
> > > this setting really speaks to the plight of the mechanistic
> modeler.
> > > It is
> > > important to note that an over-parameterized model does not mean
> > > that the
> > > model is miss-specified. A model can be correctly specified but
> > still be
> > > over-parameterized because the data/design simply will not support
> > > estimation of all the parameters in the correctly specified
> > model. The
> > > mechanistic modeler who has a strong biological prior favoring
> > the more
> > > complex model is reluctant to accept a simplified model that
> he/she
> > > knows
> > > has to be wrong (e.g., we would not expect that the linear model
> > > would hold
> > > up at considerably higher concentrations than those observed
> in the
> > > existing
> > > data). The problem with accepting the more complex model in this
> > > setting is
> > > that we can't really trust the estimates we get (when the
> model has
> > > convergence difficulties and COV step failures as a result of
> > > over-parameterization) because there may be an infinite set of
> > > solutions to
> > > the parameters that give the same goodness-of-fit (i.e., a
> very flat
> > > likelihood surface). You can do all the bootstrapping you want
> > but it is
> > > not a panacea for the deficiencies of a poor design.
> > >
> > > While I like to fit mechanistic models just as much as the
> next guy,
> > > I also
> > > like my models to be stable (not over-parameterized). In this
> > > setting, the
> > > pragmatist in me would accept the simpler model, acknowledge the
> > > limitations
> > > of the design and model, and I would be very cautious not to
> > > extrapolate my
> > > model too far from the range of my existing data. More
> importantly,
> > > I would
> > > advocate improving the situation by designing a better study
> so that
> > > we can
> > > get the information we need to support a more appropriate
> model that
> > > will
> > > put us in a better position to extrapolate to new experimental
> > > conditions.
> > > We review the COV step output (looking for high correlations
> such as
> > > between
> > > the estimates of EC50 and Emax) and fit simpler models not because
> > > we prefer
> > > simpler models per se, but because we want to fully understand the
> > > limitations of our design. Of course this simple example of a poor
> > > design
> > > with too narrow a concentration and/or dose range to estimate the
> > Emax
> > > relationship can be easily uncovered in a simple plot of the data,
> > > however,
> > > for more complex models the nature of the over-parameterization
> > and the
> > > limitations of the design can be harder to detect which is why we
> > need a
> > > variety of strategies and diagnostics including plots, COV step
> > output,
> > > fitting alternative simpler models, etc. to fully understand these
> > > limitations.
> > >
> > > Just my 2 cents. :)
> > >
> > > Ken
> > >
> > > -----Original Message-----
> > > From: owner-nmusers
> > > [mailto:owner-nmusers**
> > > <http://email01.secureserver.net/pcompose.php#Compose>] On
> > > Behalf Of Nick Holford
> > > Sent: Tuesday, August 25, 2009 1:09 AM
> > > To: nmusers
> > > Subject: Re: [NMusers] What does convergence/covariance show?
> > >
> > > Leonid,
> > >
> > > I did not say NONMEM stops at random. Whether or not the stopping
> > point
> > > is associated with convergence or a successful covariance step
> > appears
> > > to be at random. The parameter values at the stopping point will
> > > typically be negligibly different. Thus the stopping point is
> not at
> > > random. You can easily observe this in your bootstrap runs.
> > Compare the
> > > parameter distribution for runs that converge with those that
> > dont and
> > > you will find there are negligible differences in the
> distributions.
> > >
> > > I did not say that I ignore small changes in OFV but my
> decisions are
> > > guided by the size of the change.
> > >
> > > I do not waste much time modelling absorption. It rarely is of any
> > > relevance to try to fit all the small details.
> > >
> > > I dont see anything in the plot of SLOP vs EC50 that is not
> > revealed by
> > > R=0.93. If the covariance step ran you would see a similar
> number in
> > > the
> > > correlation matrix of the estimate. It is quite common to find
> > that the
> > > estimates EC50 and Emax are highly correlated (I assume
> > > SLOP=EMAX/EC50).
> > > It would also be common to find that the random effects of
> EMAX and
> > > EC50
> > > are also correlated. That is expected given the limitations of
> most
> > > pharmacodynamic designs. However, I would not simplify the
> model to a
> > > linear model just because of these correlations. I would pay much
> > more
> > > attention to the change in OFV comparing an Emax with a linear
> model
> > > plus whatever was known about the studied concentration range and
> > > the EC50.
> > >
> > > I do agree that bootstraps can be helpful for calculating CIs on
> > > secondary parameters.
> > >
> > > Nick
> > >
> > > Leonid Gibiansky wrote:
> > > > Nick,
> > > > Concerning "random stops at arbitrary point with arbitrary
> > error" I
> > > > was referring to your statement: "NONMEM VI will fail to
> > converge or
> > > > not complete the covariance step more or less at random"
> > > >
> > > > For OFV, you did not tell the entire story. If you would look
> > only on
> > > > OF, you would go for the absolute minimum of OF. If you ignore
> > small
> > > > changes, it means that you use some other diagnostic to
> (possibly)
> > > > select a model with higher OFV (if the difference is not
> too high,
> > > > within 5-10-20 units), preferring that model based on other
> signs
> > > > (convergence? plots? number of parameters?). This is exactly
> > what I
> > > > was referring to when I mentioned that OF is just one of the
> > criteria.
> > > >
> > > > One common example where OF is not the best guide is the
> > modeling of
> > > > absorption. You can spend weeks building progressively more
> > and more
> > > > complicated models of absorptions profiles (with parallel,
> > > sequential,
> > > > time-dependent, M-time-modeled absorption etc.) with large
> > drop in OF
> > > > (that corresponds to minor improvement for a few patients),
> > with no
> > > > gain in predictive power of your primary parameters of
> > interest, for
> > > > example, steady-state exposure.
> > > >
> > > > To provide example of the bootstrap plot, I put it here:
> > > >
> > > > http://quantpharm.com/pdf_files/example.pdf
> > > >
> > > > For 1000 bootstrap problems, parameter estimates were plotted
> > versus
> > > > parameter estimates. You can immediately see that SLOP and
> > EC50 are
> > > > strongly correlated while all other parameters are not
> > correlated. CI
> > > > and even correlation coefficient value do not tell the
> whole story
> > > > about the model. You can get similar results from the
> > covariance-step
> > > > correlation matrix of parameter estimates but it requires
> > simulations
> > > > to visualize it as clearly as from bootstrap results.
> Advantage of
> > > > bootstrap plots is that one can easily study correlations and
> > > > variability of not only primary parameters (such as theta,
> omega,
> > > > etc), but also relations between derived parameters.
> > > >
> > > > Leonid
> > > >
> > > > --------------------------------------
> > > > Leonid Gibiansky, Ph.D.
> > > > President, QuantPharm LLC
> > > > web: www.quantpharm.com <http://www.quantpharm.com>
> > > > e-mail: LGibiansky at quantpharm.com
> > > > tel: (301) 767 5566
> > > >
> > > >
> > > >
> > > >
> > > > Nick Holford wrote:
> > > > > Leonid,
> > > > >
> > > > > I do not experience "random stops at arbitrary point with
> > arbitrary
> > > > > error" so I don't understand what your problem is.
> > > > >
> > > > > The objective function is the primary metric of goodness of
> > fit. I
> > > > > agree it is possible to get drops in objective function
> that are
> > > > > associated with unreasonable parameter estimates (typically
> > an OMEGA
> > > > > estimate). But I look at the parameter estimates after each
> > run so
> > > > > that I can detect this kind of problem. Part of the display
> > of the
> > > > > parameter estimates is the correlation of random effects
> if I am
> > > > > using OMEGA BLOCK. This is also a weaker secondary tool. By
> > > exploring
> > > > > different models I can get a feel for which parts of the
> > model are
> > > > > informative and which are not by looking at the change in
> > OBJ. Small
> > > > > (5-10) changes in OBJ are not of much interest. A change
> of OBJ
> > > of at
> > > > > least 50 is usually needed to detect anything of practical
> > > importance.
> > > > >
> > > > > I don't understand what you find of interest in the
> > correlation of
> > > > > bootstrap parameter estimates. This is really nothing more
> > than you
> > > > > would get from looking at the correlation matrix of the
> estimate
> > > from
> > > > > the covariance step. High estimation correlations point to
> poor
> > > > > estimability of the parameters but I think they are not very
> > helpful
> > > > > for pointing to ways to improve the model.
> > > > >
> > > > > Nevertheless I can agree to disagree on our modelling art :-)
> > > > >
> > > > > Nick
> > > > >
> > > > > Leonid Gibiansky wrote:
> > > > >> Nick,
> > > > >>
> > > > >> I think it is dangerous to rely heavily on the objective
> > function
> > > > >> (let alone on ONLY objective function) in the model
> development
> > > > >> process. I am very surprised that you use it as the main
> > > diagnostic.
> > > > >> If you think that nonmem randomly stops at arbitrary
> point with
> > > > >> arbitrary error, how can you rely on the result of this
> random
> > > > >> process as the main guide in the model development? I pay
> > attention
> > > > >> to the OF but only as one of the large toolbox of other
> > diagnostics
> > > > >> (most of them graphics). I routinely see examples when
> > > > >> over-parametrized unstable models provide better objective
> > function
> > > > >> values, but this is not a sufficient reason to select those.
> > If you
> > > > >> reject them in favor of simpler and more stable models, you
> > would
> > > > >> see less random stops and more models with convergence and
> > > > >> successful covariance steps.
> > > > >>
> > > > >> Even with bootstrap, I see the main real output of this
> > > procedure in
> > > > >> revealing the correlation of the parameter estimates rather
> > then in
> > > > >> computation of CI. CI are less informative, while
> > visualization of
> > > > >> correlations may suggest ways to improve the model.
> > > > >>
> > > > >> Any way, it looks like there are at least the same number of
> > > > >> modeling methods as modelers: fortunately for all of us,
> this is
> > > > >> still art, not science; therefore, the time when everything
> > will be
> > > > >> done by the computers is not too close.
> > > > >>
> > > > >> Leonid
> > > > >>
> > > > >> --------------------------------------
> > > > >> Leonid Gibiansky, Ph.D.
> > > > >> President, QuantPharm LLC
> > > > >> web: www.quantpharm.com <http://www.quantpharm.com>
> > > > >> e-mail: LGibiansky at quantpharm.com
> > > > >> tel: (301) 767 5566
> > > > >>
> > > > >>
> > > > >>
> > > > >>
> > > > >> Nick Holford wrote:
> > > > >>> Mats, Leonid,
> > > > >>>
> > > > >>> Thanks for your definitions. I think I prefer that
> provided by
> > > Mats
> > > > >>> but he doesn't say what his test for goodness-of-fit
> might be.
> > > > >>>
> > > > >>> Leonid already assumes that convergence/covariance are
> > diagnostic
> > > > >>> so it doesnt help at all with an independent definition of
> > > > >>> overparameterization. Correlation of random effects is
> often a
> > > very
> > > > >>> important part of a model -- especially for future
> > predictions --
> > > > >>> so I dont see that as a useful test -- unless you restrict
> > it to
> > > > >>> pathological values eg. |correlation|>0.9?. Even with
> very high
> > > > >>> correlations I sometimes leave them in the model because
> > setting
> > > > >>> the covariance to zero often makes quite a big worsening
> of the
> > > OBJ.
> > > > >>>
> > > > >>> My own view is that "overparameterization" is not a
> black and
> > > white
> > > > >>> entity. Parameters can be estimated with decreasing
> degrees of
> > > > >>> confidence depending on many things such as the design
> and the
> > > > >>> adequacy of the model. Parameter confidence intervals
> > (preferably
> > > > >>> by bootstrap) are the way i would evaluate how well
> > parameters are
> > > > >>> estimated. I usually rely on OBJ changes alone during model
> > > > >>> development with a VPC and boostrap confidence interval
> when I
> > > seem
> > > > >>> to have extracted all I can from the data. The VPC and
> CIs may
> > > well
> > > > >>> prompt further model development and the cycle continues.
> > > > >>>
> > > > >>> Nick
> > > > >>>
> > > > >>>
> > > > >>> Leonid Gibiansky wrote:
> > > > >>>> 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
> > > > >>>
> > > > >>>
> > > > >>> Mats Karlsson wrote:
> > > > >>>> <<I would say that if you can remove parameters/model
> > components
> > > > >>>> without
> > > > >>>> detriment to goodness-of-fit then the model is
> > > overparameterized. >>
> > > > >>>>
> > > > >>>
> > > > >
> > >
> > > --
> > > 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 Tue Aug 25 2009 - 14:58:33 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.