NONMEM Users Network Archive

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Parameter uncertainty in simulations

From: Mendel_Jansen
Date: Fri, 16 Jan 2009 07:43:13 +0000

Dear all,

I would appreciate to learn your experience and tips on =
how to a) estimate
parameter uncertainty, and b) sample from such uncertainty =
in simulations.
References would also be much appreciated.

In the archives there is mention of parameter uncertainty,=
 but I could not
find this subject discussed directly. Hopefully, we may st=
art an
informative thread.

Methods I found mentioned for estimating parameter uncertain=
ty are either
taking the covariance matrix from NONMEM, or obtaining the=
 - not
necessarily normally distributed - covariance structure from =
non-parametric bootstrap. Estimation and simulation can be q=
uick, but a
bootstrap of 1000 replicates or more often is not done =
that quickly.
It may be quicker to use the NONMEM covariance matrix. =
When should one not
do this, or how could one tell that actually there may=
 be problems with
using the reported precision of parameters in NONMEM, and =
the true
uncertainty is much better estimated via the bootstrap?

When taking the parameter precision from NONMEM's covariance=
 matrix, should
one log transform parameters and estimate random subject l=
evel and residual
error parameters as thetas, added to fixed etas and sigm=
as? (See also:

I have seen an example for a PKPD model where the co=
ncentration effect
relationship is modelled as a linear relationship with est=
imation of slope
and inter-patient variability in slope. When parameters are =
transformed, NONMEM reports a precision of 48% in the po=
pulation slope and
99% in the variance, however these both drop to 7% =
after the transforms.
Are these typical of the reductions in biased estimation =
of parameter
uncertainty we seek, or may such large changes prompt yo=
u to further
examine the model and / or trigger you to run the bo=

Thank you for your thoughts and responses.

Kind regards,


Mendel Jansen
Director Modeling and Simulation
Clinical Pharmacology and Translational Medicine
Eisai Limited
e-mail mendel_jansen

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Registered Address: 3, Shortlands, London W6 8EE, UK
Please note our new telephone no. is +44 (0) 845 676 =
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Received on Fri Jan 16 2009 - 02:43:13 EST

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