NONMEM Users Network Archive

Hosted by Cognigen

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 =
a
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:
http://www.cognigencorp.com/nonmem/current/2008-July/1060.html)

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 =
not
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=
otstrap?

Thank you for your thoughts and responses.

Kind regards,

Mendel

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

Eisai Limited
Registered in England No. 2242511
Registered Address: 3, Shortlands, London W6 8EE, UK
Please note our new telephone no. is +44 (0) 845 676 =
1400 and the fax is +44 (0) 845 676 1401.

THIS EMAIL AND ANY ATTACHED FILES ARE CONFIDENTIAL.
If you are not the intended recipient you are notified =
that any disclosure, reproduction,copying, distribution, or =
action taken in reliance on the contents of this info=
rmation is strictly prohibited. If you have received =
this transmission in error please notify the sender immedi=
ately and then delete this email. Email transmission ca=
nnot be guaranteed to be secure or error free as infor=
mation could be intercepted, corrupted, lost, destroyed,arrive=
 late or incomplete, or contain viruses. The company/sende=
r accepts no liability for any changes made to this =
email during transmission or any damage caused by any =
virus transmitted by this email. Any views or opinions =
expressed in this email are solely those of the author =
and do not necessarily represent those of the company. T=
he company/sender accepts no liability for the content =
of this email, or for the consequences of any actions =
taken on the basis of the information provided, unless t=
hat information is subsequently confirmed in writing.
Received on Fri Jan 16 2009 - 02:43:13 EST

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.