NONMEM Users Network Archive

Hosted by Cognigen

Re: AW: Simulations with/without residual error

From: andreas.krause
Date: Thu, 9 Jul 2009 10:05:37 +0200


I guess you are hinting at the difference between simulation of a large
population and simulation of a study.

The latter incorporates the added uncertainty of the parameter estimates,
as you point out.
You would simulate the population parameters with their uncertainties first
(from the "big covariance matrix" in nonmem) and then simulate the study
with these sampled population parameters (both steps many times).
Nonmem can only do the latter directly since you cannot specify the
parameter uncertainties from a previous run to be included in the
It is fairly straightforward though since the matrix reflects a
multivariate Normal distribution.



Andreas Krause, PhD
Lead Scientist Modeling and Simulation

Actelion Pharmaceuticals Ltd / Gewerbestrasse 16 / CH-4123 Allschwil /


To: <nmusers
From: andreas lindauer <lindauer
Sent by: owner-nmusers
Date: 2009-07-09 09:42
Subject: AW: [NMusers] Simulations with/without residual error

Thank you very much for your comments.
Indeed for VPC et al. i always simulate with residual error.
I understand that when one wants to simulate the 'true' value residual
is not needed. But what if one wants to simulate 'real' values which will
observed in a future study. For example, you have a PK/PD model for an
anti-hypertensive drug and want to predict how many subjects will attain a
blood pressure below a pre-defined value. Wouldn't a simulation without
residual error result in an overoptimistic prediction because in reality
blood pressure is measured with error?
On the other hand, the estimated residual error does not only reflect
measurement error but also model misspecification etc.. So, might it be an
option to simulate not with the estimated residual error but rather with a
residual error set to the imprecision of the measurement method?
Best regards, Andreas.


-----Ursprüngliche Nachricht-----
Von: owner-nmusers
Auftrag von Nick Holford
Gesendet: Mittwoch, 8. Juli 2009 15:39
An: nmusers
Betreff: Re: [NMusers] Simulations with/without residual error


My suggestion:

If you want to compare your simulations with actual observations then
you should include residual error in the simulation. The observations
will include noise as well as the 'true' value so in order to compare
observations with simulated observations you need the residual error.

If you want to use the simulation to describe the 'true' value then dont
include the residual error. Residual error is assumed to have a mean of
zero around the 'true' value so there is no point in adding this kind of
noise if you are trying to predict the 'true' value.

Your examples suggest to me that you are trying to predict the 'true'
value -- not trying to match simulations directly with measured values.
If my guess is correct then you dont need to include residual error.

However, if you are using simulations for some kind of predictive check
(visual, numerical, statistical) that will be compared to distribution
statistics of the observations then you should include residual error.


andreas lindauer wrote:
> The recent discussion about simulation with a nonparametric method
> brought a general question concerning monte-carlo simulations into my
> mind. When should simulations be performed with residual error and
> when not. I am especially interested in comments regarding the
> following scenarios when the result of the simulation should be
> reported as mean or median and 90% prediction interval:
> 1. Simulated response at a particular time point (eg. Trough values)
> 2. Simulated response at a particular time point (x) relative to
> baseline response (IPRED(t=x)/IPRED(t=0) vs. DV(t=x)/DV(t=0) )
> 3. Simulated time of maximal response (eg. Tmax)
> Thanks and best regards, Andreas.
> ____________________________
> Andreas Lindauer
> Department of Clinical Pharmacy
> Institute of Pharmacy
> University of Bonn
> An der Immenburg 4
> D-53121 Bonn
> phone: + 49 228 73 5781
> fax: + 49 228 73 9757

Nick Holford, Professor Clinical Pharmacology
Dept Pharmacology & Clinical Pharmacology
University of Auckland, 85 Park Rd, Private Bag 92019, Auckland, New
mobile: +33 64 271-6369 (Apr 6-Jul 20 2009)

The information of this email and in any file transmitted with it is strict=
ly confidential and may be legally privileged.
It is intended solely for the addressee. If you are not the intended recipi=
ent, any copying, distribution or any other use of this email is prohibited=
 and may be unlawful. In such case, you should please notify the sender imm=
ediately and destroy this email.
The content of this email is not legally binding unless confirmed by letter.
Any views expressed in this message are those of the individual sender, exc=
ept where the message states otherwise and the sender is authorised to stat=
e them to be the views of the sender's company. For further information abo=
ut Actelion please see our website at
Received on Thu Jul 09 2009 - 04:05:37 EDT

The NONMEM Users Network is maintained by ICON plc. Requests to subscribe to the network should be sent to:

Once subscribed, you may contribute to the discussion by emailing: