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RE: M3 method - WRES, and CWRES

From: Bauer, Robert <Robert.Bauer>
Date: Thu, 3 Sep 2020 19:55:15 +0000

The NPDE and NPD systems in NONMEM are described in the nm744.pdf manual ( ), pages 70-75, and follow along the work of Comet, Brendel, Ngyuen, Mentre, etc. The NPDE R package is not used within NONMEM.

Robert J. Bauer, Ph.D.
Senior Director
Pharmacometrics R&D
ICON Early Phase
820 W. Diamond Avenue
Suite 100
Gaithersburg, MD 20878
Office: (215) 616-6428
Mobile: (925) 286-0769

From: owner-nmusers <owner-nmusers
Sent: Thursday, September 3, 2020 6:08 AM
To: Jeroen Elassaiss-Schaap (PD-value B.V.) <jeroen
Cc: Bill Denney <wdenney az Jaber <jaber038
Subject: Re: [NMusers] M3 method - WRES, and CWRES

Hi everyone,

As an aside, nlmixr's upcoming release (that supports censoring) simulates a value using a truncated normal based on the ipred, variance at that point and the censoring column to produce an observation. This observation is used to calculate RES, WRES, CWRES. It is flagged so you can see which values use this approach. In theory, since this is simulated from the IPRED/truncated the CWRES would be likely follow the distribution closer.

I'm unsure if the new NONMEM uses this approach.

Another question from my end is the NPDE: There are many methods to handle BLQ values with NPDE R package, does anyone know which NONMEM uses? Or do you need to use the NPDE package to get these values from NONMEM?


On Wed, Sep 2, 2020 at 2:09 AM Jeroen Elassaiss-Schaap (PD-value B.V.) <jeroen

Hi Mutaz, Bill,

It might be useful to use NPDEs, as discussed in<>; the whole thread is worthwhile reading. NPDEs can be calculated also for BQL values.

Bill -thanks for pointing to excellent post of Matt! I would take as most important point that CWRES for non-BQL values, calculated with a model with influential BQL, are biased because the influence of the BQL values is not accounted for. (if a certain prediction for a measurable concentration is changed by 10% because of the M3 method, that will turn up as a similar bias in CWRES). The NPDEs as referenced to in the above discussion (Nguyen2012 JPKPD 0.1007/s10928-012-9264-2) do not suffer from that drawback as one can see the complete profile (cf Fig 8 of Nguyen2012).

Hope this helps,


jeroen eroen


+31 6 23118438

-- More value out of your data!
On 2/9/20 2:32 am, Bill Denney wrote:
Hi Mutaz,

Matt Hutmacher described it well here:<>

A very brief summary of his excellent post is that subjects with a combination of censored (BLQ) an uncensored (above the LLOQ and below the ULOQ) will be biased in their reporting of CWRES because you cannot calculate CWRES for BLQ values. (I say this before looking up what MDVRES does.)

My guess that Bob or someone else can confirm is that the bias is anticipated to be relatively small compared to the value of being able to compare CWRES values the other observations for a subject. It does not definitively mean that the results are unbiased (see Matt’s Tmax example), but generally, the CWRES values previously omitted are more useful than excluding them from calculation.



From: owner-nmusers<mailto:owner-nmusers
Sent: Tuesday, September 1, 2020 7:25 PM
To: nmusers>
Subject: [NMusers] M3 method - WRES, and CWRES


Back in April 2010, Sebastian Bihorel and Martin Bergstrand initiated a discussion regarding using the M3 and M4 methods for handling BQL data and how it seemed to be a bug that NONMEM wouldn't compute WRES for the entire set of subject data records whenever a BQL was included (<>). Tom Ludden responded with the following post (<>):

This issue was discussed with Stuart Beal. He believed that weighted
residuals would be incorrect for an individual that had both continuous
dependent variables and a likelihood in the calculation of their
contribution to the objective function value, as is the case with his M3
or M4 BQL methods The code for both RES and WRES are intentionally
bypassed in these cases.

Since then, we now have easy functionality with the F_FLAG=1 condition of the M3/M4 code in $ERROR to tack on MDVRES=1 that allows the calculation of WRES and CWRES to be available in output tables.

My questions are: Is Stuart Beal's original concern still valid? Do these NONMEM updates give us appropriate WRES and CWRES for plotting purposes for individuals whose records contain BQL data?

Thank you,

Mutaz Jaber
PhD student
University of Minnesota

Mutaz M. Jaber, PharmD.
PhD student, Pharmacometrics
Experimental and Clinical Pharmacology
University of Minnesota
717 Delaware St SE; Room 468
Minneapolis, MN 55414
Email: jaber038
Phone: +1 651-706-5202

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Received on Thu Sep 03 2020 - 15:55:15 EDT

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