Map from nominal to estimated p-values

Date: Thu, 27 May 1999 16:46:17 -0500 (EDT) From: Ferrin Harrison 301-827-3118 FAX 301-443-9279 <HARRISONF@cder.fda.gov> Subject: Map from nominal to estimated p-values I'd appreciate references and hope Mats will continue research in this area of NONMEM. I'm familiar with the work of Cox and others on the importance of comparing nested models, and of having a fittable supermodel which is a superset of all considered models when feasible, and agree with the comments on that. I'm a statistician and expect to disagree with a fair number of modelers on the importance of and proper approach to developing parsimonious models; and to vary my own approach according to the data and purpose of analysis. The rule of thumb I was given was that a nominal p=.05 might be a "real" p=.10. A more detailed map, and some exploration of whether within and between patient variabilities cost the same or different amounts from location parameters would be appreciated. For example, for single trial submission in place of two trials, I might want to know what nominal p-value maps to a "real" p=.00125. I suppose the cost might depend on the quantity of patients as well for between patient variabilities. One way to formulate the problem is, what price in -2*max(pseudo LogLik) must be paid to add one parameter to the model at a desired significance level? Please continue!