RE: Standard error of 'secondary' parameters
From: "Sale, Mark" <ms93267@glaxowellcome.com>
Subject: RE: Standard error of 'secondary' parameters
Date: Fri, 12 Nov 1999 14:57:16 -0500
Nick,
Some time back we did some bootstrap simulation/analysis of NONMEMs ability to estimate SE of parameters. Nonmem didn't do disastrously with THETA (although there was some bias of about 20% as I recall, and a good bit of variability in the mis-estimation), but did remarkably poorly on SE of OMEGA and SIGMA, sometimes off by several orders of magnitude. I agree that the log likelihood approach is much more robust.
Mark