Re: Standard error of 'secondary' parameters

Date: Fri, 12 Nov 1999 12:12:42 -0800 From: LSheiner <lewis@c255.ucsf.edu> Subject: Re: Standard error of 'secondary' parameters Nick Holford wrote: > > But to come back to the original thread I wonder why anyone would bother trying to estimating SEs on secondary parameters using the usual NONMEM aysmptotic method. These estimates are barely worth the electrons used to display them on the screen except perhaps as some kind of rough diagnostic. I agree. > > If you really want to know about the confidence of a 'secondary' parameter estimate then I would suggest either the log likelihood profile method (but that requires re-parameterization with the possible change in the model that you allude to above) or bootstrap (but that needs at least 1000 NONMEM runs to get reasonable values for a confidence interval). Again, I basically agree, although even the likelihood profile depends on the asymptotic xhi-square distribution of the approximate likelihood, which is often questionable. If you want an honest answer, indeed, you have to simulate. I say simualte, rather than "bootstrap" since the latter may mean parametric bootstrap to some, and non-parametric to others, and also may mean sampling from the data to some, and sampling from the (post-foc) parameters to others ... "simulation" leaves it deliberately general, so that in any instance the purveyor knows he/she must specify/jusutify what he/she does. -- Lewis B Sheiner, MD Professor: Lab. Med., Biopharm. Sci., Med. Box 0626 voice: 415 476 1965 UCSF, SF, CA fax: 415 476 2796 94143-0626 email: lewis@c255.ucsf.edu