Model building algorithm

From: "Sale, Mark" <ms93267@glaxowellcome.com> Subject: Model building algorithm Date: Fri, 21 Apr 2000 13:19:10 -0400 Dear users, I have a model building question: I have data that I known are two compartment. Using the usual model building algorithm of starting with the simplest model, I ran a one compartment (advan2) model. It minimized successfully, and even ran a covariance step. So, I tried a two compartment next (advan4), without etas on the two additional parameters (K23 and K32). The improvement in the obj was only 3 points. So, I would reject that model as not being better than the one compartment. Instead, since I believed this was a two compartment model I ran the advan4 with etas on both K23 and K32. Now the obj was 60 points better, and I'm happy, ready to move on. My question is, when one adds structural features to a model (by structural here I mean additional compartments, lag time etc, not covariates), would the traditional algorithm suggest they be added with or without etas? My first assumption was that they should be added without etas, because: 1. In the NONMEM short course material, the algorithm (lecture 17) says to build the structural model first, then the statistical, 2. In the same chapter, the material refers to adding features, with etas on all parameters of minimal model 3. I understand the formal hypothesis testing is not possible when adding etas. 4. All reference about model building state that one should added features one at a time, testing each. This implies to me that I should at the THETAs first, test that, then the ETAs at some later point. However, all the usual reference are primarily addressing covariate model building. However, had I done this, I would have been misled. Comments? Mark