RE: 95% CI of parameter estimate

From: "Gibiansky, Leonid" <gibianskyl@globomax.com> Subject: RE: 95% CI of parameter estimate Date: Tue, 14 Nov 2000 15:55:02 -0500 Dear Mats, I agree with your comment. In fact, I had the following example in mind when I mentioned "...does not reflect the data...". Imagine that you did not include sufficient number of random effects in the model, or significantly underestimate OMEGA or SIGMA values. Extreme is the case when they are fixed to almost zero. My guess would be that the NONMEM run would result in rather wide CI for the fixed effect parameters in this model to reflect uncertainty. On the contrary, method 1 will simulate 1000 nearly identical data sets (no or low variability in the model), and then estimate the parameters of the model with the perfect precision (with the same parameter estimates for each of the 1000 similar data sets). Method 1 CI will then be extremely small, independently of the actual CI. Regards, Leonid