Re: 95% CI of paramter estimate

From: Mats Karlsson <Mats.Karlsson@biof.uu.se> Subject: Re: 95% CI of paramter estimate Date: Tue, 14 Nov 2000 08:20:22 +0100 Nick, We used method 1 below in J Pharmacokinet Biopharm. 26:207-46 (1998). (Actually method 4 compared well). However, I would not call method 1 the gold standard, at least not in our area. As I see it there are at least two problems: 1. The methods we use (FO, FOCE, etc) provide biased parameter estimates (not much but some). This means that method 1 can provide confidence intervals that do not include the point estimate itself. This would happen more often the richer your data set is and the more approximate the method is compared to your problem. 2. With method 1, the calculation of CI's would be reliant on distribution assumptions more heavily than the point estimates. Parameter estimates are not particularly sensitive to deviation from normality as long as distributions are symmetrical (Stuart says), whereas you assume strict normality of etas and epsilons in simulation. So in fact you may actually simulate quite a different data set than the original. Best regards, Mats -- Mats Karlsson, PhD Professor of Biopharmaceutics and Pharmacokinetics Div. of Biopharmaceutics and Pharmacokinetics Dept of Pharmacy Faculty of Pharmacy Uppsala University Box 580 SE-751 23 Uppsala Sweden phone +46 18 471 4105 fax +46 18 471 4003 mats.karlsson@biof.uu.se