Re: 95% CI of parameter estimate

From: Mats Karlsson <Mats.Karlsson@biof.uu.se> Subject: Re: 95% CI of parameter estimate Date: Tue, 14 Nov 2000 21:27:17 +0100 Dear Leonid, Thanks for much useful information. I think what you say makes sense, but would comment on the statement that CI's by "method 1" may be relevant if the model is good, but may be misleading if the model does not reflect the data. "...does not reflect the data...", I interpret as model misspecification being present. But is it not true that no method in the world can provide accurate CI's for a misspecified model. If you've decided to fit a one-compartment model to data showing bi-exponential decline, there is no way that you can be sure that your CI's include the true value of, for example, CL. Thus not only method 1, but all methods suffer if the model "...does not reflect the data...". However, method 1 is also sensitive to the fact that the point estimates are used for the simulation of the new data sets. Thus the SE's are conditioned on the fact that the point estimates are the true parameter values. It seems that the method suffers from a catch 22 phenomenon. The more important use of method 1 may be to show that the method chosen (FO, FOCE, etc) is providing sufficiently accurate parameter estimates, providing that the model is adequate. A really serious shortcoming of the method would probably show up in the results from the model fit to a dozen or so simulated data set. 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