Antwort: Bootstrap resampling!

From: harry.mager.hm@bayer-ag.de Subject: Antwort: Bootstrap resampling! Date: Sat, 24 Mar 2001 15:09:30 +0100 Dear Ganesh, Resampling residuals in order to evaluate a model is a well established procedure, although resampling from the set of profiles (in this case actutally resampling subjects) may be preferable, since this would fit to more general constellations. The former procedure relies on strong assumptions with regard to the distribution of the residuals, with the latter the assumptions may be weaker. However, I am not quite sure if classical bootstrapping of a model, regardless of resampling residuals or entire observation vectors does tell you that much about "model stability" in a pharmacometric sense. For sure it is not a "validation", and the result, for example the empirical variances of the model parameter estimates that are calculated on the basis of the bootstrap samples, are just (other) estimates of the parameter variances and, if you like, you may compare them to those obtained in the orignal (Nonmem) model. Bottom line: In case you do not trust your (Nonmem) variances of the parameter estimates, bootstrap is an option. If you want to explore the stability of the model (robustness against small changes in the data etc.), alternative methods (e.g., cross validation) might be considered. Best regards, Harry Mager __________________________________________ Bayer AG PH-PD-GCP Biometry & Pharmacometry D-42096 Wuppertal / Bldg. 470 Telefon: +49 (0) 202-36-8891 Telefax: +49 (0) 202-36-4788 eMail: Harry.Mager.HM@Bayer-AG.de