Re: T matrix

From: Leonid Gibiansky Subject:Re: [NMusers] T matrix Date:Fri, March 8, 2002 5:21 pm Just to pick up on the issue: >You should understand that the SEs provided by NONMEM are not worth much. If you want to use them as measure of the confidence interval for your parameters then they rely on at least two untenable asssumptions 1) you have an infinite amount of data 2) the confidence intervals are symmetrical around the parameter estimate. Alternative empirical methods e.g. bootstrap or log likelihood profile are better way of understanding the confidence you have in your parameters. > In my experience, SEs provided by NONMEM worth a lot. We compared them with the bootstrap or log likelihood profile SEs and found out that in most cases the results are similar with the exception of the parameters with intrinsically non-symmetric distribution (e.g., bounded by zero, defined with large error and with the estimate close to zero). Moreover, log likelihood profile SEs with FO are less reliable (too narrow) compared to NONMEM estimates. Bootstrap is reasonable, but with fitting of 1000 or so problems you cannot be sure that your tails of the bootstrap distributions are not the local minimums (not to mention extra time and efforts that you need to invest in bootstrap). Summarizing, we found that NONMEM SEs provide quick and in most cases reliable information which is rarely corrected by more computer-intensive techniques. Leonid