RE: Describing variability

From: "Kowalski, Ken" Subject: RE: [NMusers] Describing variability Date:Wed, 2 Apr 2003 09:26:21 -0500 Steve, Agreed. And to take it one step further, a model with rounding errors may only be a 'fraction more' ill-conditioned than a model that converged but with a failed $COV step. Accepting a model solely on the basis of whether NONMEM says it converged is another example of the all-or-nothing response that may not be sensible. We need to make better use of the diagnostics that NONMEM provides to evaluate the stability of our model rather than just relying on these all-or-nothing flags. Although poor precision will typically be associated with estimates of over-parameterized models, my concern is more with the potential inaccuracies (biases) of these estimates as the ill-conditioned model could converge to a local minimum or saddle point even if the model provides a good fit to the data. Hopefully, if such wildly biased estimates are obtained they will be obviously unreasonable, but I don't know if we will always realize it when we are building very complex models. Ill-conditioning is not a trivial matter that we should be dismissing lightly. Regards, Ken