Re: Re: FO vs FOCE vs LAPLACIAN

From: Nick Holford <n.holford@auckland.ac.nz> Subject: Re: [NMusers] Re: FO vs FOCE vs LAPLACIAN Date: Fri, 18 Jul 2003 19:16:28 +1200 Mike, You are correct that NONMEM relies on approximations to get its estimates. However, the measure of imprecision that might be provided by the covariance step is also affected by these same approximations so getting NONMEM's asymptotic SE does not help to correct for any bias arising from the approximations. I do not agree that because the FIM is not invertable that the parameter estimates are not any good. It is only the estimates of the uncertainty of the parameters under the assumptions used to derive asymptotic standard errors that is a problem. That said, if you want a better estimate of parameter imprecision (under the assumption that the approximation is not too harmful) then I would recommend using the bootstrap method ( http://wfn.sourceforge.net/wfnbs.htm). This at least does not require one to make the assumption that the parameter uncertainty is normally distributed when one wants to define a confidence interval and is more or less guaranteed to give you some idea of the confidence interval. A second method is to use the likelihood profile but this depends on the assumption that changes in objective function are chi-squared distributed under the null -- an assumption known to be false (especially for FO). Nick -- Nick Holford, Dept Pharmacology & Clinical Pharmacology University of Auckland, 85 Park Rd, Private Bag 92019, Auckland, New Zealand email:n.holford@auckland.ac.nz tel:+64(9)373-7599x86730 fax:373-7556 http://www.health.auckland.ac.nz/pharmacology/staff/nholford/