LLR test, AIC, BIC

From: David Foster david.foster@adelaide.edu.au Subject: [NMusers] LLR test, AIC, BIC Date: 10/21/2003 8:06 PM Hello all, Im not so new to PK and POPPK (but I am a recent NONMEM user)...hopefully this question isnt too silly. I have read a thread posted some time ago on this topic, but it raised a few questions for me. AIC= obj. fun + 2*NPAR BIC= obj. fun + NPAR* log(NOBS) As I understand, log(NOBS) is the natural log, and NOBS is the number of data points -is this the number of concentration-time points or the number of subjects? To examine the impact of including a covariable (no eta, just a new theta), I understand the use of the the LLR test just fine. But what about, for example, going from a 1 compartment to a 2 compartment model -there are new theta's and matching eta's. So my question is: does the "number of parameters" include theta's, eta's and sigma's? This also has an impact on AIC and BIC calculations as different results are obtained if one only counts theta's... In addition, is it very possible that a drop in OBJ that gives a significant "yes" to a 2 comp oral over a 1 comp oral model in the LLR test (counting theta's and eta's = 9.5; theta's only = 6 units drop) is often likely to be supported by the AIC, but not by the BIC -a much larger drop is needed, especially if the number of observations is large. This is to be expected, but how do people rationalize this in their model selection? -The use of diagnostic plots and other stats MPE, RMSPE etc is important here no doubt. I have also seen a correction to the AIC: AICc = obj. fun + 2*NPAR + (2*NPAR*(NPAR+1))/(NOBS-NPAR-1) Does anyone use this, and does it also apply to the BIC? I do understand that one must look at a range of other factors/plots/statistics (that I am well aware of), but LLR and AIC/BIC may be useful, and I just would appreciate the groups input. Regards, David that's the "Other David Foster" Nick -- David Foster, PhD NHMRC Research Officer Department of Clinical and Experimental Pharmacology Faculty of Health Sciences The University of Adelaide Adelaide, South Australia 5005 Tel: +61 08 8303 5985 Fax: +61 08 8224 0685 Email: david.foster@adelaide.edu.au http://www.adelaide.edu.au/Pharm/index.htm