RE: simulation

From: "Kowalski, Ken" - Ken.Kowalski@pfizer.com Subject: RE: [NMusers] simulation Date: 1/27/2004 1:10 PM Xiaofeng, Essentially what you are asking for are the standard errors (SEs) for the IPREDs. These SEs are not easy to get as they involve a second level of estimation provided by the empirical Bayes predictions of the ETAs. You might be able to trick NONMEM to provide the covariance matrix for the ETA predictions by constructing single subject datasets where the ETAs are the parameters you want to estimate to minimize the OFV and the $COV output from such NONMEM runs would provide the covariance matrix of these ETA predictions. I believe examples of this are provided somewhere in the NONMEM manuals and/or one of the NONMEM workshop course notes. However, I don't know if this approach gives you the same ETA predictions as what NONMEM provides directly from the posthoc and/or conditional estimation methods when fitting the population model. Even so, once you get the covariance matrix of the ETA predictions for a given subject you still need to do some sort of linearization to get the SEs for the IPREDs (incorporating both the uncertainty in the population estimates and the ETA predictions). A few years ago I was interested in looking at whether an improvement could be made on the original GAM procedure by using the covariance matrix of the ETA predictions to properly weight them in the GAM estimation. I came to the conclusion that estimating these covariance matrices for the ETA predictions was more trouble than its worth. I'm interested if anyone else in Nmusers has tried to do this and whether they have a slicker approach to obtain these SEs. Regards, Ken