RE: posthoc step
From: "Kowalski, Ken" Ken.Kowalski@pfizer.com
Subject: RE: [NMusers] posthoc step
Date: Wed, December 8, 2004 9:05 am
Marc, NMusers,
I agree with your comments. I was not suggesting that the number of
observations is the only factor that determines the amount of shrinkage.
When OMEGA>>SIGMA, MAP Bayes will have less shrinkage even with sparse data
but there will still be some shrinkage. The degree of shrinkage will also
be influenced by the design (times at which samples are taken). For example
with sparse PK during a steady state dosing interval following oral
administration, there is more shrinkage for the ETAs on ka and V/F than
there is for CL/F since we often don't have rich information during the
absorption phase and V/F is better estimated during non-steady-state
conditions. So, with sparse data, depending on the placement of the time
points, there can still be a fair amount of shrinkage in one or more of the
ETAki.
I don't think you were implying this but just to be clear, the IPREDs can
fit the observations very well under sparse conditions even when there is
significant shrinkage in one or more of the individual parameter estimates.
With sparse data (e.g., fewer observations than number of parameters) if we
fit the individual model using WLS we will have over-parameterization as the
estimates will not be unique in that we can have an infinite set of
solutions that will result in essentially the same minimum value of the WLS
objective function. MAP Bayes estimates on the other hand, although they
shrink the estimates to mean (perhaps some parameters more than others) will
be unique.
A simple exercise one can do to assess the degree of shrinkage is to
calculate the sample variance for ETAki and compare that to the estimate of
OMEGAk from the population model fit. The sample variance should be smaller
and the greater the discrepancy the more shrinkage there is.
Ken