Re: Problems with an apparent compiler-senstive model
From: "Elassaiss - Schaap, J. (Jeroen)" jeroen.elassaiss@organon.com
Subject: Re: [NMusers] Problems with an apparent compiler-senstive model
Date: Thu, 3 Aug 2006 09:22:25 +0200
Mark,
Your notion about autocorrelation is interesting. I have applied some aspects of autocorrelation
- in linear cases - as part of my master's in the field of (neuro)electrophysiology. It is a
useful concept in different ways but hardly ever applied in the (pop)PK-PD world. At PAGE 2006
one poster was presented that dealt with it: http://www.page-meeting.org/?abstract=933# ;
Davidian & Giltinan furthermore discuss several examples treating autocorrelation problems. The
latter also express a number of cautions regarding estimation of autocorrelation parameters (e.g. p133
of the CRC reprint 1998; indomethacin PK example). I am not aware of any other non-linear analyses
incorporating autocorrelation.
One obviously might take signs of autocorrelation as a cue to investigate its root cause rather
than try to model it. Anyway, specific graphical analysis is needed to start with before it might
be picked up at all. And I confess that I have never attempted to go there; I also would not know
what kind of plot to make: observations or residuals, separate plots or phase plot, lagged or
time-shifted/smooth_or_model-based, which combinations thereof.
Another note: autocorrelation can also be used to correct for oversampling, essentially decreasing
the degrees of freedom.
Regarding the point you make about autocorrelation in the context of rounding errors, can you provide
some more details or examples? I would have assumed (wihtout any first-hand experience) that severe
problems arise with indirect PD behaviour in combination with second- or higher-order
autocorrelation, i.e. irregular oscillations in the same frequency domain.
Excuse me for drifting way of topic.
Best regards,
Jeroen