RE: WRES AND OUTLIER IDENTIFICATION/EXCLUSION
From: Mats Karlsson [mailto:mats.karlsson@farmbio.uu.se]
Subject: RE: [NMusers] WRES AND OUTLIER IDENTIFICATION/EXCLUSION
Date: Monday, October 02, 2006 5:08 PM
Hi Ken,
Allowing varying residual variability between subjects provide you with
an estimate of which individuals' data for which the model doesn't fit,
whether it is through error, outlier or model misspecification. If you use a
prespecified criteria, I don't think this will change - your criteria
(if it is any good) will still identify observations for which the model
doesn't fit. These will represent errors, outliers or data where model
misspecification is pronounced. I'm not sure why you think you could,
through the somewhat ad hoc procedure of e.g. IWRES>x strike a better
balance and only get errors and not model misspecification.
Regarding classification of data points as outliers or not, I guess
classification is always destroying information. Why would you want to
classify? However, I guess that you could get the information to
classified by "just" evaluating the OFV for the 2**Ni possibilities, where Ni is
the number of observations for subject i.
On the practical side, a drawback of the individual observation mixture
model is of course that it requires the LAPLACIAN method (unless Matt
has pulled off another stunt!).
Thanks for the entertaining discussion, but tomorrow morning I'm off for
vacation so don't expect any quick reply on further comments.
Best regards,
Mats
Mats Karlsson, PhD
Professor of Pharmacometrics
Div. of Pharmacokinetics and Drug Therapy
Dept. of Pharmaceutical Biosciences
Faculty of Pharmacy
Uppsala University
Box 591
SE-751 24 Uppsala
Sweden
phone +46 18 471 4105
fax +46 18 471 4003
mats.karlsson@farmbio.uu.se