Number of bootstrap runs needed for confidence intervals

From: Katharina Küster Date: April 21, 2008 technical Source: mail-archive.com
Dear nmusers, I have a question about bootstrap techniques. I have developed a 2-compartment PK model and I wanted to evaluate the model with the bootstrap technique. After 200 successful bootstrap runs obtained with Wings for Nonmem I calculated the parameter means of the 200 runs. Am I correct that at least 1000 bootstrap runs are needed to get correct confidence intervals? (But due to long run times and access to only 2 CPUs 1000 runs can’t be performed unfortunately.) If I calculate confidence intervals from the 200 runs, how well is the quality of them? Can I use them at all? Also I’m interested in your opinion about the following method: A prerequisite for this nethod has to be that the 200 bootstrap runs and by this the parameter values are a representing distribution of the true parameter population. Is it possible to perform a bootstrap from the bootstrap results? Is it possible to get 1000 new bootstrap parameter results by bootstrapping from the 200 old bootstrap values. And finally could I calculate from these 1000 parameter values the confidence intervals and compare them with my original model parameter values. >From my point of view this procedure can only be possible if we have the >representing distribution of the 200 runs. But how could we be sure, that this >is true? Any help or opinion is appreciated! Thanks in advance, Kati ________________________________ Katharina Kuester Pharmacist PhD student Freie Universitaet Berlin Institute of Pharmacy Dept. Clinical Pharmacy Kelchstr. 31 D-12169 Berlin Phone: +49-30-838 506 27 Fax: +49-30-838 507 11 e-mail: [EMAIL PROTECTED]
Apr 21, 2008 Katharina Küster Number of bootstrap runs needed for confidence intervals
Apr 21, 2008 Leonid Gibiansky Re: Number of bootstrap runs needed for confidence intervals