Re: 95% CI from NONMEM
Hello Jocelyn,
a simple way to calculate the 95 % confidence intervals [a,b] from
1000 simulations is to use the formula
a=mean - 1.96*SD
b=mean+1.96*SD (where 1.96 is the 97.5 % quantile of the standard
normal distribution)
The assumption you are using in this case is that the estimates are
normally distributed. The mathematical theory about maximum likelihood
estimates tells us that this is asymptotically true. But since NONMEM
uses some approximations to find the maximum likelihood estimates this
theory might not be completely right. Especially for random effects
there is some criticism about using this simple symmetric confidence
intervals centered at the mean (see for example the excellent book of
Peter Bonate "Pharmacokinetic-Pharmacodynamic Modeling and
Simulation"). A quite simple but more accurate and possible asymmetric
interval can be obtained by taking the 2,5 % lower and 97,5 % upper
quantile of your 1000 estimates(I think this is what is meant in the
paper you are talking about).
Your second question might better be answered by somebody else.
Best regards,
Sebastian Ueckert