Re: Visual predictive check!
Andreas,
You've raised an important, but sometimes overlooked, point about model checking using simulation-based methods. As Andrew Gelman points out in the reference below, when comparing simulated vs observed values you need to compare apples to apples. Either incorporate a model for the missing data in the simulation and compare the subset of non-missing data only, or impute the missing observed data and compare the complete (e.g. no-missing data) data sets.
Gelman et al. Multiple Imputation for Model Checking: Completed-Data Plots with Missing and Latent Data. Biometrics 61, 74–85 , March 2005
Marc
Marc R. Gastonguay, Ph.D.
President & CEO, Metrum Research Group LLC [www.metrumrg.com]
Scientific Director, Metrum Institute [www.metruminstitute.org]
Direct: 860-670-0744 Main: 860-735-7043
Email: [EMAIL PROTECTED]
Quoted reply history
On May 23, 2008, at 6:22 AM, andreas lindauer wrote:
> Dear NMusers,
>
> I have a question regarding simulations for a VPC. When a combined residual error is used it happens that for low concentrations negative values are simulated. While this is statistically correct, I wonder if it is correct to use these results for the VPC because the distribution of the observed low concentrations is truncated by the LLOQ. So the VPC might suggest model misspecification for lower concentrations. Further, when one wants to use the model for clinical trial simulation should then the negative (BQL) values be omitted because they would never appear in reality?
>
> I would like to know how the more experienced NMusers handle this.
> Thanks in advance, Andreas.
>
> ____________________________
>
> Andreas Lindauer
>
> University of Bonn
> Department of Clinical Pharmacy
> An der Immenburg 4
> D-53121 Bonn
>
> phone:+49 228 73 5781
> fax: +49 228 73 9757