Parameter uncertainty in simulations

Dear all, I would appreciate to learn your experience and tips on how to a) estimate parameter uncertainty, and b) sample from such uncertainty in simulations. References would also be much appreciated. In the archives there is mention of parameter uncertainty, but I could not find this subject discussed directly. Hopefully, we may start an informative thread. Methods I found mentioned for estimating parameter uncertainty are either taking the covariance matrix from NONMEM, or obtaining the - not necessarily normally distributed - covariance structure from a non-parametric bootstrap. Estimation and simulation can be quick, but a bootstrap of 1000 replicates or more often is not done that quickly. It may be quicker to use the NONMEM covariance matrix. When should one not do this, or how could one tell that actually there may be problems with using the reported precision of parameters in NONMEM, and the true uncertainty is much better estimated via the bootstrap? When taking the parameter precision from NONMEM's covariance matrix, should one log transform parameters and estimate random subject level and residual error parameters as thetas, added to fixed etas and sigmas? (See also: http://www.cognigencorp.com/nonmem/current/2008-July/1060.html) I have seen an example for a PKPD model where the concentration effect relationship is modelled as a linear relationship with estimation of slope and inter-patient variability in slope. When parameters are not transformed, NONMEM reports a precision of 48% in the population slope and 99% in the variance, however these both drop to 7% after the transforms. Are these typical of the reductions in biased estimation of parameter uncertainty we seek, or may such large changes prompt you to further examine the model and / or trigger you to run the bootstrap? Thank you for your thoughts and responses. Kind regards, Mendel Mendel Jansen Director Modeling and Simulation Clinical Pharmacology and Translational Medicine Eisai Limited London UK e-mail [email protected] Eisai Limited Registered in England No. 2242511 Registered Address: 3, Shortlands, London W6 8EE, UK Please note our new telephone no. is +44 (0) 845 676 1400 and the fax is +44 (0) 845 676 1401. THIS EMAIL AND ANY ATTACHED FILES ARE CONFIDENTIAL. If you are not the intended recipient you are notified that any disclosure, reproduction,copying, distribution, or action taken in reliance on the contents of this information is strictly prohibited. If you have received this transmission in error please notify the sender immediately and then delete this email. Email transmission cannot be guaranteed to be secure or error free as information could be intercepted, corrupted, lost, destroyed,arrive late or incomplete, or contain viruses. The company/sender accepts no liability for any changes made to this email during transmission or any damage caused by any virus transmitted by this email. Any views or opinions expressed in this email are solely those of the author and do not necessarily represent those of the company. The company/sender accepts no liability for the content of this email, or for the consequences of any actions taken on the basis of the information provided, unless that information is subsequently confirmed in writing.