What does convergence/covariance show?
Mats,
[This thread contains several quite different directions so I've decided to try and split them]
I'm happy to agree to disagree but in fact I think we agree on the first issue.
"What has been shown by many of us is that with bootstraps or simulation under the same model and same design, convergence is not a reliable tool for detecting quality of parameter estimates. "
The second issue:
"That is far from showing its lack of value to detect overestimation in other types
of situations, most importantly model building."
i.e. convergence/covariance is of value in model building lacks any evidence that I am aware of. I'm not sure what you mean by overestimation but I am guessing it something like the term overparameterization that Leonid used.
I'd like to hear from you and Leonid how exactly you define these terms "overestimation" and "overparameterization". Can you provide a test that says a model is being "overestimated" or the model is "overparameterized"?
Nick
Mats Karlsson wrote:
> Hi Nick,
>
> Maybe Leonid's suggestion to agree to disagree was a good one but here we go
> again :)
> See below
>
> Mats
>
> Mats Karlsson, PhD
> Professor of Pharmacometrics
> Dept of Pharmaceutical Biosciences
> Uppsala University
> Box 591
> 751 24 Uppsala Sweden
> phone: +46 18 4714105
> fax: +46 18 471 4003
--
Nick Holford, Professor Clinical Pharmacology
Dept Pharmacology & Clinical Pharmacology
University of Auckland, 85 Park Rd, Private Bag 92019, Auckland, New Zealand
[email protected] tel:+64(9)923-6730 fax:+64(9)373-7090
mobile: +64 21 46 23 53
http://www.fmhs.auckland.ac.nz/sms/pharmacology/holford