Re: What does convergence/covariance show?

Hi Nick, I am not sure how you build the models but I am using convergence, relative standard errors, correlation matrix of parameter estimates (reported by the covariance step), and correlation of random effects quite extensively when I decide whether I need extra compartments, extra random effects, nonlinearity in the model, etc. For me they are very useful as diagnostic of over-parameterization. This is the direct evidence (proof?) that they are useful :) For new modelers who are just starting to learn how to do it, or have limited experience, or have problems on the way, I would advise to pay careful attention to these issues since they often help me to detect problems. You seem to disagree with me; that is fine, I am not trying to impose on you or anybody else my way of doing the analysis. This is just an advise: you (and others) are free to use it or ignore it :) Thanks Leonid -------------------------------------- Leonid Gibiansky, Ph.D. President, QuantPharm LLC web: www.quantpharm.com e-mail: LGibiansky at quantpharm.com tel: (301) 767 5566 Nick Holford wrote: > 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