RE: Model building
Dear Luis,
I guess your biggest concern regarding the residuals is whether residuals are
independent and identically distributed (i.i.d.). I think residual analysis
becomes more important, if you have only a few samples
per subject, since it is much easier to judge the goodness of fit on a DV vs.
TIME plot on linear and semi-log scale in the case of many samples per subject.
Could you please give us some examples where you made a real-life decision
based on one of the types of residual plots which you would not have been able
to make from a thorough analysis of individual fit vs. time plots or from basic
and advanced (visual) predictive checks?
I would be especially interested in the type of residuals you found most
helpful, types of observed variables, the study design, and software for
calculation of the residuals when you found those residuals were most helpful.
Best wishes
Juergen
Jurgen Bulitta, Ph.D., Senior Scientist
Ordway Research Institute, Albany, NY
Quoted reply history
From: [email protected] [mailto:[email protected]] On
Behalf Of [email protected]
Sent: Wednesday, December 09, 2009 12:29 PM
To: [email protected]
Subject: RE: [NMusers] Model building
Dear All,
For the sake of correctness, Residuals Analysis is one of the most relevant
topics in the field of Regression. The very notion of objective function is
nothing more than a single characteristic of a type of residuals. So, raw
residuals, standardized residuals, partial residuals, studentized residuals and
so on, are essential to assess serial correlation, collinearity, leverage,
hat-matrix, scedasticity, transformations, and on, and on, particularly in
multivariable and nonlinear regression. The fact that Nonmem only provides some
residuals by default does not mean we should look at them and even calculate
others. Using just the value of the objective function and a predictive check
measure is like stirring a boat in the fog with the eyes just glued on the bow.
The picture is much broader. Please check the extensive literature on
Regression and model identification.
Cheers
Luis
-----------------------
Luis Pereira, PhD
Associate Professor
Childrens' Hospital Boston
Harvard Medical School
Boston MA02115
________________________________
From: [email protected] on behalf of Nick Holford
Sent: Fri 12/4/2009 10:14 PM
To: nmusers
Subject: Re: [NMusers] Model building
Leonid,
I rely on the objective function for model development. Note the word objective.
I have never looked at a RES or WRES plot except to laugh at the subjective
foolishness one can imagine there. Note the word subjective.
Of course one can run into problems by looking only at the objective function
but that is when the VPC is most helpful. I like to use the VPC to decide which
model(s) are fit for purpose.
Thank you for recognizing my extreme views. I prefer to be an outlier than lost
among the pseudo-random residuals :-)
Nick
Leonid Gibiansky wrote:
Hi Nick,
As usual, you are very extreme. VPC could be more sensitive in some cases but
the first step is to get the model with good fits, RES, WRES plots. The
original question was whether to choose the model with numerical problems but
good WRES plots versus converged problem with bad WRES plots. Your answer
effectively means: do VPC fists, then decide.
Let me disagree and recommend the model with better WRES plots even if this
model does not converge.
Thanks
Leonid
--------------------------------------
Leonid Gibiansky, Ph.D.
President, QuantPharm LLC
web: http://www.quantpharm.com/
e-mail: LGibiansky at quantpharm.com
tel: (301) 767 5566
Nick Holford wrote:
Indranil Bhattacharya wrote:
"So my question is whether the fits, RES, WRES plots and the ofv values have
meaning even when the minimization terminates"
I do not agree with Joachim that RES, WRES are useful. IMHO these have almost
no diagnostic merit except for the most extreme cases of a bad model.
Simulation based diagnostics (VPC, SPC) have better diagnostic properties and
are being actively evaluated by many groups interested in modelling methodology.
See Karlsson MO, Savic RM. Diagnosing model diagnostics. Clin Pharmacol Ther.
2007 Jul;82(1):17-20. for a demonstration of the problems.
Nick
Thanks Joachim, that is what I thought. I wanted to be sure that I invest time
building the right model and not just some model which works (converges) but is
biased.
Neil
On Fri, Dec 4, 2009 at 3:31 AM, Grevel, Joachim
<[email protected]<mailto:[email protected]>
<mailto:[email protected]><mailto:[email protected]>>
wrote:
Hi Neil,
You ask:
"So my question is whether the fits, RES, WRES plots and the ofv
values have meaning even when the minimization terminates"
The answer: you bet they matter! Residual plots are the most
informative output NONMEM gives you. They should guide you when
you determine the basic structure of your model that is supported
by the data. Successful termination, covariance step, standard
errors, Eigen values, messages, warnings... are just icing on the
cake vis-a-vis the residual plots.
These are my two pennies worth of advice,
Joachim
*Joachim Grevel *
Senior Pharmacometrician
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*From:* [email protected]<mailto:[email protected]>
<mailto:[email protected]><mailto:[email protected]>
[mailto:[email protected]
<mailto:[email protected]><mailto:[email protected]>]
*On Behalf Of *Indranil
Bhattacharya
*Sent:* 03 December 2009 15:41
*To:* [email protected]<mailto:[email protected]>
<mailto:[email protected]><mailto:[email protected]>
*Subject:* [NMusers] Model building
Hi, I am in the process of developing a PK/PD model and have a
naive question regarding model building.
I currently do not have all the PD data and more data would be
available in the future. For the current data set, I have tried
models say A to D.
Now model A (cell kill) and B (cell kill +transduction) converges
using FOCE (no CV% but I am willing to live with that) but from
the RES and WRES plots we can clearly see that there is some bias.
The fit is OK but not great. The ofv values are around 400.
Now models B (cell cycle specific kill), C (cell + precursor cell
kill +transduction) and D (cell cycle specific + indirect response
model) do not converge using FO or FOCE methods but when I look at
the fits from the terminated runs, the fits are much better than
those obtained with Model A, and there seems very little bias.
Also the ofv values are between 160-250.
So my question is whether the fits, RES, WRES plots and the ofv
values have meaning even when the minimization terminates.
Regards
Neil
-- Indranil Bhattacharya
--
Indranil Bhattacharya
--
Nick Holford, Professor Clinical Pharmacology
Dept Pharmacology & Clinical Pharmacology
University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand
tel:+64(9)923-6730 fax:+64(9)373-7090 mobile:+64(21)46 23 53
email: [email protected]<mailto:[email protected]>
http://www.fmhs.auckland.ac.nz/sms/pharmacology/holford
--
Nick Holford, Professor Clinical Pharmacology
Dept Pharmacology & Clinical Pharmacology
University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand
tel:+64(9)923-6730 fax:+64(9)373-7090 mobile:+64(21)46 23 53
email: [email protected]<mailto:[email protected]>
http://www.fmhs.auckland.ac.nz/sms/pharmacology/holford