RE: AW: CompareModels

From: Joachim Grevel Date: January 18, 2011 technical Source: mail-archive.com
Dear Dirk, If your full model has 4 parameters more than your reduced model, and you estimate all four of them, it does not matter how many observations contribute to each of them. Thus you should evaluate Diff_OFV at 4 degrees of freedom. Happy modelling, Joachim Joachim Grevel, PhD Scientific Director BAST Inc Limited BioCity Nottingham Pennyfoot Street Nottingham, NG1 1GF Tel: +44 (0)115 8120497
Quoted reply history
From: [email protected] [mailto:[email protected]] On Behalf Of Garmann, Dirk Sent: 18 January 2011 13:07 To: [email protected] Subject: [NMusers] AW: CompareModels Dear NONMEM-Users, I would like to raise a question which might be rather simple for experienced users. However I didn’t find the answer in the NONMEM user`s guide. Any help would be highly appreciated. That’s the question: Which degree of freedom must be used to compare the objective function if a reduced model is compared with a full model and eliminated Thetas are related to one variable? NONMEM code (relevant part): yyy1=0 yyy2=0 yyy3=0 yyy4=0 IF (yyy.EQ.1) yyy1=1 IF (yyy.EQ.2) yyy2=1 IF (yyy.EQ.3) yyy3=1 IF (yyy.EQ.4) yyy4=1 TEFF=TVBL*((SCORE1/3)**THETA(9))*(THETA(11)**yyy1)*(THETA(12)**yyy2)*(THETA( 13)**yyy3)*(THETA(14)**yyy4) In NONMEM user guide it is written that: This statistic is approximately distributed chi-square (c2) with q degree of freedom, where q is the number of parameters whose values are fixed in the reduced model. For an a-level test, compare C2 to c1-a 2 (q ), the 100(1-a) percentile of the c2 distribution. In particular, when exactly one parameter of the full model is fixed in the reduced model, a decrease of 3.84 in the minimum value of the objective function is significant at p<.05. In this case since 4 Thetas are fixed in the reduced model, according to the user guide, chi-square should be used to assess the level of significance with a reduced degree of freedom of 4 (e.g. by function in excel) However: Although 4 thetas are estimated to describe the effect, the thetas will influence only 1 parameter. For each observation, one Theta is estimated whereas the rest is set to 0 (see code above), therefore I am not certain if I should use a degree of freedom reduced by 1 or by 4 to compare both models. Many thanks on advance Dirk Dirk Garmann, PhD Clinical Scientific Expert /Pharmacokineticist Merz Pharmaceuticals Clinical Pharmacology Eckenheimer Landstrasse 100 60318 Frankfurt Phone +49 (69) 1503 720 _____ Merz Pharmaceuticals GmbH, Frankfurt am Main Amtsgericht Frankfurt am Main, HRB 53808 Geschäftsführung: Dr. Martin Zügel (Vors.), Dr. Alexander Gebauer, Dr. Eugen Wilbert _____ Die vorgenannten Angaben der E-Mail haben grundsätzlich nur informativen Charakter. Dies ist kein Anerkenntnis, dass es sich beim Inhalt dieser E-Mail um eine rechtsverbindliche Erklärung der entsprechenden Gesellschaft der Merz Gruppe handelt, es sei denn dies ist ausdrücklich als solches formuliert. Erklärungen, die eine Gesellschaft der Merz Gruppe verpflichten sollen, bedürfen jeweils der Unterschrift durch zwei zeichnungsberechtigte Personen dieser Gesellschaft. Diese E-Mail enthält vertrauliche und/oder rechtlich geschützte Informationen. Wenn Sie nicht der richtige Adressat sind oder diese E-Mail irrtümlich erhalten haben, informieren Sie bitte sofort den Absender und vernichten Sie diese E-Mail. Das unerlaubte Kopieren sowie die unbefugte Weitergabe dieser E-Mail ist nicht gestattet.
Jan 18, 2011 Dirk Garmann AW: CompareModels
Jan 18, 2011 Joachim Grevel RE: AW: CompareModels