Re: Confidence intervals of PsN bootstrap output
I thought that the original post was "results at a boundary should NOT be discarded" and Nick reply was just a typo. If it was not a typo, I would disagree and argue that all results should be included: Each data set is a particular realization. We should be able to use all of them. If some realizations are so special that the model behaves in an unusual way (with any definition of unusual: non-convergence, not convergence of the covariance step, parameter estimates at the boundary, etc.) we either need to accept those as is, or work with each of those special data sets one by one to push to the parameter estimates that we can accept, or change the bootstrap procedure (add stratification by covariates, by dose level, by route of administration, etc.) so that all data sets behave similarly.
Leonid
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Leonid Gibiansky, Ph.D.
President, QuantPharm LLC
web: www.quantpharm.com
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Quoted reply history
On 7/10/2011 2:57 PM, Stephen Duffull wrote:
> Nick, Jakob, Marc et al
>
> > Thanks for your helpful comments. I agree with you that any results that
> > are at a boundary should be discarded from the bootstrap distribution.
>
> On the whole I the sentiments in this thread align with anecdotal findings from
> my experience. But, I was just wondering how you define your boundaries for
> variance and covariance parameters (e.g. OMEGA terms)?
>
> For variance terms, lower boundaries seems reasonably straightforward (e.g. 1E-5
> seems close to zero). Upper boundaries are of course open, for the variance of a
> log-normal ETA would 1E+5 or 1E+4 be large enough to be considered close to a
> boundary? At what value would you discard the result? At what correlation value
> would you discard a result (>0.99,> 0.97...) as being close to 1. Clearly if
> this was for regulatory work you could define these a priori after having chosen any
> arbitrary cut-off. But the devil here lies with the non-regulatory work where you
> may not have defined these boundaries a priori.
>
> Steve
> --
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