Re: PRIOR method without covariance matrix of estimates?
Nele,
I agree with Leonid with these additional remarks:
1. The UNCONDITONAL option may still fail to produce covariance step output
2. bootstrap estimates of var-cov are more likely to be appropriate for future predictions 3. the use of priors will always introduce a more approximate impression of what you already know
Nick
Quoted reply history
On 15/10/2011 10:01 a.m., Leonid Gibiansky wrote:
> Nele,
>
> Nonmem 7.2 has UNCONDITIONAL option in cov step that would compute SEs even for problems with error in minimization.
>
> Also, it is perfectly OK to have variance-covariance computed from bootstrap; some may even argue that it is better than use Nonmem cov matrix.
>
> And finally (just an opinion) I would rather combine the data than use priors.
>
> Thanks
> Leonid
>
> --------------------------------------
> Leonid Gibiansky, Ph.D.
> President, QuantPharm LLC
> web: www.quantpharm.com
> e-mail: LGibiansky at quantpharm.com
> tel: (301) 767 5566
>
> On 10/13/2011 1:31 AM, Kaessner, Nele wrote:
>
> > Dear all,
> >
> > I am currently in a planning phase for a PopPK evaluation for an
> > upcoming study. I have already developed a PopPK model for this
> > compound, and the idea would now be to fit the available model to the
> > new data. One idea was to do this via the PRIOR functionality in NONMEM,
> > so that I do not have to mix the old data into the new data set. So now
> > I wanted to test the performance of this approach via simulations, and
> > have the following problem:
> >
> > My previously developed final model did not converge successfully
> > (terminated with rounding errors), so I do not have a covariance matrix
> > of estimates to describe the uncertainty in the THETAs. However I
> > obtained confidence intervals from a nonparametric bootstrap, and I was
> > wondering if these results can somehow be used instead for the prior
> > information.
> >
> > In some internal discussions we had the idea to just use all the
> > parameter estimates from the performed 1000 bootstrap runs, and just
> > calculate variance and covariance of THETAs from these.
> >
> > I would highly appreciate your comments on the validity of such an
> > approach, or suggestions of other alternatives.
> >
> > Thanks and best regards
> >
> > Nele
> >
> > ______________________________________________________________
> >
> > Dr. Nele Käßner
> >
> > PK/PD Sciences
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--
Nick Holford, Professor Clinical Pharmacology
Dept Pharmacology& Clinical Pharmacology
University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand
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