PRIOR method without covariance matrix of estimates?

From: Nele Kaessner Date: October 13, 2011 technical Source: cognigen.com
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 Kner PK/PD Sciences Modelling and Simulation (RDP/MS) Nycomed: A Takeda Company Nycomed GmbH Byk-Gulden-Str. 2 D-78467 Konstanz, Germany Fon: (+49) 7531 / 84 - 4759 Fax: (+49) 7531 / 84 - 94759 mailto: nele.kaessner http://www.nycomed.com/ County Court: Freiburg, Commercial Register HRB 701257 Chairman Supervisory Board: Charles Depasse (Speaker) Management Board: Gilbert Rademacher (Speaker), Konstantin von Alvensleben, Dr. Rainer Wiartalla -------------------------------------------------------------------- The content of this email and of any files transmitted may contain confidential, proprietary or legally privileged information and is intended solely for the use of the person/s or entity/ies to whom it is addressed. If you have received this email in error you have no permission whatsoever to use, copy, disclose or forward all or any of its contents. Please immediately notify the sender and thereafter delete this email and any attachments.
Oct 12, 2011 Nele Kaessner PRIOR method without covariance matrix of estimates?
Oct 13, 2011 Nele Kaessner PRIOR method without covariance matrix of estimates?
Oct 14, 2011 Nele Kaessner PRIOR method without covariance matrix of estimates?
Oct 14, 2011 Leonid Gibiansky Re: PRIOR method without covariance matrix of estimates?
Oct 14, 2011 Norman Z Re: PRIOR method without covariance matrix of estimates?
Oct 14, 2011 Nick Holford Re: PRIOR method without covariance matrix of estimates?
Oct 15, 2011 Norman Z Re: PRIOR method without covariance matrix of estimates?
Oct 15, 2011 Leonid Gibiansky Re: PRIOR method without covariance matrix of estimates?