RE: Bootstrap in combination with PRIOR?
Jacob,
I am guilty of having performed such a bootstrap (but didn't do any of the
testing you describe). Anyway, here's an opinion: By using prior in nonmem
you are trying to get an approximation of what the pooled data fit would be and
get an OFV that is theoretically the same as if you did the pooled analysis.
Similarly I would think that such a bootstrap gives a measure of uncertainty
that is similar as would be found if you had pooled data - so if you increase
uncertainty on the prior element, then I would imagine you would get increase
in bootstrap uncertainty, the magnitude of which will vary depending on the
relative contribution of the data and prior (and thereby tell you whether
information is coming from the data or the prior). For this reason, I think
without some exhaustive simulation exercise with lots of permutations of data
and prior informativeness, there is probably no straight-forward answer as to
how prior uncertainty affects bootstrap uncertainty, and would just try a
couple of bootstraps with increased uncertainty in the priors of parameters
that you think might be overly-influenced to see what happens.
BW,
Joe
Joseph F Standing
MRC Fellow, UCL Institute of Child Health
Antimicrobial Pharmacist, Great Ormond Street Hospital
Honorary Lecturer, London School of Pharmacy
Mobile: +44(0)7970 572435
Quoted reply history
________________________________
From: [email protected] [[email protected]] On Behalf Of
Brogren Jacob [[email protected]]
Sent: 22 December 2011 12:58
To: [email protected]
Subject: [NMusers] Bootstrap in combination with PRIOR?
Dear nmusers,
Merry Holiday! (you may change the variable ‘Holiday’ to an arbitrary value)
First, accept my humble excuse – I can’t share any code for this example.
I’m assessing a model where $PRIOR is used to stabilize the fit of an ‘old’
model to sparse data using NONMEM. It seems to be the only way forward. Using
the final model the Applicant has then performed a non-parametric bootstrap
(N=1000) to investigate i.a. robustness of the model parameter estimates.
>From a non-scientific literature search (Google Scholar “NONMEM + PRIOR +
>Bootstrap”) some examples show up where Bootstrap and PRIOR has been combined.
I’m curious about if any nm-user has investigated how much and in what way the
prior distribution of parameters affect the bootstrap estimates (eg. 2.5th,
50th and 97.5th percentiles)? I would guess that the stronger the prior the
more it would affect the outcome of a bootstrap. Or is that a misconception?
Cheers
Jacob
[cid:[email protected]]
Medical Products Agency
Jacob Brogren
Assessor
Efficacy and Safety 2
P.O. Box 26, SE-751 03 Uppsala, Sweden
Visiting address: Dag Hammarskjölds väg 42
Phone: + 46 (0) 18 17 47 64, switchboard: + 46 (0) 18 17 46 00
Mobile: + 46 (0) xxx xx xx, Fax: + 46 (0) 18 54 85 66
http://www.lakemedelsverket.se
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