RE: Successful minimization and covariance
I would not worry about the validity of your bootstrapped CI (and I would
include all the runs) but I think you have to worry that your model is
seriously over-parameterized if 60% of bootstrapped runs fail to converge. It
does not mean it is a bad model - just that the data does not permit to fit all
the parameters and you should consider fixing something, or use prior
information or add data from more intensively sampled studies.
Best Regards
Gianluca
Gianluca Nucci, PhD
Clinical Pharmacology
Pfizer PharmaTherapeutics R&D
620 Memorial Drive,
Cambridge, MA 02139
Room # 464
Office 617-551-3525
Mobile 860-405-4824
Fax 860-686-8225
Quoted reply history
From: [email protected] [mailto:[email protected]] On
Behalf Of Ayyappa Chaturvedula
Sent: Thursday, May 24, 2012 8:33 AM
To: [email protected]
Subject: [NMusers] Successful minimization and covariance
Dear Group,
This is a topic that has been discussed and different schools of thinking exist
to my knowledge. But, I want to restate my case and get some opinions. The
question is about how important to have successful minimization and covariance
if diagnostics make sense. I have developed a two compartment model with a
Phase 3 trial data and minimization was successful but covariance step was not.
I went ahead and did a 1000 run bootstrap and wanted to get the confidence
intervals of parameters. There are 60% runs that are not successfully
minimized and many other do not have covariance step successful. I put
together CI from the runs that have successful minimization and also including
all 1000 runs. There is no difference in the parameter estimate or the
confidence interval (less than 5% change in numbers). The model diagnostics
look good including VPC, NPDE plots, basic gof and a simulation to explain
another trial data. Now, my question is in this particular case do I have to
worry further to make the successful covariance step and increase the number of
runs that gets successfully minimized in the bootstrap even though I cannot
see much difference in the parameter estimates, diagnostics? My bottom line is
not going to change in anyway. I appreciate your expert opinions.
Regards,
Ayyappa