RE: Number of significant digits in final estimate.

________________________________ From: [email protected] [[email protected]] on behalf of Woot de Trixhe, Xavier [JRDBE] [[email protected]] Sent: Wednesday, October 10, 2012 2:07 PM To: [email protected]; [email protected] Subject: RE: [NMusers] Number of significant digits in final estimate. Hi Kyun-Seop, Thanks, this confirms what I was suspecting. Naively I had hoped that it would give me the number of significant digits in the reported values… Unfortunately it seems that the number of significant digits can in the reported values can be quite smaller then the “NO. OF SIG. DIGITS IN FINAL EST.” >From the one experiment I’ve conducted since yesterday -comparing the values >of the .ext file produced by nonmem7.2 with PRINT 1 in $EST- I got nsig=1.6 on >the original scale and nsig=3.3 for the UCP. So –as you seemed to have explored– used as a stop criterion not much attention need to be paid to this value. But as an assessment of the numerical precision of your estimates it can be misleading. Would this make a good summery? K. Regads, Xavier From: Kyun-Seop Bae [mailto:[email protected]] Sent: 10 October 2012 00:52 To: Woot de Trixhe, Xavier [JRDBE]; [email protected] Subject: RE: [NMusers] Number of significant digits in final estimate. Dear Xavier, You can see the following comments at ZXMIN1.FOR within \NMVI\nm folder (not for NONMEM 7): C SIGD IS DISTANCE BETWEEN SOLUTION AND PUTATIVE MIN. PT. C I.E., NUM OF SIG DIGITS SHARED BETWEEN THE TWO POINTS “PUTATIVE MIN. PT” represents: current minimum point, current iterated-estimate. In a simple way, you can think it is the value like the following SIG DIGITS = -log10(difference of current iterated-estimate and previous iterated-estimate) Sig digits exists for every theta, omega, sigma estimates, however NONMEM prints out the minimum value among them. (We use 10 as the base of logarithm, because we uses decimal numbers not binary or octal numbers.) (Usually printed iterated-estimates are not long (precise) enough to calculate the above.) This value is calculated with UCP(unconstrained parameter, previously it is called as STP-scaled transformed parameter), not with original scale. So you should not apply it to the original scale. Sig digits in original scale is usually longer than the one printed. If we say more theoretically, algorithmically some kind of boundary (from current iterated-estimate to the true value) can be calculated like the above equation: Sig Digits (Digits of shared) = -log10(difference of current iterated-estimate and true value) Years ago, I thought this could supplement standard error (SE), However, in my calculation, this boundary was usually larger than the 2*SE. NONMEM uses this SIG DIGITS as one of the criteria for successful termination, while other softwares do not. So, my recommendation is that you should not give too much meaning or importance to this. While I test many covariate models searching for a full model, I do not hesitate to use even SIG=1 option. This may help you. Kyun-Seop ======================= Kyun-Seop Bae MD PhD Associate Professor Department of Clinical Pharmacology and Therapeutics Asan Medical Center, University of Ulsan 88, Olympic-ro 43-gil, Sonpa-gu, Seoul 138-736, Republic of Korea Email: [email protected]<mailto:[email protected]> Department Homepage: http://cpt.amc.seoul.kr Blog: http://ksbae.blogspot.kr From: [email protected]<mailto:[email protected]> [mailto:[email protected]] On Behalf Of Woot de Trixhe, Xavier [JRDBE] Sent: Tuesday, October 09, 2012 9:00 PM To: [email protected]<mailto:[email protected]> Subject: [NMusers] Number of significant digits in final estimate. Hi, NO. OF SIG. DIGITS IN FINAL EST.: 3.1 I cannot seem to find any references to the method by which this number is computed. Xavier Woot de Trixhe, ir. Scientist, AM&S Clinical Pharmacology Tel: +32 (0)14 60 29 70 Janssen Research & Development Turnoudseweg 30 2340 Beerse, Belgium 0ITERATION NO.: 13 OBJECTIVE VALUE: -14134.5071734877 NO. OF FUNC. EVALS.: 9 CUMULATIVE NO. OF FUNC. EVALS.: 102 PARAMETER: -2.2522E-01 -3.6013E-01 -4.2825E-01 -2.6114E-01 -1.1966E-01 GRADIENT: 7.0164E-01 -5.8463E-01 6.5547E-01 -2.4262E-01 4.5721E-01 0ITERATION NO.: 14 OBJECTIVE VALUE: -14134.5077100038 NO. OF FUNC. EVALS.: 9 CUMULATIVE NO. OF FUNC. EVALS.: 111 PARAMETER: -2.2569E-01 -3.5945E-01 -4.2828E-01 -2.6031E-01 -1.2046E-01 GRADIENT: -1.4959E-01 1.3902E-01 7.6061E-02 1.5026E-01 8.2916E-02 0ITERATION NO.: 15 OBJECTIVE VALUE: -14134.5077558209 NO. OF FUNC. EVALS.: 9 CUMULATIVE NO. OF FUNC. EVALS.: 120 PARAMETER: -2.2560E-01 -3.5959E-01 -4.2829E-01 -2.6071E-01 -1.2073E-01 GRADIENT: 8.5892E-03 -2.6632E-03 -8.2743E-02 -3.7853E-02 -4.3828E-02 0ITERATION NO.: 16 OBJECTIVE VALUE: -14134.5077558209 NO. OF FUNC. EVALS.: 6 CUMULATIVE NO. OF FUNC. EVALS.: 126 PARAMETER: -2.2560E-01 -3.5959E-01 -4.2829E-01 -2.6071E-01 -1.2073E-01 GRADIENT: 8.5892E-03 -2.6632E-03 -8.2743E-02 -3.7853E-02 -4.3828E-02 Elapsed estimation time in seconds: 8.85 #TERM: 0MINIMIZATION SUCCESSFUL NO. OF FUNCTION EVALUATIONS USED: 126 NO. OF SIG. DIGITS IN FINAL EST.: 3.1 ETABAR IS THE ARITHMETIC MEAN OF THE ETA-ESTIMATES, AND THE P-VALUE IS GIVEN FOR THE NULL HYPOTHESIS THAT THE TRUE MEAN IS 0. ETABAR: -3.6834E-05 -6.9519E-04 SE: 2.4522E-02 2.8113E-02 P VAL.: 9.9880E-01 9.8027E-01 ETAshrink(%): 9.8124E-02 4.3006E-01 EPSshrink(%): 1.7170E+00