Re: Covariance matrix of parameter estimates (standard errors)
JO,
Sorry - I didn't understand your earlier request because I had not ever thought anybody would be interested in those values.IMHO there is almost no reason to collect this information because the bootstrap parameter estimates will give you a more reliable variance-covariance matrix of the estimates.
I will send you separately a replacement nmbs.bat file for use with WFN. This collects any .cov file that is produced as a single file which will be in the results directory when nmgosim (or nmbs) finishes. You have to set the nmraw variable to n or y in order to get this behaviour.
Its up to you to figure out how to extract and use the numbers :-)
Best wishes
Nick
Quoted reply history
On 14/07/2013 3:32 a.m., NIYI ADEDOKUN wrote:
> Hi Nick,
>
> Thanks for your response. I realize the RSEs of the parameter estimates are included in the .smy file but what I actually need is the variance-covariance matrix of the estimates. For example, I am thinking of a table containing the variance of theta(1), variance of theta(2) as well as the covariance between theta(1) & theta(2). These values are usually provided in the .lst file following an estimation run but I would like to have them for all the simulation/estimation runs with a successful covariance step. Since these estimates are in the .lst file, there should be some way of outputting them to a table for further analysis.
>
> Kind regards,
>
> JO
>
> > Date: Sat, 13 Jul 2013 10:06:38 +0200
> > From: [email protected]
> > To: [email protected]
>
> > Subject: Re: [NMusers] Covariance matrix of parameter estimates (standard errors)
>
> >
> > JO,
> >
> > *IF* NONMEM is able to complete the covariance step then the relative
> > standard errors are included in the WFN nmgosim output file.
> >
> > You will not find the RSE values if a) you did not include $COV in the
> > control stream or b) NONMEM failed in the covariance step.
> >
> > You can test nmgosim with WFN by running:
> >
> > nmgosim theopd_gosim theopd_gest 1 5
> >
>
> > in the WFN run directory. You will find all the parameters and their RSE
>
> > values in run\theopd_goest.reg\theopd_goest.smy
> >
> > Usually there is little interest in calculating these asymptotic RSE
> > values because the parametric bootstrap performed by nmgosim gives more
> > reliable estimates of the RSE and confidence intervals of parameters.
> >
> > Nick
> >
> > On 12/07/2013 10:09 p.m., NIYI ADEDOKUN wrote:
> > > Dear All,
> > > Is there a simple way to include the standard errors of parameter
> > > estimates (as found in the .cov file) in an output table following
>
> > > sequential simulation and estimation in NONMEM? On a related note, the
>
> > > NMGOSIM command in Wings for NONMEM does not appear to include the
>
> > > .cov file in its output - is there a workaround such that the standard
>
> > > errors of estimates (e.g. SETHET) can be included in the summary file?
> > >
> > > Kind regards,
> > > JO
> > >
> > >
> >
> > --
> > Nick Holford, Professor Clinical Pharmacology
> > Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A
> > University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand
> > office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99
> > email: [email protected]
> > http://holford.fmhs.auckland.ac.nz/
> >
>
> > Holford NHG. Disease progression and neuroscience. Journal of Pharmacokinetics and Pharmacodynamics. 2013;40:369-76 http://link.springer.com/article/10.1007/s10928-013-9316-2 > Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for babies and adults. J Pharm Sci. 2013: http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract > Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. 2013;2: http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html > Holford NHG. Clinical pharmacology = disease progression + drug action. British Journal of Clinical Pharmacology. 2013: http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract
>
> >
> >
--
Nick Holford, Professor Clinical Pharmacology
Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A
University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand
office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99
email: [email protected]
http://holford.fmhs.auckland.ac.nz/
Holford NHG. Disease progression and neuroscience. Journal of Pharmacokinetics
and Pharmacodynamics. 2013;40:369-76
http://link.springer.com/article/10.1007/s10928-013-9316-2
Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for babies and
adults. J Pharm Sci. 2013:
http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract
Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. 2013;2:
http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html
Holford NHG. Clinical pharmacology = disease progression + drug action. British
Journal of Clinical Pharmacology. 2013:
http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract