Re: Covariance matrix of parameter estimates (standard errors)

From: Nick Holford Date: July 14, 2013 technical Source: mail-archive.com
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
Jul 12, 2013 Niyi Adedokun Covariance matrix of parameter estimates (standard errors)
Jul 13, 2013 Nick Holford Re: Covariance matrix of parameter estimates (standard errors)
Jul 14, 2013 Niyi Adedokun RE: Covariance matrix of parameter estimates (standard errors)
Jul 14, 2013 Nick Holford Re: Covariance matrix of parameter estimates (standard errors)
Jul 15, 2013 Niyi Adedokun RE: Covariance matrix of parameter estimates (standard errors)
Jul 15, 2013 Kayode Ogungbenro RE: Covariance matrix of parameter estimates (standard errors)
Jul 15, 2013 Tim Bergsma Re: Covariance matrix of parameter estimates (standard errors)