Re: Covariance matrix of parameter estimates (standard errors)

On Mon, Jul 15, 2013 at 6:52 AM, Kayode Ogungbenro < [email protected]> wrote: > Hi,**** > > I think what you need is nmsee, I have used it for similar problems in the > past. It is very easy to use and does the job nicely.**** > > ** ** > > ftp://ftp.globomaxnm.com/Public/nonmem/nmsee/**** > > http://www.cognigencorp.com/nonmem/nm/97jun101998.html**** > > http://www.cognigencorp.com/nonmem/nm/97oct171996.html**** > > ** ** > > ** ** > > Kay**** > > Kayode Ogungbenro, PhD > Research Fellow **** > > Centre for Applied Pharmacokinetic Research, Manchester Pharmacy School > The University of Manchester, Manchester, M13 9PT, U.K. > tel +44(0)161 275 2355 > fax +44(0)161 275 8349 > email: [email protected] > Websites: http://www.pharmacy.manchester.ac.uk/staff/18015 , > http://www.pharmacy.manchester.ac.uk/capkr/ **** > > ** ** > > *From:* [email protected] [mailto:[email protected]] > *On Behalf Of *NIYI ADEDOKUN > *Sent:* Monday, July 15, 2013 4:21 AM > *To:* Nick Holford; [email protected] > *Subject:* RE: [NMusers] Covariance matrix of parameter estimates > (standard errors)**** > > ** ** > > Hi Nick,**** > > Thanks a lot for your help. The replacement nmbs.bat works as you > described. I agree with your comment about the robustness of bootstrap > estimates in general, but my particular application requires the covariance > matrix for each run. **** > > On a related note, as part of development efforts for NONMEM, it would > really be helpful if any NONMEM estimates which are available in the .lst > file can be included in a $TABLE file. I realize there may be clever ways > to do this using abbreviated code but these are usually accessible to more > advanced users.**** > > ** ** > > Kind regards,**** > > JO**** > > > Date: Sun, 14 Jul 2013 07:16:14 +0200 > > From: [email protected] > > To: [email protected] > > Subject: Re: [NMusers] 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 > > > > 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 > > > > **** >