Confidence interval calculations

Colleagues I have fit an exposure response model using NONMEM — the optimal model is a segmented two-part regression with Cp on the x-axis and response on the y-axis. The two regression lines intercept at the cutpoint. The parameters are: slope of the left regression cutpoint between regressions “intercept” — y value at the cutpoint slope of the right regression (fixed at zero; models in which the value was estimated yielded similar values for the objective function) I have been asked to calculate the confidence interval for the response at various Cp values. Above the cutpoint, this seems straightforward: a. if NONMEM yielded standard errors, the only relevant parameter is the y value at the cutpoint and its standard error b. if NONMEM did not yield standard errors, the confidence interval could come from either likelihood profiles or bootstrap My concern is calculating at Cp values below the cutpoint, for which both slope and intercept come into play. Any thoughts as to how to do this in the presence or absence of NONMEM standard errors? The reason that I mention with / without presence of SE’s is that this model was fit to two different datasets, one of which yielded SE’s, the other not. Any thoughts on this would be appreciated. Dennis Dennis Fisher MD P < (The "P Less Than" Company) Phone: 1-866-PLessThan (1-866-753-7784) Fax: 1-866-PLessThan (1-866-753-7784) www.PLessThan.com http://www.plessthan.com/