Re: Confidence interval calculations

On 12/10/2015 11:23 AM, Fisher Dennis wrote: > 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/