RE: How to calculate confidence interval (CI) and prediction interval (PI) of individual prediction (IPRED) in NONMEM
NONMEM 7.4 provides a straight-forward means of evaluating the standard error of IPRED and other table outputted parameters, by use of the option $TABLE … VARCALC=1. Please see nm743.pdf for more information on this, located at
https://nonmem.iconplc.com/nonmem743
Robert J. Bauer, Ph.D.
Senior Director
Pharmacometrics R&D
ICON Early Phase
820 W. Diamond Avenue
Suite 100
Gaithersburg, MD 20878
Office: (215) 616-6428
Mobile: (925) 286-0769
Robert.Bauer_at_iconplc.com<mailto:Robert.Bauer_at_iconplc.com>
http://www.iconplc.com/
Quoted reply history
From: owner-nmusers_at_globomaxnm.com [mailto:owner-nmusers_at_globomaxnm.com] On Behalf Of Kyun-Seop Bae
Sent: Wednesday, July 18, 2018 8:56 PM
To: nmusers_at_globomaxnm.com
Subject: [NMusers] How to calculate confidence interval (CI) and prediction interval (PI) of individual prediction (IPRED) in NONMEM
Dear NMusers,
Someone (several months ago via email) asked me how to calculate a confidence interval and prediction interval for individual prediction using R (might be with my “wnl" package”).
At that time, I suggested the delta method for a confidence interval and simulation for prediction interval like visual predictive check (VPC).
He/She then asked me how about using NONMEM script in p220 (for the prediction interval) and p221 (for the confidence interval) of Ette and William's ‘Pharmacometrics: The Science of Quantitative Pharmacology’(2007), when I could not answer about that and still recommended to use simulation technique.
Now I can answer a little more about how to calculate those (although somewhat naïve way) in NONMEM (maybe in older versions only).
NONMEM code in p220 should be corrected like the following;
“VARCP = 2*G(1,1)*G(2,1)*OMEGAF(1,2) + VARCP
“VARCP = 2*G(1,1)*G(3,1)*OMEGAF(1,3) + VARCP
“VARCP = 2*G(2,1)*G(3,1)*OMEGAF(2,3) + VARCP
“VARCP = VARCP + IPRED**2*SIGMAF(1,1) + VARCP*SIGMAF(1,1) + SIGMAF(2,2)
And, NONMEM code in p221 should be corrected like the following;
“VARCP = 2*G(1,1)*G(2,1)*OMEGAF(1,2) + VARCP
“VARCP = 2*G(1,1)*G(3,1)*OMEGAF(1,3) + VARCP
“VARCP = 2*G(1,1)*G(4,1)*OMEGAF(1,4) + VARCP
“VARCP = 2*G(2,1)*G(3,1)*OMEGAF(2,3) + VARCP
“VARCP = 2*G(2,1)*G(4,1)*OMEGAF(2,4) + VARCP
“VARCP = 2*G(3,1)*G(4,1)*OMEGAF(3,4) + VARCP
One of the references for the biggest different line is p180 of <Mood AM, Graybill F, Boes DC. Introduction to the theory of statistics. 3e. 1974>.
Sincerely,
Kyun-Seop Bae MD PhD
Professor
Department of Clinical Pharmacology and Therapeutics
Asan Medical Center, University of Ulsan, Republic of Korea