RE: VPCs confidence intervals?
Hi Elena and Bill,
I think this has been discussed before in this forum. The VPCs central metric
are the prediction of data percentiles. If you focus on the difference between
e.g. the 5th and 95th percentile based on the simulated data you will have a
prediction interval, like Bill states. If you focus on an individual
percentile, but consider the imprecision with which it is derived, often given
as a shaded area, then it is like other metrics of imprecision a confidence
interval.
Best regards,
Mats
Quoted reply history
From: [email protected] <[email protected]> On Behalf Of
Bill Denney
Sent: den 14 mars 2019 18:10
To: Soto, Elena <[email protected]>; [email protected]
Subject: RE: [NMusers] VPCs confidence intervals?
Hi Elena,
VPCs are accurately called prediction intervals not confidence intervals. The
difference is that a prediction interval shows what you would expect for the
next individual in a study while a confidence interval shows what you would
expect for the result of a statistic (often confidence intervals of a mean are
shown). With many VPCs, the confidence interval of the median and the
confidence interval of the 5th and 95th percentiles are shown.
Also, when the lines indicate the median, 5th, and 95th percentiles of the
simulations, that is the 90% prediction interval since it is the middle 90% of
the data (not the 95% confidence interval).
Thanks,
Bill
From: [email protected]<mailto:[email protected]>
<[email protected]<mailto:[email protected]>> On Behalf
Of Soto, Elena
Sent: Thursday, March 14, 2019 12:49 PM
To: [email protected]<mailto:[email protected]>
Subject: [NMusers] VPCs confidence intervals?
Dear all,
I have a question regarding visual predictive checks (VPCs).
Most of VPCs used now, include a line representing the median and 5th and 95th
percentiles of the data values and an area around the same percentiles that is
commonly define as the 95% confidence interval (of the simulations).
But is it correct, from the statistical point of view, to call confidence
interval to this area? And if this is not the case how should we define them?
Thanks,
Elena Soto
Elena Soto, PhD
Pharmacometrician
Pharmacometrics, Global Clinical Pharmacology
Global Product Development
Pfizer R&D UK Limited, IPC 096
CT13 9NJ, Sandwich, UK
Phone : +44 1304 644883
________________________________
Unless expressly stated otherwise, this message is confidential and may be
privileged. It is intended for the addressee(s) only. Access to this e-mail by
anyone else is unauthorised. If you are not an addressee, any disclosure or
copying of the contents of this e-mail or any action taken (or not taken) in
reliance on it is unauthorised and may be unlawful. If you are not an
addressee, please inform the sender immediately.
Pfizer R&D UK Limited is registered in England under No. 11439437 with its
registered office at Ramsgate Road, Sandwich, Kent CT13 9NJ
När du har kontakt med oss på Uppsala universitet med e-post så innebär det att
vi behandlar dina personuppgifter. För att läsa mer om hur vi gör det kan du
läsa här: http://www.uu.se/om-uu/dataskydd-personuppgifter/
E-mailing Uppsala University means that we will process your personal data. For
more information on how this is performed, please read here:
http://www.uu.se/en/about-uu/data-protection-policy