RE: Statistical power computation based on the wald test
Hi Ibtihel,
I think you are probably asking for covariance matrix of the parameter
estimates. This should automatically be outputted as the .cov file assuming
that the $COV step runs successfully. Note that since NONMEM minimizes a
function related to -2LL, the Hessian (R matrix) in NONMEM is equivalent to
Fisher's Informaton matrix. I know you can print the R matrix in the NONMEM
output and I assume this can also be outputted to a file.perhaps others
might know
I'll leave it for you to decide whether you really want to perform power
calculations say to design/justify a sample size to detect the covariate
effect using a Wald-based test as opposed to performing simulations and
relying on a likelihood ratio test.
Ken
Kenneth G. Kowalski
Kowalski PMetrics Consulting, LLC
Email: <mailto:[email protected]> [email protected]
Cell: 248-207-5082
Quoted reply history
From: [email protected] [mailto:[email protected]] On
Behalf Of Hammami, Ibtihel /FR
Sent: Monday, March 22, 2021 9:22 AM
To: [email protected]
Subject: [NMusers] Statistical power computation based on the wald test
Hi,
We would like to compute a covariate inclusion statistical power based on
the Wald test and using SE given by the fisher information matrix.
Is there any method to implement this directly in NONMEM or is there at
least a way to output the Fisher Information matrix in NONMEM?
Thank you.
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