Re: Statistical power computation based on the wald test
This is a related article using Monte Carlo Power Mapping (MCPM) that I
recently used. It is time efficient and takes the spirit of simulation and LLR
test.
Vong C, Bergstrand M, Nyberg J, Karlsson MO. Rapid sample size calculations for
a defined likelihood ratio test-based power in mixed-effects models. AAPS J.
2012 Jun;14(2):176-86. doi: 10.1208/s12248-012-9327-8. Epub 2012 Feb 17. PMID:
22350626; PMCID: PMC3326172.
https://pubmed.ncbi.nlm.nih.gov/22350626/
Regards,
Ayyappa
Quoted reply history
> On Mar 22, 2021, at 9:41 AM, Ken Kowalski <[email protected]> wrote:
>
>
> 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: [email protected]
> Cell: 248-207-5082
>
>
>
> 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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