Covariance matrix of parameter estimates (standard errors)

7 messages 4 people Latest: Jul 15, 2013
Dear All,Is there a simple way to include the standard errors of parameter estimates (as found in the .cov file) in an output table following sequential simulation and estimation in NONMEM? On a related note, the NMGOSIM command in Wings for NONMEM does not appear to include the .cov file in its output - is there a workaround such that the standard errors of estimates (e.g. SETHET) can be included in the summary file? Kind regards,JO
JO, *IF* NONMEM is able to complete the covariance step then the relative standard errors are included in the WFN nmgosim output file. You will not find the RSE values if a) you did not include $COV in the control stream or b) NONMEM failed in the covariance step. You can test nmgosim with WFN by running: nmgosim theopd_gosim theopd_gest 1 5 in the WFN run directory. You will find all the parameters and their RSE values in run\theopd_goest.reg\theopd_goest.smy Usually there is little interest in calculating these asymptotic RSE values because the parametric bootstrap performed by nmgosim gives more reliable estimates of the RSE and confidence intervals of parameters. Nick
Quoted reply history
On 12/07/2013 10:09 p.m., NIYI ADEDOKUN wrote: > Dear All, > > Is there a simple way to include the standard errors of parameter estimates (as found in the .cov file) in an output table following sequential simulation and estimation in NONMEM? On a related note, the NMGOSIM command in Wings for NONMEM does not appear to include the .cov file in its output - is there a workaround such that the standard errors of estimates (e.g. SETHET) can be included in the summary file? > > Kind regards, > JO -- Nick Holford, Professor Clinical Pharmacology Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99 email: [email protected] http://holford.fmhs.auckland.ac.nz/ Holford NHG. Disease progression and neuroscience. Journal of Pharmacokinetics and Pharmacodynamics. 2013;40:369-76 http://link.springer.com/article/10.1007/s10928-013-9316-2 Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for babies and adults. J Pharm Sci. 2013: http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. 2013;2: http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html Holford NHG. Clinical pharmacology = disease progression + drug action. British Journal of Clinical Pharmacology. 2013: http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract
Hi Nick, Thanks for your response. I realize the RSEs of the parameter estimates are included in the .smy file but what I actually need is the variance-covariance matrix of the estimates. For example, I am thinking of a table containing the variance of theta(1), variance of theta(2) as well as the covariance between theta(1) & theta(2). These values are usually provided in the .lst file following an estimation run but I would like to have them for all the simulation/estimation runs with a successful covariance step. Since these estimates are in the .lst file, there should be some way of outputting them to a table for further analysis. Kind regards, JO > Date: Sat, 13 Jul 2013 10:06:38 +0200 > From: [email protected] > To: [email protected] > Subject: Re: [NMusers] Covariance matrix of parameter estimates (standard > errors) > > JO, > > *IF* NONMEM is able to complete the covariance step then the relative > standard errors are included in the WFN nmgosim output file. > > You will not find the RSE values if a) you did not include $COV in the > control stream or b) NONMEM failed in the covariance step. > > You can test nmgosim with WFN by running: > > nmgosim theopd_gosim theopd_gest 1 5 > > in the WFN run directory. You will find all the parameters and their RSE > values in run\theopd_goest.reg\theopd_goest.smy > > Usually there is little interest in calculating these asymptotic RSE > values because the parametric bootstrap performed by nmgosim gives more > reliable estimates of the RSE and confidence intervals of parameters. > > Nick >
Quoted reply history
> On 12/07/2013 10:09 p.m., NIYI ADEDOKUN wrote: > > Dear All, > > Is there a simple way to include the standard errors of parameter > > estimates (as found in the .cov file) in an output table following > > sequential simulation and estimation in NONMEM? On a related note, the > > NMGOSIM command in Wings for NONMEM does not appear to include the > > .cov file in its output - is there a workaround such that the standard > > errors of estimates (e.g. SETHET) can be included in the summary file? > > > > Kind regards, > > JO > > > > > > -- > Nick Holford, Professor Clinical Pharmacology > Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A > University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand > office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99 > email: [email protected] > http://holford.fmhs.auckland.ac.nz/ > > Holford NHG. Disease progression and neuroscience. Journal of > Pharmacokinetics and Pharmacodynamics. 2013;40:369-76 > http://link.springer.com/article/10.1007/s10928-013-9316-2 > Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for babies and > adults. J Pharm Sci. 2013: > http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract > Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. 2013;2: > http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html > Holford NHG. Clinical pharmacology = disease progression + drug action. > British Journal of Clinical Pharmacology. 2013: > http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract > >
JO, Sorry - I didn't understand your earlier request because I had not ever thought anybody would be interested in those values.IMHO there is almost no reason to collect this information because the bootstrap parameter estimates will give you a more reliable variance-covariance matrix of the estimates. I will send you separately a replacement nmbs.bat file for use with WFN. This collects any .cov file that is produced as a single file which will be in the results directory when nmgosim (or nmbs) finishes. You have to set the nmraw variable to n or y in order to get this behaviour. Its up to you to figure out how to extract and use the numbers :-) Best wishes Nick
Quoted reply history
On 14/07/2013 3:32 a.m., NIYI ADEDOKUN wrote: > Hi Nick, > > Thanks for your response. I realize the RSEs of the parameter estimates are included in the .smy file but what I actually need is the variance-covariance matrix of the estimates. For example, I am thinking of a table containing the variance of theta(1), variance of theta(2) as well as the covariance between theta(1) & theta(2). These values are usually provided in the .lst file following an estimation run but I would like to have them for all the simulation/estimation runs with a successful covariance step. Since these estimates are in the .lst file, there should be some way of outputting them to a table for further analysis. > > Kind regards, > > JO > > > Date: Sat, 13 Jul 2013 10:06:38 +0200 > > From: [email protected] > > To: [email protected] > > > Subject: Re: [NMusers] Covariance matrix of parameter estimates (standard errors) > > > > > JO, > > > > *IF* NONMEM is able to complete the covariance step then the relative > > standard errors are included in the WFN nmgosim output file. > > > > You will not find the RSE values if a) you did not include $COV in the > > control stream or b) NONMEM failed in the covariance step. > > > > You can test nmgosim with WFN by running: > > > > nmgosim theopd_gosim theopd_gest 1 5 > > > > > in the WFN run directory. You will find all the parameters and their RSE > > > values in run\theopd_goest.reg\theopd_goest.smy > > > > Usually there is little interest in calculating these asymptotic RSE > > values because the parametric bootstrap performed by nmgosim gives more > > reliable estimates of the RSE and confidence intervals of parameters. > > > > Nick > > > > On 12/07/2013 10:09 p.m., NIYI ADEDOKUN wrote: > > > Dear All, > > > Is there a simple way to include the standard errors of parameter > > > estimates (as found in the .cov file) in an output table following > > > > sequential simulation and estimation in NONMEM? On a related note, the > > > > NMGOSIM command in Wings for NONMEM does not appear to include the > > > > .cov file in its output - is there a workaround such that the standard > > > > errors of estimates (e.g. SETHET) can be included in the summary file? > > > > > > Kind regards, > > > JO > > > > > > > > > > -- > > Nick Holford, Professor Clinical Pharmacology > > Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A > > University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand > > office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99 > > email: [email protected] > > http://holford.fmhs.auckland.ac.nz/ > > > > > Holford NHG. Disease progression and neuroscience. Journal of Pharmacokinetics and Pharmacodynamics. 2013;40:369-76 http://link.springer.com/article/10.1007/s10928-013-9316-2 > Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for babies and adults. J Pharm Sci. 2013: http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract > Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. 2013;2: http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html > Holford NHG. Clinical pharmacology = disease progression + drug action. British Journal of Clinical Pharmacology. 2013: http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract > > > > > -- Nick Holford, Professor Clinical Pharmacology Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99 email: [email protected] http://holford.fmhs.auckland.ac.nz/ Holford NHG. Disease progression and neuroscience. Journal of Pharmacokinetics and Pharmacodynamics. 2013;40:369-76 http://link.springer.com/article/10.1007/s10928-013-9316-2 Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for babies and adults. J Pharm Sci. 2013: http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. 2013;2: http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html Holford NHG. Clinical pharmacology = disease progression + drug action. British Journal of Clinical Pharmacology. 2013: http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract
Hi Nick,Thanks a lot for your help. The replacement nmbs.bat works as you described. I agree with your comment about the robustness of bootstrap estimates in general, but my particular application requires the covariance matrix for each run. On a related note, as part of development efforts for NONMEM, it would really be helpful if any NONMEM estimates which are available in the .lst file can be included in a $TABLE file. I realize there may be clever ways to do this using abbreviated code but these are usually accessible to more advanced users. Kind regards,JO > Date: Sun, 14 Jul 2013 07:16:14 +0200 > From: [email protected] > To: [email protected] > Subject: Re: [NMusers] Covariance matrix of parameter estimates (standard > errors) > > JO, > > Sorry - I didn't understand your earlier request because I had not ever > thought anybody would be interested in those values.IMHO there is almost > no reason to collect this information because the bootstrap parameter > estimates will give you a more reliable variance-covariance matrix of > the estimates. > > I will send you separately a replacement nmbs.bat file for use with WFN. > This collects any .cov file that is produced as a single file which will > be in the results directory when nmgosim (or nmbs) finishes. You have to > set the nmraw variable to n or y in order to get this behaviour. > > Its up to you to figure out how to extract and use the numbers :-) > > Best wishes > > Nick >
Quoted reply history
> On 14/07/2013 3:32 a.m., NIYI ADEDOKUN wrote: > > > > Hi Nick, > > > > Thanks for your response. I realize the RSEs of the parameter > > estimates are included in the .smy file but what I actually need is > > the variance-covariance matrix of the estimates. For example, I am > > thinking of a table containing the variance of theta(1), variance of > > theta(2) as well as the covariance between theta(1) & theta(2). These > > values are usually provided in the .lst file following an estimation > > run but I would like to have them for all the simulation/estimation > > runs with a successful covariance step. Since these estimates are in > > the .lst file, there should be some way of outputting them to a table > > for further analysis. > > > > Kind regards, > > > > JO > > > > > > > Date: Sat, 13 Jul 2013 10:06:38 +0200 > > > From: [email protected] > > > To: [email protected] > > > Subject: Re: [NMusers] Covariance matrix of parameter estimates > > (standard errors) > > > > > > JO, > > > > > > *IF* NONMEM is able to complete the covariance step then the relative > > > standard errors are included in the WFN nmgosim output file. > > > > > > You will not find the RSE values if a) you did not include $COV in the > > > control stream or b) NONMEM failed in the covariance step. > > > > > > You can test nmgosim with WFN by running: > > > > > > nmgosim theopd_gosim theopd_gest 1 5 > > > > > > in the WFN run directory. You will find all the parameters and their > > RSE > > > values in run\theopd_goest.reg\theopd_goest.smy > > > > > > Usually there is little interest in calculating these asymptotic RSE > > > values because the parametric bootstrap performed by nmgosim gives more > > > reliable estimates of the RSE and confidence intervals of parameters. > > > > > > Nick > > > > > > On 12/07/2013 10:09 p.m., NIYI ADEDOKUN wrote: > > > > Dear All, > > > > Is there a simple way to include the standard errors of parameter > > > > estimates (as found in the .cov file) in an output table following > > > > sequential simulation and estimation in NONMEM? On a related note, > > the > > > > NMGOSIM command in Wings for NONMEM does not appear to include the > > > > .cov file in its output - is there a workaround such that the > > standard > > > > errors of estimates (e.g. SETHET) can be included in the summary file? > > > > > > > > Kind regards, > > > > JO > > > > > > > > > > > > > > -- > > > Nick Holford, Professor Clinical Pharmacology > > > Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A > > > University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand > > > office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99 > > > email: [email protected] > > > http://holford.fmhs.auckland.ac.nz/ > > > > > > Holford NHG. Disease progression and neuroscience. Journal of > > Pharmacokinetics and Pharmacodynamics. 2013;40:369-76 > > http://link.springer.com/article/10.1007/s10928-013-9316-2 > > > Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for > > babies and adults. J Pharm Sci. 2013: > > http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract > > > Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. > > 2013;2: http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html > > > Holford NHG. Clinical pharmacology = disease progression + drug > > action. British Journal of Clinical Pharmacology. 2013: > > http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract > > > > > > > > -- > Nick Holford, Professor Clinical Pharmacology > Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A > University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand > office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99 > email: [email protected] > http://holford.fmhs.auckland.ac.nz/ > > Holford NHG. Disease progression and neuroscience. Journal of > Pharmacokinetics and Pharmacodynamics. 2013;40:369-76 > http://link.springer.com/article/10.1007/s10928-013-9316-2 > Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for babies and > adults. J Pharm Sci. 2013: > http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract > Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. 2013;2: > http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html > Holford NHG. Clinical pharmacology = disease progression + drug action. > British Journal of Clinical Pharmacology. 2013: > http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract > >
Hi, I think what you need is nmsee, I have used it for similar problems in the past. It is very easy to use and does the job nicely. ftp://ftp.globomaxnm.com/Public/nonmem/nmsee/ http://www.cognigencorp.com/nonmem/nm/97jun101998.html http://www.cognigencorp.com/nonmem/nm/97oct171996.html Kay Kayode Ogungbenro, PhD Research Fellow Centre for Applied Pharmacokinetic Research, Manchester Pharmacy School The University of Manchester, Manchester, M13 9PT, U.K. tel +44(0)161 275 2355 fax +44(0)161 275 8349 email: [email protected] Websites: http://www.pharmacy.manchester.ac.uk/staff/18015 , http://www.pharmacy.manchester.ac.uk/capkr/
Quoted reply history
From: [email protected] [mailto:[email protected]] On Behalf Of NIYI ADEDOKUN Sent: Monday, July 15, 2013 4:21 AM To: Nick Holford; [email protected] Subject: RE: [NMusers] Covariance matrix of parameter estimates (standard errors) Hi Nick, Thanks a lot for your help. The replacement nmbs.bat works as you described. I agree with your comment about the robustness of bootstrap estimates in general, but my particular application requires the covariance matrix for each run. On a related note, as part of development efforts for NONMEM, it would really be helpful if any NONMEM estimates which are available in the .lst file can be included in a $TABLE file. I realize there may be clever ways to do this using abbreviated code but these are usually accessible to more advanced users. Kind regards, JO > Date: Sun, 14 Jul 2013 07:16:14 +0200 > From: [email protected]<mailto:[email protected]> > To: [email protected]<mailto:[email protected]> > Subject: Re: [NMusers] Covariance matrix of parameter estimates (standard > errors) > > JO, > > Sorry - I didn't understand your earlier request because I had not ever > thought anybody would be interested in those values.IMHO there is almost > no reason to collect this information because the bootstrap parameter > estimates will give you a more reliable variance-covariance matrix of > the estimates. > > I will send you separately a replacement nmbs.bat file for use with WFN. > This collects any .cov file that is produced as a single file which will > be in the results directory when nmgosim (or nmbs) finishes. You have to > set the nmraw variable to n or y in order to get this behaviour. > > Its up to you to figure out how to extract and use the numbers :-) > > Best wishes > > Nick > > On 14/07/2013 3:32 a.m., NIYI ADEDOKUN wrote: > > > > Hi Nick, > > > > Thanks for your response. I realize the RSEs of the parameter > > estimates are included in the .smy file but what I actually need is > > the variance-covariance matrix of the estimates. For example, I am > > thinking of a table containing the variance of theta(1), variance of > > theta(2) as well as the covariance between theta(1) & theta(2). These > > values are usually provided in the .lst file following an estimation > > run but I would like to have them for all the simulation/estimation > > runs with a successful covariance step. Since these estimates are in > > the .lst file, there should be some way of outputting them to a table > > for further analysis. > > > > Kind regards, > > > > JO > > > > > > > Date: Sat, 13 Jul 2013 10:06:38 +0200 > > > From: [email protected]<mailto:[email protected]> > > > To: [email protected]<mailto:[email protected]> > > > Subject: Re: [NMusers] Covariance matrix of parameter estimates > > (standard errors) > > > > > > JO, > > > > > > *IF* NONMEM is able to complete the covariance step then the relative > > > standard errors are included in the WFN nmgosim output file. > > > > > > You will not find the RSE values if a) you did not include $COV in the > > > control stream or b) NONMEM failed in the covariance step. > > > > > > You can test nmgosim with WFN by running: > > > > > > nmgosim theopd_gosim theopd_gest 1 5 > > > > > > in the WFN run directory. You will find all the parameters and their > > RSE > > > values in run\theopd_goest.reg\theopd_goest.smy > > > > > > Usually there is little interest in calculating these asymptotic RSE > > > values because the parametric bootstrap performed by nmgosim gives more > > > reliable estimates of the RSE and confidence intervals of parameters. > > > > > > Nick > > > > > > On 12/07/2013 10:09 p.m., NIYI ADEDOKUN wrote: > > > > Dear All, > > > > Is there a simple way to include the standard errors of parameter > > > > estimates (as found in the .cov file) in an output table following > > > > sequential simulation and estimation in NONMEM? On a related note, > > the > > > > NMGOSIM command in Wings for NONMEM does not appear to include the > > > > .cov file in its output - is there a workaround such that the > > standard > > > > errors of estimates (e.g. SETHET) can be included in the summary file? > > > > > > > > Kind regards, > > > > JO > > > > > > > > > > > > > > -- > > > Nick Holford, Professor Clinical Pharmacology > > > Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A > > > University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand > > > office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99 > > > email: [email protected]<mailto:[email protected]> > > > http://holford.fmhs.auckland.ac.nz/ > > > > > > Holford NHG. Disease progression and neuroscience. Journal of > > Pharmacokinetics and Pharmacodynamics. 2013;40:369-76 > > http://link.springer.com/article/10.1007/s10928-013-9316-2 > > > Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for > > babies and adults. J Pharm Sci. 2013: > > http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract > > > Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. > > 2013;2: http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html > > > Holford NHG. Clinical pharmacology = disease progression + drug > > action. British Journal of Clinical Pharmacology. 2013: > > http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract > > > > > > > > -- > Nick Holford, Professor Clinical Pharmacology > Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A > University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand > office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99 > email: [email protected]<mailto:[email protected]> > http://holford.fmhs.auckland.ac.nz/ > > Holford NHG. Disease progression and neuroscience. Journal of > Pharmacokinetics and Pharmacodynamics. 2013;40:369-76 > http://link.springer.com/article/10.1007/s10928-013-9316-2 > Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for babies and > adults. J Pharm Sci. 2013: > http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract > Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. 2013;2: > http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html > Holford NHG. Clinical pharmacology = disease progression + drug action. > British Journal of Clinical Pharmacology. 2013: > http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract > >
All, Most of the numerics in *.lst are now parsed by Icon as *.xml, including everything in *.cov. So if you have access to R, you could recover the content of the variance-covariance matrix using metrumrg:xlog. Multiple runs, subproblems, and estimation methods are accommodated. Convert back to matrix using, e.g., reshape:cast. library(metrumrg) # http://cran.rstudio.com/web/packages/metrumrg/index.html ?xlog covs <- xlog( run = 500, project = '../model', xpath = '/output/nonmem/problem/estimation/covariance/row/col' ) head(covs) run row col value 1 500 1 1 8.356574553705150E-003 1.1 500 2 1 1.998541192889696E-003 1.2 500 2 2 3.670802840050978E-002 1.3 500 3 1 9.388447573620267E-003 1.4 500 3 2 2.067599628295605E-002 1.5 500 3 3 3.886729679204634E-002 Tim Bergsma Metrum Research Group, LLC Tariffville, CT
Quoted reply history
On Mon, Jul 15, 2013 at 6:52 AM, Kayode Ogungbenro < [email protected]> wrote: > Hi,**** > > I think what you need is nmsee, I have used it for similar problems in the > past. It is very easy to use and does the job nicely.**** > > ** ** > > ftp://ftp.globomaxnm.com/Public/nonmem/nmsee/**** > > http://www.cognigencorp.com/nonmem/nm/97jun101998.html**** > > http://www.cognigencorp.com/nonmem/nm/97oct171996.html**** > > ** ** > > ** ** > > Kay**** > > Kayode Ogungbenro, PhD > Research Fellow **** > > Centre for Applied Pharmacokinetic Research, Manchester Pharmacy School > The University of Manchester, Manchester, M13 9PT, U.K. > tel +44(0)161 275 2355 > fax +44(0)161 275 8349 > email: [email protected] > Websites: http://www.pharmacy.manchester.ac.uk/staff/18015 , > http://www.pharmacy.manchester.ac.uk/capkr/ **** > > ** ** > > *From:* [email protected] [mailto:[email protected]] > *On Behalf Of *NIYI ADEDOKUN > *Sent:* Monday, July 15, 2013 4:21 AM > *To:* Nick Holford; [email protected] > *Subject:* RE: [NMusers] Covariance matrix of parameter estimates > (standard errors)**** > > ** ** > > Hi Nick,**** > > Thanks a lot for your help. The replacement nmbs.bat works as you > described. I agree with your comment about the robustness of bootstrap > estimates in general, but my particular application requires the covariance > matrix for each run. **** > > On a related note, as part of development efforts for NONMEM, it would > really be helpful if any NONMEM estimates which are available in the .lst > file can be included in a $TABLE file. I realize there may be clever ways > to do this using abbreviated code but these are usually accessible to more > advanced users.**** > > ** ** > > Kind regards,**** > > JO**** > > > Date: Sun, 14 Jul 2013 07:16:14 +0200 > > From: [email protected] > > To: [email protected] > > Subject: Re: [NMusers] Covariance matrix of parameter estimates > (standard errors) > > > > JO, > > > > Sorry - I didn't understand your earlier request because I had not ever > > thought anybody would be interested in those values.IMHO there is almost > > no reason to collect this information because the bootstrap parameter > > estimates will give you a more reliable variance-covariance matrix of > > the estimates. > > > > I will send you separately a replacement nmbs.bat file for use with WFN. > > This collects any .cov file that is produced as a single file which will > > be in the results directory when nmgosim (or nmbs) finishes. You have to > > set the nmraw variable to n or y in order to get this behaviour. > > > > Its up to you to figure out how to extract and use the numbers :-) > > > > Best wishes > > > > Nick > > > > On 14/07/2013 3:32 a.m., NIYI ADEDOKUN wrote: > > > > > > Hi Nick, > > > > > > Thanks for your response. I realize the RSEs of the parameter > > > estimates are included in the .smy file but what I actually need is > > > the variance-covariance matrix of the estimates. For example, I am > > > thinking of a table containing the variance of theta(1), variance of > > > theta(2) as well as the covariance between theta(1) & theta(2). These > > > values are usually provided in the .lst file following an estimation > > > run but I would like to have them for all the simulation/estimation > > > runs with a successful covariance step. Since these estimates are in > > > the .lst file, there should be some way of outputting them to a table > > > for further analysis. > > > > > > Kind regards, > > > > > > JO > > > > > > > > > > Date: Sat, 13 Jul 2013 10:06:38 +0200 > > > > From: [email protected] > > > > To: [email protected] > > > > Subject: Re: [NMusers] Covariance matrix of parameter estimates > > > (standard errors) > > > > > > > > JO, > > > > > > > > *IF* NONMEM is able to complete the covariance step then the relative > > > > standard errors are included in the WFN nmgosim output file. > > > > > > > > You will not find the RSE values if a) you did not include $COV in > the > > > > control stream or b) NONMEM failed in the covariance step. > > > > > > > > You can test nmgosim with WFN by running: > > > > > > > > nmgosim theopd_gosim theopd_gest 1 5 > > > > > > > > in the WFN run directory. You will find all the parameters and their > > > RSE > > > > values in run\theopd_goest.reg\theopd_goest.smy > > > > > > > > Usually there is little interest in calculating these asymptotic RSE > > > > values because the parametric bootstrap performed by nmgosim gives > more > > > > reliable estimates of the RSE and confidence intervals of parameters. > > > > > > > > Nick > > > > > > > > On 12/07/2013 10:09 p.m., NIYI ADEDOKUN wrote: > > > > > Dear All, > > > > > Is there a simple way to include the standard errors of parameter > > > > > estimates (as found in the .cov file) in an output table following > > > > > sequential simulation and estimation in NONMEM? On a related note, > > > the > > > > > NMGOSIM command in Wings for NONMEM does not appear to include the > > > > > .cov file in its output - is there a workaround such that the > > > standard > > > > > errors of estimates (e.g. SETHET) can be included in the summary > file? > > > > > > > > > > Kind regards, > > > > > JO > > > > > > > > > > > > > > > > > > -- > > > > Nick Holford, Professor Clinical Pharmacology > > > > Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A > > > > University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New > Zealand > > > > office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99 > > > > email: [email protected] > > > > http://holford.fmhs.auckland.ac.nz/ > > > > > > > > Holford NHG. Disease progression and neuroscience. Journal of > > > Pharmacokinetics and Pharmacodynamics. 2013;40:369-76 > > > http://link.springer.com/article/10.1007/s10928-013-9316-2 > > > > Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for > > > babies and adults. J Pharm Sci. 2013: > > > http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract > > > > Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. > > > 2013;2: http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html > > > > Holford NHG. Clinical pharmacology = disease progression + drug > > > action. British Journal of Clinical Pharmacology. 2013: > > > http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract > > > > > > > > > > > > -- > > Nick Holford, Professor Clinical Pharmacology > > Dept Pharmacology & Clinical Pharmacology, Bldg 503 Room 302A > > University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand > > office:+64(9)923-6730 mobile:NZ +64(21)46 23 53 FR +33(7)85 36 84 99 > > email: [email protected] > > http://holford.fmhs.auckland.ac.nz/ > > > > Holford NHG. Disease progression and neuroscience. Journal of > Pharmacokinetics and Pharmacodynamics. 2013;40:369-76 > http://link.springer.com/article/10.1007/s10928-013-9316-2 > > Holford N, Heo Y-A, Anderson B. A pharmacokinetic standard for babies > and adults. J Pharm Sci. 2013: > http://onlinelibrary.wiley.com/doi/10.1002/jps.23574/abstract > > Holford N. A time to event tutorial for pharmacometricians. CPT:PSP. > 2013;2: http://www.nature.com/psp/journal/v2/n5/full/psp201318a.html > > Holford NHG. Clinical pharmacology = disease progression + drug action. > British Journal of Clinical Pharmacology. 2013: > http://onlinelibrary.wiley.com/doi/10.1111/bcp.12170/abstract > > > > **** >