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