Dear all,
I am currently in a planning phase for a PopPK evaluation for an upcoming study. I have already developed a PopPK model for this compound, and the idea would now be to fit the available model to the new data. One idea was to do this via the PRIOR functionality in NONMEM, so that I do not have to mix the old data into the new data set. So now I wanted to test the performance of this approach via simulations, and have the following problem:
My previously developed final model did not converge successfully (terminated with rounding errors), so I do not have a covariance matrix of estimates to describe the uncertainty in the THETAs. However I obtained confidence intervals from a nonparametric bootstrap, and I was wondering if these results can somehow be used instead for the prior information.
In some internal discussions we had the idea to just use all the parameter estimates from the performed 1000 bootstrap runs, and just calculate variance and covariance of THETAs from these.
I would highly appreciate your comments on the validity of such an approach, or suggestions of other alternatives.
Thanks and best regards
Nele
______________________________________________________________
Dr. Nele Kner
PK/PD Sciences
Modelling and Simulation (RDP/MS)
Nycomed: A Takeda Company
Nycomed GmbH
Byk-Gulden-Str. 2
D-78467 Konstanz, Germany
Fon: (+49) 7531 / 84 - 4759
Fax: (+49) 7531 / 84 - 94759
mailto: nele.kaessner
http://www.nycomed.com/
County Court: Freiburg, Commercial Register HRB 701257
Chairman Supervisory Board: Charles Depasse (Speaker)
Management Board: Gilbert Rademacher (Speaker),
Konstantin von Alvensleben, Dr. Rainer Wiartalla
--------------------------------------------------------------------
The content of this email and of any files transmitted may contain confidential, proprietary or legally privileged information and is intended solely for the use of the person/s or entity/ies to whom it is addressed. If you have received this email in error you have no permission whatsoever to use, copy, disclose or forward all or any of its contents. Please immediately notify the sender and thereafter delete this email and any attachments.
PRIOR method without covariance matrix of estimates?
Dear all,
I am currently in a planning phase for a PopPK evaluation for an upcoming study. I have already developed a PopPK model for this compound, and the idea would now be to fit the available model to the new data. One idea was to do this via the PRIOR functionality in NONMEM, so that I do not have to mix the old data into the new data set. So now I wanted to test the performance of this approach via simulations, and have the following problem:
My previously developed final model did not converge successfully (terminated with rounding errors), so I do not have a covariance matrix of estimates to describe the uncertainty in the THETAs. However I obtained confidence intervals from a nonparametric bootstrap, and I was wondering if these results can somehow be used instead for the prior information.
In some internal discussions we had the idea to just use all the parameter estimates from the performed 1000 bootstrap runs, and just calculate variance and covariance of THETAs from these.
I would highly appreciate your comments on the validity of such an approach, or suggestions of other alternatives.
Thanks and best regards
Nele
______________________________________________________________
Dr. Nele Kner
PK/PD Sciences
Modelling and Simulation (RDP/MS)
Nycomed: A Takeda Company
Nycomed GmbH
Byk-Gulden-Str. 2
D-78467 Konstanz, Germany
Fon: (+49) 7531 / 84 - 4759
Fax: (+49) 7531 / 84 - 94759
mailto: nele.kaessner
http://www.nycomed.com/
County Court: Freiburg, Commercial Register HRB 701257
Chairman Supervisory Board: Charles Depasse (Speaker)
Management Board: Gilbert Rademacher (Speaker),
Konstantin von Alvensleben, Dr. Rainer Wiartalla
--------------------------------------------------------------------
The content of this email and of any files transmitted may contain confidential, proprietary or legally privileged information and is intended solely for the use of the person/s or entity/ies to whom it is addressed. If you have received this email in error you have no permission whatsoever to use, copy, disclose or forward all or any of its contents. Please immediately notify the sender and thereafter delete this email and any attachments.
Dear all,
I am currently in a planning phase for a PopPK evaluation for an upcoming
study. I have already developed a PopPK model for this compound, and the idea
would now be to fit the available model to the new data. One idea was to do
this via the PRIOR functionality in NONMEM, so that I do not have to mix the
old data into the new data set. So now I wanted to test the performance of this
approach via simulations, and have the following problem:
My previously developed final model did not converge successfully (terminated
with rounding errors), so I do not have a covariance matrix of estimates to
describe the uncertainty in the THETAs. However I obtained confidence intervals
from a nonparametric bootstrap, and I was wondering if these results can
somehow be used instead for the prior information.
In some internal discussions we had the idea to just use all the parameter
estimates from the performed 1000 bootstrap runs, and just calculate variance
and covariance of THETAs from these.
I would highly appreciate your comments on the validity of such an approach, or
suggestions of other alternatives.
Thanks and best regards
Nele
______________________________________________________________
Dr. Nele Käßner
PK/PD Sciences
Modelling and Simulation (RDP/MS)
Nycomed: A Takeda Company
Nycomed GmbH
Byk-Gulden-Str. 2
D-78467 Konstanz, Germany
Fon: (+49) 7531 / 84 - 4759
Fax: (+49) 7531 / 84 - 94759
mailto: [email protected]<mailto:[email protected]>
http://www.nycomed.com/
County Court: Freiburg, Commercial Register HRB 701257
Chairman Supervisory Board: Charles Depasse (Speaker)
Management Board: Gilbert Rademacher (Speaker),
Konstantin von Alvensleben, Dr. Rainer Wiartalla
--------------------------------------------------------------------
The content of this email and of any files transmitted may contain
confidential, proprietary or legally privileged information and is intended
solely for the use of the person/s or entity/ies to whom it is addressed. If
you have received this email in error you have no permission whatsoever to use,
copy, disclose or forward all or any of its contents. Please immediately notify
the sender and thereafter delete this email and any attachments.
Nele,
Nonmem 7.2 has UNCONDITIONAL option in cov step that would compute SEs even for problems with error in minimization.
Also, it is perfectly OK to have variance-covariance computed from bootstrap; some may even argue that it is better than use Nonmem cov matrix.
And finally (just an opinion) I would rather combine the data than use priors.
Thanks
Leonid
--------------------------------------
Leonid Gibiansky, Ph.D.
President, QuantPharm LLC
web: www.quantpharm.com
e-mail: LGibiansky at quantpharm.com
tel: (301) 767 5566
Quoted reply history
On 10/13/2011 1:31 AM, Kaessner, Nele wrote:
> Dear all,
>
> I am currently in a planning phase for a PopPK evaluation for an
> upcoming study. I have already developed a PopPK model for this
> compound, and the idea would now be to fit the available model to the
> new data. One idea was to do this via the PRIOR functionality in NONMEM,
> so that I do not have to mix the old data into the new data set. So now
> I wanted to test the performance of this approach via simulations, and
> have the following problem:
>
> My previously developed final model did not converge successfully
> (terminated with rounding errors), so I do not have a covariance matrix
> of estimates to describe the uncertainty in the THETAs. However I
> obtained confidence intervals from a nonparametric bootstrap, and I was
> wondering if these results can somehow be used instead for the prior
> information.
>
> In some internal discussions we had the idea to just use all the
> parameter estimates from the performed 1000 bootstrap runs, and just
> calculate variance and covariance of THETAs from these.
>
> I would highly appreciate your comments on the validity of such an
> approach, or suggestions of other alternatives.
>
> Thanks and best regards
>
> Nele
>
> ______________________________________________________________
>
> Dr. Nele Käßner
>
> PK/PD Sciences
>
> Modelling and Simulation (RDP/MS)
>
> *Nycomed: A Takeda Company*
>
> Nycomed GmbH
>
> Byk-Gulden-Str. 2
>
> D-78467 Konstanz, Germany
>
> Fon: (+49) 7531 / 84 - 4759
>
> Fax: (+49) 7531 / 84 - 94759
>
> mailto: [email protected] <mailto:[email protected]>
>
> http://www.nycomed.com http://www.nycomed.com/
>
> County Court: Freiburg, Commercial Register HRB 701257
>
> Chairman Supervisory Board: Charles Depasse (Speaker)
>
> Management Board: Gilbert Rademacher (Speaker),
> Konstantin von Alvensleben, Dr. Rainer Wiartalla
>
> --------------------------------------------------------------------
>
> The content of this email and of any files transmitted may contain
> confidential, proprietary or legally privileged information and is
> intended solely for the use of the person/s or entity/ies to whom it is
> addressed. If you have received this email in error you have no
> permission whatsoever to use, copy, disclose or forward all or any of
> its contents. Please immediately notify the sender and thereafter delete
> this email and any attachments.
>
>
Hi Leonid,
Would you please explain why combine the data may be a better option than
using priors? I've met similar situations.
Thanks,
Norman
Quoted reply history
On Fri, Oct 14, 2011 at 5:01 PM, Leonid Gibiansky <LGibiansky
m
> wrote:
> Nele,
>
> Nonmem 7.2 has UNCONDITIONAL option in cov step that would compute SEs ev
en
> for problems with error in minimization.
>
> Also, it is perfectly OK to have variance-covariance computed from
> bootstrap; some may even argue that it is better than use Nonmem cov matr
ix.
>
> And finally (just an opinion) I would rather combine the data than use
> priors.
>
> Thanks
> Leonid
>
>
> ------------------------------**--------
> Leonid Gibiansky, Ph.D.
> President, QuantPharm LLC
> web: www.quantpharm.com
> e-mail: LGibiansky at quantpharm.com
> tel: (301) 767 5566
>
>
>
>
> On 10/13/2011 1:31 AM, Kaessner, Nele wrote:
>
>> Dear all,
>>
>> I am currently in a planning phase for a PopPK evaluation for an
>> upcoming study. I have already developed a PopPK model for this
>> compound, and the idea would now be to fit the available model to the
>> new data. One idea was to do this via the PRIOR functionality in NONMEM,
>> so that I do not have to mix the old data into the new data set. So now
>> I wanted to test the performance of this approach via simulations, and
>> have the following problem:
>>
>> My previously developed final model did not converge successfully
>> (terminated with rounding errors), so I do not have a covariance matrix
>> of estimates to describe the uncertainty in the THETAs. However I
>> obtained confidence intervals from a nonparametric bootstrap, and I was
>> wondering if these results can somehow be used instead for the prior
>> information.
>>
>> In some internal discussions we had the idea to just use all the
>> parameter estimates from the performed 1000 bootstrap runs, and just
>> calculate variance and covariance of THETAs from these.
>>
>> I would highly appreciate your comments on the validity of such an
>> approach, or suggestions of other alternatives.
>>
>> Thanks and best regards
>>
>> Nele
>>
>> ______________________________**______________________________**__
>>
>> Dr. Nele Kner
>>
>>
>> PK/PD Sciences
>>
>> Modelling and Simulation (RDP/MS)
>>
>> *Nycomed: A Takeda Company*
>>
>>
>> Nycomed GmbH
>>
>> Byk-Gulden-Str. 2
>>
>> D-78467 Konstanz, Germany
>>
>> Fon: (+49) 7531 / 84 - 4759
>>
>> Fax: (+49) 7531 / 84 - 94759
>>
>> mailto: nele.kaessner
le.kaessner
>> >
>>
>> http://www.nycomed.com http://www.nycomed.com/
>>
>>
>> County Court: Freiburg, Commercial Register HRB 701257
>>
>> Chairman Supervisory Board: Charles Depasse (Speaker)
>>
>> Management Board: Gilbert Rademacher (Speaker),
>> Konstantin von Alvensleben, Dr. Rainer Wiartalla
>>
>>
>>
>> ------------------------------**------------------------------**--------
>>
>> The content of this email and of any files transmitted may contain
>> confidential, proprietary or legally privileged information and is
>> intended solely for the use of the person/s or entity/ies to whom it is
>> addressed. If you have received this email in error you have no
>> permission whatsoever to use, copy, disclose or forward all or any of
>> its contents. Please immediately notify the sender and thereafter delete
>> this email and any attachments.
>>
>> ------------------------------**------------------------------**--------
>>
>
Nele,
I agree with Leonid with these additional remarks:
1. The UNCONDITONAL option may still fail to produce covariance step output
2. bootstrap estimates of var-cov are more likely to be appropriate for future predictions 3. the use of priors will always introduce a more approximate impression of what you already know
Nick
Quoted reply history
On 15/10/2011 10:01 a.m., Leonid Gibiansky wrote:
> Nele,
>
> Nonmem 7.2 has UNCONDITIONAL option in cov step that would compute SEs even for problems with error in minimization.
>
> Also, it is perfectly OK to have variance-covariance computed from bootstrap; some may even argue that it is better than use Nonmem cov matrix.
>
> And finally (just an opinion) I would rather combine the data than use priors.
>
> Thanks
> Leonid
>
> --------------------------------------
> Leonid Gibiansky, Ph.D.
> President, QuantPharm LLC
> web: www.quantpharm.com
> e-mail: LGibiansky at quantpharm.com
> tel: (301) 767 5566
>
> On 10/13/2011 1:31 AM, Kaessner, Nele wrote:
>
> > Dear all,
> >
> > I am currently in a planning phase for a PopPK evaluation for an
> > upcoming study. I have already developed a PopPK model for this
> > compound, and the idea would now be to fit the available model to the
> > new data. One idea was to do this via the PRIOR functionality in NONMEM,
> > so that I do not have to mix the old data into the new data set. So now
> > I wanted to test the performance of this approach via simulations, and
> > have the following problem:
> >
> > My previously developed final model did not converge successfully
> > (terminated with rounding errors), so I do not have a covariance matrix
> > of estimates to describe the uncertainty in the THETAs. However I
> > obtained confidence intervals from a nonparametric bootstrap, and I was
> > wondering if these results can somehow be used instead for the prior
> > information.
> >
> > In some internal discussions we had the idea to just use all the
> > parameter estimates from the performed 1000 bootstrap runs, and just
> > calculate variance and covariance of THETAs from these.
> >
> > I would highly appreciate your comments on the validity of such an
> > approach, or suggestions of other alternatives.
> >
> > Thanks and best regards
> >
> > Nele
> >
> > ______________________________________________________________
> >
> > Dr. Nele Käßner
> >
> > PK/PD Sciences
> >
> > Modelling and Simulation (RDP/MS)
> >
> > *Nycomed: A Takeda Company*
> >
> > Nycomed GmbH
> >
> > Byk-Gulden-Str. 2
> >
> > D-78467 Konstanz, Germany
> >
> > Fon: (+49) 7531 / 84 - 4759
> >
> > Fax: (+49) 7531 / 84 - 94759
> >
> > mailto: [email protected] <mailto:[email protected]>
> >
> > http://www.nycomed.com http://www.nycomed.com/
> >
> > County Court: Freiburg, Commercial Register HRB 701257
> >
> > Chairman Supervisory Board: Charles Depasse (Speaker)
> >
> > Management Board: Gilbert Rademacher (Speaker),
> > Konstantin von Alvensleben, Dr. Rainer Wiartalla
> >
> > --------------------------------------------------------------------
> >
> > The content of this email and of any files transmitted may contain
> > confidential, proprietary or legally privileged information and is
> > intended solely for the use of the person/s or entity/ies to whom it is
> > addressed. If you have received this email in error you have no
> > permission whatsoever to use, copy, disclose or forward all or any of
> > its contents. Please immediately notify the sender and thereafter delete
> > this email and any attachments.
> >
> > --------------------------------------------------------------------
--
Nick Holford, Professor Clinical Pharmacology
Dept Pharmacology& Clinical Pharmacology
University of Auckland,85 Park Rd,Private Bag 92019,Auckland,New Zealand
tel:+64(9)923-6730 fax:+64(9)373-7090 mobile:+64(21)46 23 53
email: [email protected]
http://www.fmhs.auckland.ac.nz/sms/pharmacology/holford
Hi Leonid,
Would you please explain why combine the data may be a better option than
using priors? I've met similar situations.
Thanks,
Norman
Quoted reply history
On Fri, Oct 14, 2011 at 5:01 PM, Leonid Gibiansky <[email protected]
> wrote:
> Nele,
>
> Nonmem 7.2 has UNCONDITIONAL option in cov step that would compute SEs even
> for problems with error in minimization.
>
> Also, it is perfectly OK to have variance-covariance computed from
> bootstrap; some may even argue that it is better than use Nonmem cov matrix.
>
> And finally (just an opinion) I would rather combine the data than use
> priors.
>
> Thanks
> Leonid
>
>
> ------------------------------**--------
> Leonid Gibiansky, Ph.D.
> President, QuantPharm LLC
> web: www.quantpharm.com
> e-mail: LGibiansky at quantpharm.com
> tel: (301) 767 5566
>
>
>
>
> On 10/13/2011 1:31 AM, Kaessner, Nele wrote:
>
>> Dear all,
>>
>> I am currently in a planning phase for a PopPK evaluation for an
>> upcoming study. I have already developed a PopPK model for this
>> compound, and the idea would now be to fit the available model to the
>> new data. One idea was to do this via the PRIOR functionality in NONMEM,
>> so that I do not have to mix the old data into the new data set. So now
>> I wanted to test the performance of this approach via simulations, and
>> have the following problem:
>>
>> My previously developed final model did not converge successfully
>> (terminated with rounding errors), so I do not have a covariance matrix
>> of estimates to describe the uncertainty in the THETAs. However I
>> obtained confidence intervals from a nonparametric bootstrap, and I was
>> wondering if these results can somehow be used instead for the prior
>> information.
>>
>> In some internal discussions we had the idea to just use all the
>> parameter estimates from the performed 1000 bootstrap runs, and just
>> calculate variance and covariance of THETAs from these.
>>
>> I would highly appreciate your comments on the validity of such an
>> approach, or suggestions of other alternatives.
>>
>> Thanks and best regards
>>
>> Nele
>>
>> ______________________________**______________________________**__
>>
>> Dr. Nele Kنكner
>>
>>
>> PK/PD Sciences
>>
>> Modelling and Simulation (RDP/MS)
>>
>> *Nycomed: A Takeda Company*
>>
>>
>> Nycomed GmbH
>>
>> Byk-Gulden-Str. 2
>>
>> D-78467 Konstanz, Germany
>>
>> Fon: (+49) 7531 / 84 - 4759
>>
>> Fax: (+49) 7531 / 84 - 94759
>>
>> mailto: [email protected]
>> <mailto:nele.kaessner@nycomed.**com<[email protected]>
>> >
>>
>> http://www.nycomed.com http://www.nycomed.com/
>>
>>
>> County Court: Freiburg, Commercial Register HRB 701257
>>
>> Chairman Supervisory Board: Charles Depasse (Speaker)
>>
>> Management Board: Gilbert Rademacher (Speaker),
>> Konstantin von Alvensleben, Dr. Rainer Wiartalla
>>
>>
>>
>> ------------------------------**------------------------------**--------
>>
>> The content of this email and of any files transmitted may contain
>> confidential, proprietary or legally privileged information and is
>> intended solely for the use of the person/s or entity/ies to whom it is
>> addressed. If you have received this email in error you have no
>> permission whatsoever to use, copy, disclose or forward all or any of
>> its contents. Please immediately notify the sender and thereafter delete
>> this email and any attachments.
>>
>> ------------------------------**------------------------------**--------
>>
>
Hi Norman,
Priors is the summary of the data. You always loose something when you summarize the data. Sometime you have to use summaries because data are not available or when you want to support some parts of the model while allowing more flexibility to the other parts (for example, when you use adult priors + allometric scaling to support pediatric model). In other cases, it is better to use raw data without intermediate steps.
One (artificial but still valid) example is the nonlinear drug. At each dose level, you could be able to describe it by the linear model. But if you have data from several dose levels, you can develop the nonlinear model. Now assume that you have several (say 3) separate studies, each at one dose level. You will have 3 different linear models, each with different parameters, and with some uncertainty. I am not sure how to get a meaningful model out of these data summaries. Similarly, if you have different populations, or different distribution/representation of covariates, or different sampling scheme - I think it would be more beneficial to have all these diverse data in one set that to transfer information through the parameters.
Still, each particular case should be approached individually, I would not rule out any of the approaches (priors vs combining the data) without knowing details of the specific case.
Thanks
Leonid
--------------------------------------
Leonid Gibiansky, Ph.D.
President, QuantPharm LLC
web: www.quantpharm.com
e-mail: LGibiansky at quantpharm.com
tel: (301) 767 5566
Quoted reply history
On 10/14/2011 10:45 PM, Norman Z wrote:
> Hi Leonid,
> Would you please explain why combine the data may be a better option
> than using priors? I've met similar situations.
> Thanks,
> Norman
>
> On Fri, Oct 14, 2011 at 5:01 PM, Leonid Gibiansky
> <[email protected] <mailto:[email protected]>> wrote:
>
> Nele,
>
> Nonmem 7.2 has UNCONDITIONAL option in cov step that would compute
> SEs even for problems with error in minimization.
>
> Also, it is perfectly OK to have variance-covariance computed from
> bootstrap; some may even argue that it is better than use Nonmem cov
> matrix.
>
> And finally (just an opinion) I would rather combine the data than
> use priors.
>
> Thanks
> Leonid
>
> ------------------------------__--------
> Leonid Gibiansky, Ph.D.
> President, QuantPharm LLC
> web: www.quantpharm.com http://www.quantpharm.com/
> e-mail: LGibiansky at quantpharm.com http://quantpharm.com/
> tel: (301) 767 5566 <tel:%28301%29%20767%205566>
>
> On 10/13/2011 1:31 AM, Kaessner, Nele wrote:
>
> Dear all,
>
> I am currently in a planning phase for a PopPK evaluation for an
> upcoming study. I have already developed a PopPK model for this
> compound, and the idea would now be to fit the available model
> to the
> new data. One idea was to do this via the PRIOR functionality in
> NONMEM,
> so that I do not have to mix the old data into the new data set.
> So now
> I wanted to test the performance of this approach via
> simulations, and
> have the following problem:
>
> My previously developed final model did not converge successfully
> (terminated with rounding errors), so I do not have a covariance
> matrix
> of estimates to describe the uncertainty in the THETAs. However I
> obtained confidence intervals from a nonparametric bootstrap,
> and I was
> wondering if these results can somehow be used instead for the prior
> information.
>
> In some internal discussions we had the idea to just use all the
> parameter estimates from the performed 1000 bootstrap runs, and just
> calculate variance and covariance of THETAs from these.
>
> I would highly appreciate your comments on the validity of such an
> approach, or suggestions of other alternatives.
>
> Thanks and best regards
>
> Nele
>
> __________________________________________________________________
>
> Dr. Nele Kنكner
>
> PK/PD Sciences
>
> Modelling and Simulation (RDP/MS)
>
> *Nycomed: A Takeda Company*
>
> Nycomed GmbH
>
> Byk-Gulden-Str. 2
>
> D-78467 Konstanz, Germany
>
> Fon: (+49) 7531 / 84 - 4759
> <tel:%28%2B49%29%207531%20%2F%2084%20-%204759>
>
> Fax: (+49) 7531 / 84 - 94759
> <tel:%28%2B49%29%207531%20%2F%2084%20-%2094759>
>
> mailto: [email protected]
> <mailto:[email protected]>
> <mailto:nele.kaessner@nycomed.__com
> <mailto:[email protected]>>
>
> http://www.nycomed.com http://www.nycomed.com/
> http://www.nycomed.com/
>
> County Court: Freiburg, Commercial Register HRB 701257
>
> Chairman Supervisory Board: Charles Depasse (Speaker)
>
> Management Board: Gilbert Rademacher (Speaker),
> Konstantin von Alvensleben, Dr. Rainer Wiartalla
>
> ------------------------------__------------------------------__--------
>
> The content of this email and of any files transmitted may contain
> confidential, proprietary or legally privileged information and is
> intended solely for the use of the person/s or entity/ies to
> whom it is
> addressed. If you have received this email in error you have no
> permission whatsoever to use, copy, disclose or forward all or
> any of
> its contents. Please immediately notify the sender and
> thereafter delete
> this email and any attachments.
>
> ------------------------------__------------------------------__--------