Hi Nick,

I am not sure how you build the models but I am using convergence, relative standard errors, correlation matrix of parameter estimates (reported by the covariance step), and correlation of random effects quite extensively when I decide whether I need extra compartments, extra random effects, nonlinearity in the model, etc. For me they are very useful as diagnostic of over-parameterization. This is the direct evidence (proof?) that they are useful :)

For new modelers who are just starting to learn how to do it, or have limited experience, or have problems on the way, I would advise to pay careful attention to these issues since they often help me to detect problems. You seem to disagree with me; that is fine, I am not trying to impose on you or anybody else my way of doing the analysis. This is just an advise: you (and others) are free to use it or ignore it :)

Thanks
Leonid




--------------------------------------
Leonid Gibiansky, Ph.D.
President, QuantPharm LLC
web:    www.quantpharm.com
e-mail: LGibiansky at quantpharm.com
tel:    (301) 767 5566




Nick Holford wrote:
Mats,

[This thread contains several quite different directions so I've decided to try and split them]

I'm happy to agree to disagree but in fact I think we agree on the first issue.

"What has been shown by many of us is that with bootstraps or simulation under the same model and same design, convergence is not a reliable tool for detecting quality of parameter estimates. "

The second issue:

"That is far from showing its lack of value to detect overestimation in other types of situations, most importantly model building."

i.e. convergence/covariance is of value in model building lacks any evidence that I am aware of. I'm not sure what you mean by overestimation but I am guessing it something like the term overparameterization that Leonid used.

I'd like to hear from you and Leonid how exactly you define these terms "overestimation" and "overparameterization". Can you provide a test that says a model is being "overestimated" or the model is "overparameterized"?

Nick

Mats Karlsson wrote:
Hi Nick,

Maybe Leonid's suggestion to agree to disagree was a good one but here we go
again :)
See below

Mats

Mats Karlsson, PhD
Professor of Pharmacometrics
Dept of Pharmaceutical Biosciences
Uppsala University
Box 591
751 24 Uppsala Sweden
phone: +46 18 4714105
fax: +46 18 471 4003


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