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