NONMEM 7.4 provides a straight-forward means of evaluating the standard error 
of IPRED and other table outputted parameters, by use of the option $TABLE … 
VARCALC=1.  Please see nm743.pdf for more information on this, located at

https://nonmem.iconplc.com/nonmem743


Robert J. Bauer, Ph.D.
Senior Director
Pharmacometrics R&D
ICON Early Phase
820 W. Diamond Avenue
Suite 100
Gaithersburg, MD 20878
Office: (215) 616-6428
Mobile: (925) 286-0769
[email protected]<mailto:[email protected]>
www.iconplc.com<http://www.iconplc.com/>

From: [email protected] [mailto:[email protected]] On 
Behalf Of Kyun-Seop Bae
Sent: Wednesday, July 18, 2018 8:56 PM
To: [email protected]
Subject: [NMusers] How to calculate confidence interval (CI) and prediction 
interval (PI) of individual prediction (IPRED) in NONMEM


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
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