RE: [NMusers] VPCs confidence intervals?

From: Bill Denney <wdenney_at_humanpredictions.com>
Date: Thu, 14 Mar 2019 13:10:21 -0400

Hi Elena,



VPCs are accurately called prediction intervals not confidence intervals.
The difference is that a prediction interval shows what you would expect
for the next individual in a study while a confidence interval shows what
you would expect for the result of a statistic (often confidence intervals
of a mean are shown). With many VPCs, the confidence interval of the
median and the confidence interval of the 5th and 95th percentiles are
shown.



Also, when the lines indicate the median, 5th, and 95th percentiles of the
simulations, that is the 90% prediction interval since it is the middle 90%
of the data (not the 95% confidence interval).



Thanks,



Bill



*From:* owner-nmusers_at_globomaxnm.com <owner-nmusers_at_globomaxnm.com> *On
Behalf Of *Soto, Elena
*Sent:* Thursday, March 14, 2019 12:49 PM
*To:* nmusers_at_globomaxnm.com
*Subject:* [NMusers] VPCs confidence intervals?



Dear all,



I have a question regarding visual predictive checks (VPCs).



Most of VPCs used now, include a line representing the median and 5th and 95
th percentiles of the data values and an area around the same percentiles
that is commonly define as the 95% confidence interval (of the simulations).



But is it correct, from the statistical point of view, to call confidence
interval to this area? And if this is not the case how should we define
them?



Thanks,

Elena Soto







Elena Soto, PhD

Pharmacometrician

Pharmacometrics, Global Clinical Pharmacology

Global Product Development



*Pfizer R&D UK Limited, IPC 096*

*CT13 9NJ**, Sandwich, **UK*

*Phone : +44 1304 644883*
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Received on Thu Mar 14 2019 - 13:10:21 EDT

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