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Confidence interval calculations

From: Fisher Dennis <fisher>
Date: Thu, 10 Dec 2015 08:23:56 -0800


I have fit an exposure response model using NONMEM — the optimal =
model is a segmented two-part regression with Cp on the x-axis and =
response on the y-axis. The two regression lines intercept at the =
The parameters are:
        slope of the left regression
        cutpoint between regressions
        “intercept” — y value at the cutpoint
        slope of the right regression (fixed at zero; models in which =
the value was estimated yielded similar values for the objective =

I have been asked to calculate the confidence interval for the response =
at various Cp values.

Above the cutpoint, this seems straightforward:
        a. if NONMEM yielded standard errors, the only relevant =
parameter is the y value at the cutpoint and its standard error
        b. if NONMEM did not yield standard errors, the confidence =
interval could come from either likelihood profiles or bootstrap

My concern is calculating at Cp values below the cutpoint, for which =
both slope and intercept come into play. Any thoughts as to how to do =
this in the presence or absence of NONMEM standard errors?
The reason that I mention with / without presence of SE’s is =
that this model was fit to two different datasets, one of which yielded =
SE’s, the other not.

Any thoughts on this would be appreciated.


Dennis Fisher MD
P < (The "P Less Than" Company)
Phone: 1-866-PLessThan (1-866-753-7784)
Fax: 1-866-PLessThan (1-866-753-7784) <>

Received on Thu Dec 10 2015 - 11:23:56 EST

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