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Re: Confidence interval calculations

From: Leonid Gibiansky <lgibiansky>
Date: Thu, 10 Dec 2015 12:05:47 -0500

Hi Dennis,

Bootstrap would be an obvious choice (for the entire range of Cp
values): fit 1000 models to 1000 sets, and for each X value compute CI of Y.


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

On 12/10/2015 11:23 AM, Fisher Dennis wrote:
> Colleagues
> 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 cutpoint.
> 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 function)
> 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
> 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 - 12:05:47 EST

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