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[NMusers] How to calculate confidence interval (CI) and prediction interval (PI) of individual prediction (IPRED) in NONMEM

From: Kyun-Seop Bae <kyunseop.bae_at_gmail.com>
Date: Thu, 19 Jul 2018 12:55:33 +0900

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) + SIGMA=
F(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


Received on Wed Jul 18 2018 - 23:55:33 EDT

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