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RE: [NMusers] VPCs confidence intervals?

From: Mats Karlsson <Mats.Karlsson_at_farmbio.uu.se>
Date: Thu, 14 Mar 2019 20:39:28 +0000

Hi Elena and Bill,

I think this has been discussed before in this forum. The VPCs central metric are the prediction of data percentiles. If you focus on the difference between e.g. the 5th and 95th percentile based on the simulated data you will have a prediction interval, like Bill states. If you focus on an individual percentile, but consider the imprecision with which it is derived, often given as a shaded area, then it is like other metrics of imprecision a confidence interval.

Best regards,
Mats
From: owner-nmusers_at_globomaxnm.com <owner-nmusers_at_globomaxnm.com> On Behalf Of Bill Denney
Sent: den 14 mars 2019 18:10
To: Soto, Elena <elena.soto_at_pfizer.com>; nmusers_at_globomaxnm.com
Subject: RE: [NMusers] VPCs confidence intervals?

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<mailto:owner-nmusers_at_globomaxnm.com> <owner-nmusers_at_globomaxnm.com<mailto:owner-nmusers_at_globomaxnm.com>> On Behalf Of Soto, Elena
Sent: Thursday, March 14, 2019 12:49 PM
To: nmusers_at_globomaxnm.com<mailto: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 95th 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 - 16:39:28 EDT

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