RE: [NMusers] Condition number

2022-12-01 Thread Ken Kowalski
Hi Bob, Could it possibly be related to the S matrix and the default sandwich estimator used in estimating the covariance and correlation matrices? Ken From: Ken Kowalski [mailto:kgkowalsk...@gmail.com] Sent: Thursday, December 1, 2022 9:52 AM To: 'Bauer, Robert' ; nmusers@glob

RE: [NMusers] Condition number

2022-12-01 Thread Ken Kowalski
Hey Bob, I get that NONMEM can encounter negative eigenvalues during the R matrix decomposition and inversion step and if it does then the $COV step fails. However, both Pete and I have encountered situations where the R matrix is apparently positive definite since the $COV step runs but NON

RE: [NMusers] Condition number

2022-11-30 Thread Ken Kowalski
en -Original Message- From: Bonate, Peter [mailto:peter.bon...@astellas.com]luSent: Wednesday, November 30, 2022 7:52 PM To: Ken Kowalski ; 'Leonid Gibiansky' Cc: 'Matthew Fidler' ; 'Kyun-Seop Bae' ; nmusers@globomaxnm.com; 'Jeroen Elassaiss-Schaap (PD-va

RE: [NMusers] Condition number

2022-11-30 Thread Ken Kowalski
rical instability while a CN based on a covariance matrix may have more utility as a collinearity diagnostic. Best, Ken -Original Message- From: Bonate, Peter [mailto:peter.bon...@astellas.com] Sent: Wednesday, November 30, c 10:13 AM To: Ken Kowalski ; 'Leonid Gibiansky' Cc:

RE: [NMusers] Condition number

2022-11-29 Thread Ken Kowalski
obomaxnm.com <mailto:owner-nmus...@globomaxnm.com> mailto:owner-nmus...@globomaxnm.com> > On Behalf Of Bonate, Peter Sent: Wednesday, 30 November 2022 2:27 PM To: Leonid Gibiansky mailto:lgibian...@quantpharm.com> > Cc: Ken Kowalski mailto:kgkowalsk...@gmail.com> >

RE: [NMusers] Condition number

2022-11-29 Thread Ken Kowalski
lting, LLC Email: kgkowalsk...@gmail.com Cell:248-207-5082 -Original Message- From: Bonate, Peter [mailto:peter.bon...@astellas.com] Sent: Tuesday, November 29, 2022 8:27 PM To: Leonid Gibiansky Cc: Ken Kowalski ; Matthew Fidler ; Kyun-Seop Bae ; nmusers@globomaxnm.com; Jeroen Elas

RE: [NMusers] Condition number

2022-11-29 Thread Ken Kowalski
Hi Matt, I’m pretty sure Stu Beal told me many years ago that NONMEM calculates the eigenvalues from the correlation matrix. Maybe Bob Bauer can chime in here? Ken From: Matthew Fidler [mailto:matthew.fid...@gmail.com] Sent: Tuesday, November 29, 2022 7:56 PM To: Ken Kowalski Cc: Kyun

RE: [NMusers] Condition number

2022-11-29 Thread Ken Kowalski
, Ken From: Matthew Fidler [mailto:matthew.fid...@gmail.com] Sent: Tuesday, November 29, 2022 7:04 PM To: Ken Kowalski Cc: Kyun-Seop Bae ; nmusers@globomaxnm.com; Jeroen Elassaiss-Schaap (PD-value

RE: [NMusers] Condition number

2022-11-29 Thread Ken Kowalski
, November 29, 2022 7:04 PM To: Ken Kowalski Cc: Kyun-Seop Bae ; nmusers@globomaxnm.com; Jeroen Elassaiss-Schaap (PD-value B.V.) Subject: Re: [NMusers] Condition number Hi Ken & Kyun-Seop, I agree it should be taught, since it is prevalent in the industry, and should be looked at as somethin

RE: [NMusers] Condition number

2022-11-29 Thread Ken Kowalski
Hi Kyun-Seop, I would state things a little differently rather than say “devalue condition number and multi-collinearity” we should treat CN as a diagnostic and rules such as CN>1000 should NOT be used as a hard and fast rule to reject a model. I agree with Jeroen that we should understand t

RE: [NMusers] Condition number

2022-11-29 Thread Ken Kowalski
pairwise correlations are extreme if CN is very large. From: Ayyappa Chaturvedula [mailto:ayyapp...@gmail.com] Sent: Tuesday, November 29, 2022 11:07 AM To: Ken Kowalski Cc: nmusers@globomaxnm.com Subject: Re: [NMusers] Condition number Hi Ken, Thank you again. But, I have seen models with

RE: [NMusers] Condition number

2022-11-29 Thread Ken Kowalski
= CN < 1000 High: 1000 <= CN < 10,000 Extreme:CN >= 10,000 Ken -Original Message- From: Ayyappa Chaturvedula [mailto:ayyapp...@gmail.com] Sent: Tuesday, November 29, 2022 10:20 AM To: Ken Kowalski Cc: nmusers@globomaxnm.com Subject: Re: [NMusers] Condition num

RE: [NMusers] Condition number

2022-11-29 Thread Ken Kowalski
Hi Ayyappa, I think the condition number was first proposed as a statistic to diagnose multicollinearity in multiple linear regression analyses based on an eigenvalue analysis of the X'X matrix. You can probably search the statistical literature and multiple linear regression textbooks to find va

RE: [EXTERNAL] RE: [NMusers] Statistical power computation based on the wald test

2021-03-24 Thread Ken Kowalski
Hi Bob, Just a point of clarification. If the default sandwich estimator is used to estimate the covariance matrix then the .coi file outputs the inverse of this sandwich estimator, ie., R(S^-1)R …correct? If so, and maybe this is just semantics but I don’t think we would refer to R(S^-1)R

RE: [NMusers] Statistical power of covariate inclusion in popPK models

2021-03-24 Thread Ken Kowalski
Hi Ibtihel, See below for my comments. Ken From: owner-nmus...@globomaxnm.com [mailto:owner-nmus...@globomaxnm.com] On Behalf Of Hammami, Ibtihel /FR Sent: Wednesday, March 24, 2021 5:47 AM To: nmusers@globomaxnm.com Subject: [NMusers] Statistical power of covariate inclusion in popPK m

RE: [NMusers] Statistical power computation based on the wald test

2021-03-22 Thread Ken Kowalski
Hi Ibtihel, I think you are probably asking for covariance matrix of the parameter estimates. This should automatically be outputted as the .cov file assuming that the $COV step runs successfully. Note that since NONMEM minimizes a function related to -2LL, the Hessian (R matrix) in NONMEM is

RE: [NMusers] Negative concentration from simulation

2020-06-02 Thread Ken Kowalski
Hi Nyein, I agree with Nick that it may be valid to simulate negative concentrations and that the only reason that we don't observe negative concentrations is because assay labs censor these values. However, for these negative concentrations to be reasonable and attributed to assay variation,

[NMusers] ACoP10 Post-Meeting Workshop: Integration of PHM and Stat Analyses Using CTS, October 24, 2019

2019-06-10 Thread Ken Kowalski
Dear NMUsers, On Thursday, October 24, 2019, I will be giving an ACoP10 post-meeting workshop in Orlando, FL. This workshop will be a 3-hour didactic lecture based on my recently published paper: Kowalski, K.G. "Integration of Pharmacometric and Statistical Analyses Using Clinical Trial Si

RE: [NMusers] VPCs confidence intervals?

2019-03-14 Thread Ken Kowalski
Kowalski Subject: RE: [NMusers] VPCs confidence intervals? Hi Ken, Thanks for that good clarification! Bill From: Ken Kowalski mailto:kgkowalsk...@gmail.com> > Sent: Thursday, March 14, 2019 2:01 PM To: 'Bill Denney' mailto:wden...@humanpredictions.com> >; '

RE: [NMusers] VPCs confidence intervals?

2019-03-14 Thread Ken Kowalski
Hi All, I know what Bill is trying to say but it is not quite accurate the way he states it. A prediction interval makes inference on a statistic based on a future sample such as a sample mean of a future set of data. In contrast, a confidence interval makes inference on a parameter such

[NMusers] GoFundMe Site for the Hutmacher Family

2017-05-25 Thread Ken Kowalski
Dear NMusers, As many of you may know, Matt Hutmacher passed away on May 3, 2017, unexpectedly at the age of 47. He is survived by his loving and supportive wife, Carey, and their two children, James (10 yrs) and Ella (8 yrs). I have known Matt for 22 years as his mentor, colleague, research/bus

[NMusers] Help for the Hutmacher Family

2017-05-25 Thread Ken Kowalski
Dear NMusers, As many of you may know, Matt Hutmacher passed away on May 3, 2017, unexpectedly at the age of 47. He is survived by his loving and supportive wife, Carey, and their two children, James (10 yrs) and Ella (8 yrs). I have known Matt for 22 years as his mentor, colleague, research/bus

Re: [NMusers] eigenvalues

2015-11-06 Thread Ken Kowalski
Dear Pavel, Are you using MATRIX=R when using NONMEM or the default sandwich estimator for the covariance matrix? Most nonlinear regression packages use the equivalent of MATRIX=R in NONMEM. You might try MATRIX=R on the $COV step and then compare to Monolix. Ken Sent from my iPhone > On

RE: [NMusers] Fwd: Should we generate VPCs with or without uncertainty?

2015-06-08 Thread Ken Kowalski
Hi All, I have done it both ways (with and without including parameter uncertainty). It is important to note that the resulting VPC intervals are degenerate when you don’t take into account parameter uncertainty. That is, with infinite sample size these intervals will collapse to the p

RE: [NMusers] OMEGA matrix

2014-10-02 Thread Ken Kowalski
development with a fully parametric estimation method. I’m intrigued… Ken From: owner-nmus...@globomaxnm.com [mailto:owner-nmus...@globomaxnm.com] On Behalf Of Mats Karlsson Sent: Thursday, October 02, 2014 12:43 PM To: Ken Kowalski; ma...@metruminst.org; 'Eleveld, DJ'

RE: [NMusers] OMEGA matrix

2014-10-02 Thread Ken Kowalski
Hi All, I agree with everything that Marc and Douglas have pointed out. I too do not advise building the omega structure based on repeated likelihood ratio tests. The approach I take is more akin to what Joe had suggested earlier using SAEM to fit the full block omega structure and then lo

RE: [NMusers] OMEGA matrix

2014-10-01 Thread Ken Kowalski
http://www.mail-archive.com/nmusers%40globomaxnm.com/msg03401.html. See also http://holford.fmhs.auckland.ac.nz/docs/bootstrap-and-confidence-intervals.pdf slides 24 to 31. Best wishes, Nick On 1/10/2014 7:57 a.m., Ken Kowalski wrote: Hi Jeroen, I think we might be on the same page but I want

RE: [NMusers] OMEGA matrix

2014-09-30 Thread Ken Kowalski
reasonably estimated. BW, Joe Joseph F Standing MRC Fellow, UCL Institute of Child Health Antimicrobial Pharmacist, Great Ormond Street Hospital Tel: +44(0)207 905 2370 Mobile: +44(0)7970 572435 _ From: owner-nmus...@globomaxnm.com [owner-nmus...@globomaxnm.com] On Behalf Of Ken Kowals

RE: [NMusers] OMEGA matrix

2014-09-25 Thread Ken Kowalski
Hi Douglas, My own thinking is that you should fit the largest omega structure that can be supported by the data rather than just always assuming a diagonal omega structure. This does not necessarily mean always fitting a full block omega structure, as it can often lead to an ill-conditioned mode

RE: [NMusers] Inflated random effects showed by VPC

2014-09-04 Thread Ken Kowalski
Dear Yu, Did you explore block Omega structures to investigate potential correlations among the random effects? If you assumed a diagonal Omega structure where the random effects are assumed to be independent when they are indeed correlated this can inflate the between-subject variability in y

RE: [NMusers] NONMEM vs SPSS

2014-03-29 Thread Ken Kowalski
Dear Gavin, This is most likely because most nonlinear regression programs invert the Hessian (second derivative matrix of the model with respect to the parameters) to obtain the covariance matrix. This corresponds to the R matrix in NONMEM. However, the default method that NONMEM uses is a s

RE: [NMusers] RE: Simulation settgin in the precence of Shrinkage in PK when doing PK-PD analysis

2013-02-21 Thread Ken Kowalski
hursday, February 21, 2013 3:48 AM To: 'Perez Ruixo, Juan Jose'; Ken Kowalski; 'Elassaiss - Schaap, J (Jeroen)'; 'Nick Holford'; 'nmusers' Subject: RE: [NMusers] RE: Simulation settgin in the precence of Shrinkage in PK when doing PK-PD analysis Hi All, The

RE: [NMusers] RE: Simulation settgin in the precence of Shrinkage in PK when doing PK-PD analysis

2013-02-20 Thread Ken Kowalski
Hi Jeroen, I believe the feature that you describe for a simultaneous fit also applies to the PPP&D sequential approach that Nick advocates (which I also like).The framework of the PPP&D approach is to set it up the same as you would a simultaneous model fit but you fix the PK parameters (P

RE: [NMusers] RE: Proper way to handle the pre-first dose PK observation for non-endogenous drug

2012-11-08 Thread Ken Kowalski
Hi Matt/Nick/All, It is my understanding that if analytical labs were to report the measured concentrations below the BLQ that negative concentration values could be reported from the standard curve predictions. Thus, reporting the pre-first-dose PK observations and including them in the anal

RE: [NMusers] omega matrix - friendly suggestion

2012-06-12 Thread Ken Kowalski
Dear Pavel, I certainly feel your pain but you have to be careful how you fix certain elements in Omega to ensure that you have a valid positive definite covariance matrix. The starting values in your $OMEGA block do not give rise to a valid covariance matrix. Note in particular that the cova

RE: [NMusers] Successful minimization and covariance

2012-05-24 Thread Ken Kowalski
Hi Ayyappa, Some comments and suggestions: 1) Standard diagnostics that suggest the model fits well does not say anything about whether the parameter estimates you've obtained are reasonably accurate or precisely estimated. I don't know if your model is over-parameterized or not but an over-

RE: [NMusers] medians of the simulation in VPC are systematically below the medians of the observations when the model fit looks fine.

2012-02-06 Thread Ken Kowalski
Hi Shirley, What this suggests is that the distributions of the empirical Bayes' predictions of the ETAs (which are used to generate the IPREDs) have some departures from the normality assumptions (including zero mean with constant variance omega^2) when you use the model in simulations. I sug

RE: [NMusers] analysis of non-positive DV

2011-09-21 Thread Ken Kowalski
Svetlana, Can you clarify your model a bit more in terms of what is a parameter and what is a covariate? You indicated that the DV is change from baseline. If so, why do you have TBAS in the model? Is DV = TEFF - TBAS? If so, it seems that your model should be written as: DEFF = (TSLP*CP)**TA

RE: [NMusers] [Fwd: occasions during pregnancy]

2011-03-01 Thread Ken Kowalski
All, I feel the need to clarify my response as well. I agree that the systematic/mechanistic effects of pregnancy term on the PK should definitely be explored first (get the fixed effects right before postulating additional IOV random effects) and I leave that to the subject-matter experts. My r

RE: [NMusers] [Fwd: occasions during pregnancy]

2011-03-01 Thread Ken Kowalski
Hi Paul, When you treat each occasion as a different patient you get subject-by-occasion specific predictions of all the parameters in your model (or at least for those parameters in which you include an IIV eta)...not just clearance. Thus, it is not surprising that you might get a better fit by

RE: [NMusers] outsourcing PK/PD analysis - help wanted

2011-01-06 Thread Ken Kowalski
Hi Pavel, Perhaps you should consider a search in alphabetical order. In which case it is hard to beat A2PG. :) www.a2pg.com Ken Kenneth G. Kowalski President & CEO A2PG - Ann Arbor Pharmacometrics Group, Inc. 110 Miller Ave., Garden Suite Ann Arbor, MI 48104 Work: 734-274-8255 Cell: 248-207-

RE: [NMusers] Negative OFV number

2010-12-19 Thread Ken Kowalski
Hi Yuhong, To expand on Serge's response that OFV can be negative for untransformed data it is important to note that the OFV depends on the scale. You can show that OFV(Y/c) =OFV(Y) - 2nlog(c) where n is the total number of observations and c is an arbitrary constant such as one mig

RE: [NMusers] Rational of using IOV

2010-11-01 Thread Ken Kowalski
Hi Thierry, Actually, devising a TDM program is precisely when you should be evaluating whether you have substantial IOV. If IOV is considerably greater than IIV then there is little benefit in a TDM program as you point out since a concentration from one occasion may not contain much informat

RE: [NMusers] Effect of placebo or drug to the baseline value

2010-08-12 Thread Ken Kowalski
Hi Venkatesh, I think it is reasonable to postulate models with combined additive and proportional effects as long as they are supported by the data. You may wish to generate some graphical diagnostics to support your structural model choice in addition to the OFV (especially since these diffe

RE: [NMusers] Baseline as a covariate

2010-08-11 Thread Ken Kowalski
Hi Pete, In this setting I generally try to first model the baseline response and perhaps pursue alternative structural model forms. For example, I may consider a multiplicative relationship rather than an additive relationship between baseline and placebo/drug effects. However, if the distribut

[NMusers] Modeling Webinar Announcement

2010-03-22 Thread Ken Kowalski
Multi-Discipline Model-Based Drug Development to Improve "Accelerate/Go/No Go" Decisions for New Products These live webinars will show how modern modeling techniques can be used to avoid incorrect drug development decisions, tackle costs, and assess value. The expert speakers will survey the u

RE: [NMusers] Dilemma with PPK parameters

2010-02-05 Thread Ken Kowalski
Hi All, I think we are getting off the point. What Varsha was asking is how can the CL reported as L/kg/hr be so different between the two treatment groups while the volume of distribution and half-life could be so similar when fitting a one compartment model? I think the answer to this q

RE: [NMusers] Dilemma with PPK parameters

2010-02-05 Thread Ken Kowalski
Hi Varsha, In your control stream you have CL and Vd parameterized as: TVCL = THETA(1) + THETA (3) * WT TVVD = THETA(2) + THETA (4) * WT Thus, THETA(1) and THETA(2) are the typical individual values of CL and Vd at WT=0 which are meaningless parameters. If both CL and Vd are directly proportion

RE: [NMusers] What does convergence/covariance show?

2009-08-26 Thread Ken Kowalski
model will still do better. I cannot see how it can do worse than the linear model (assuming the model passes other tests of plausibility and the VPC looks OK). Thanks for your 2c! Nick Ken Kowalski wrote: > Nick, > > It sounds like you do recognize that models are often over-parameter

RE: [NMusers] What does convergence/covariance show?

2009-08-25 Thread Ken Kowalski
Nick, It sounds like you do recognize that models are often over-parameterized by your statements: " It is quite common to find that the estimates EC50 and Emax are highly correlated (I assume SLOP=EMAX/EC50). It would also be common to find that the random effects of EMAX and EC50 are also co

[NMusers] WAM v1.01 now available on NONMEM repository

2009-05-12 Thread Ken Kowalski
Dear NMusers, For those of you using the Windows-based version of the WAM algorithm (Wald's Approximation Method for covariate model building) developed by Pharsight based on the methodology in the manuscript by Kowalski & Hutmacher, JPP 2001;28:253-275, please note that we recently determined

RE: [NMusers] OMEGA selection

2009-04-21 Thread Ken Kowalski
NMusers, My apologies for entering into this discussion a bit late as I was on vacation last week. Rather than rehash previous debates about $COV, I thought I would just list some of the ways I use the $COV step output to assist my model building and clinical trial simulation efforts. Before

RE: [NMusers] FO vs FOCE, sequential vs simultaneous

2008-12-09 Thread Ken Kowalski
The method that Marc describes is labeled the PPP&D method in the Zhang et al paper below. With this approach you set up the model just as if you were going to do a simultaneous fit (that is the dataset contains DVs for both the PK and PD (or metabolite)) but all of the population PK parameters (

RE: [NMusers] Models that abort before convergence Addendum

2008-11-21 Thread Ken Kowalski
Leonid, I have never reported out as a final model a run that failed to converge or failed the COV step. My guess is that individuals who frequently do probably tend to be more mechanistic in their model building than I am and often push the complexity of their models beyond what can be suppor

RE: [NMusers] Very small P-Value for ETABAR

2008-11-14 Thread Ken Kowalski
Mats, Nick, and NMusers, When Stu Beal was first thinking about reporting out a p-value for ETABAR I know he was conflicted because he knew that the statistical properties of the test were probably never likely to be met. A couple of statistical properties that are probably not met that haven't b

RE: [NMusers] NONMEM message

2008-11-13 Thread Ken Kowalski
Mitsuo, This is a new message specific to NONMEM VI. I must confess I don't know what to make of this message myself. It would be informative if someone could tell us what internals in NONMEM trigger this message (i.e., "PROBLEMS OCCURRED WITH THE MINIMIZATION"). With respect to your two model

RE: [NMusers] Visual predictive check!

2008-05-23 Thread Ken Kowalski
ation always causes measurement bias (whether the LLOQ is 0 or greater). Best wishes, Nick Ken Kowalski wrote: > > Andreas, > > Your simulations highlight a limitation with the combined (additive + > proportional or slope-intercept) residual error model. The combined > residual e

RE: [NMusers] Visual predictive check!

2008-05-23 Thread Ken Kowalski
Andreas, Your simulations highlight a limitation with the combined (additive + proportional or slope-intercept) residual error model. The combined residual error model cannot be the correct model at very low concentrations since the normal distribution will put non-zero probability mass at con

RE: [NMusers] truncation & simulation

2008-04-23 Thread Ken Kowalski
Steven, While I agree that simulation of a larger number of subjects will result in a wider range of clearance I have my doubts that that alone would be sufficient to account for a 50-fold increase in range (5 to 30 vs 1 to 300). Another contributing factor is that the post hoc estimates will have

RE: [NMusers] truncation & simulation

2008-04-22 Thread Ken Kowalski
Ron, Truncation can also introduce bias so you should check for this in your simulations as well. Also, if your model based on 100 patients results in simulations of CL/F ranging from 1 – 300 L/hr but the post hoc estimates of CL/F range from 5 – 30 L/hr then you may want to further assess th

RE: [NMusers] IIV on %CV-Scale - Standard Error (SE)

2008-02-15 Thread Ken Kowalski
Hi Jakob, The derivation for your expression comes from a first-order approximation of the variance often referred to as the "delta method" in the statistical literature. The approximation is: Var(f(x)) ~= [f'(x)^2]Var(x) or equivalently, SE(f(x)) ~= f'(x)SE(x) If we want SE(omega) but have the