434 articles – 313 references  [version française]
Short view
Prediction discrepancies for the evaluation of nonlinear mixed-effects models.
Mentré F., Escolano S.
Journal of Pharmacokinetics and Pharmacodynamics 33, 3 (2006) 345-67 - http://www.hal.inserm.fr/inserm-00156908
 (16284919) 
Prediction discrepancies for the evaluation of nonlinear mixed-effects models.
France Mentré () 1, 2, Sylvie Escolano3
1:  Modèles et méthodes de l'évaluation thérapeutique des maladies chroniques
INSERM : U738 – Université Paris VII - Paris Diderot
Faculté de médecine Paris 7 16, Rue Henri Huchard 75018 Paris
France
2:  Département d'épidémiologie, biostatistique et recherche clinique
Assistance publique - Hôpitaux de Paris (AP-HP) – Hôpital Bichat - Claude Bernard
46 rue Henri Huchard 75018 Paris
France
3:  Epidémiologie et Biostatistique
http://ifr69.vjf.inserm.fr
INSERM : IFR69
Hôpital Paul Brousse 16 av Paul Vaillant Couturier 94807 VILLEJUIF CEDEX
France
Reliable estimation methods for non-linear mixed-effects models are now available and, although these models are increasingly used, only a limited number of statistical developments for their evaluation have been reported. We develop a criterion and a test to evaluate nonlinear mixed-effects models based on the whole predictive distribution. For each observation, we define the prediction discrepancy (pd) as the percentile of the observation in the whole marginal predictive distribution under H(0). We propose to compute prediction discrepancies using Monte Carlo integration which does not require model approximation. If the model is valid, these pd should be uniformly distributed over (0, 1) which can be tested by a Kolmogorov-Smirnov test. In a simulation study based on a standard population pharmacokinetic model, we compare and show the interest of this criterion with respect to the one most frequently used to evaluate nonlinear mixed-effects models: standardized prediction errors (spe) which are evaluated using a first order approximation of the model. Trends in pd can also be evaluated via several plots to check for specific departures from the model.
Life Sciences/Bioinformatics and Systemic Biology
English
1567-567X

Article in peer-reviewed journal
10.1007/s10928-005-0016-4
Journal of Pharmacokinetics and Pharmacodynamics (J Pharmacokinet Pharmacodyn)
Publisher Springer Verlag (Germany)
ISSN 1567-567X (eISSN : 1573-8744)
not specified
2006-06
2005-11-13
33
3
345-67

Algorithms – Computer Simulation – Likelihood Functions – Models – Biological – Statistical – Monte Carlo Method – Pharmacokinetics – Statistical Distributions
Attached file list to this document: 
DOC
mentre_jpkpd_final.doc(458 KB)
PDF
mentre_jpkpd_final.pdf(329.1 KB)
XHTML
index.xhtml(84.2 KB)