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 |                        INFERENTIAL STATISTICS                   |
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 MEANING: Inferential statistics
 CONTEXT: NONMEM output

 DISCUSSION:
 NONMEM provides estimates of the precision of its parameter estimates.

 Confidence intervals for parameters,  hypothesis  tests  on  parameter
 values,  and  model-building  all  require  determination of plausible
 bounds on parameters. These can be assigned if the distribution of the
 estimates   (upon  imagined  replication  of  the  data  set)  can  be
 estimated. Asymptotic statistical theory applied  to  extended  least-
 squares  estimation  (as used in NONMEM) says that the distribution of
 the  parameter  estimators  is  multivariate  normal,  with  variance-
 covariance  matrix  that  can be estimated from the data.  NONMEM sup-
 plies such an estimate of the variance-covariance matrix of the param-
 eter  estimates  (See covariance matrix of estimate). The square roots
 of the diagonal elements of that matrix  are  the  estimated  standard
 errors      of      the     corresponding     parameter     estimators
 (See standard error of estimate), while the off-diagonal elements  can
 be transformed into correlation coefficients, and are presented in the
 correlation      matrix      of      the      parameter      estimates
 (See correlation matrix of estimate).   The  inverse of the covariance
 matrix and the eigenvalues of the correlation matrix are  also  avail-
 able (See $covariance).

REFERENCES: Guide V Section 5.4


  
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