title: Improving the estimation of parameter uncertainty distributions in nonlinear mixed effects models using sampling importance resampling.
abstract: Taking parameter uncertainty into account is key to make drug development decisions such as testing whether trial endpoints meet defined criteria. Currently used methods for assessing parameter uncertainty in NLMEM have limitations, and there is a lack of diagnostics for when these limitations occur. In this work, a method based on sampling importance resampling (SIR) is proposed, which has the advantage of being free of distributional assumptions and does not require repeated parameter estimation. To perform SIR, a high number of parameter vectors are simulated from a given proposal uncertainty distribution. Their likelihood given the true uncertainty is then approximated by the ratio between the likelihood of the data given each vector and the likelihood of each vector given the proposal distribution, called the importance ratio. Non-parametric uncertainty distributions are obtained by resampling parameter vectors according to probabilities proportional to their importance ratios. Two simulation examples and three real data examples were used to define how SIR should be performed with NLMEM and to investigate the performance of the method. The simulation examples showed that SIR was able to recover the true parameter uncertainty. The real data examples showed that parameter 95 % confidence intervals (CI) obtained with SIR, the covariance matrix, bootstrap and log-likelihood profiling were generally in agreement when 95 % CI were symmetric. For parameters showing asymmetric 95 % CI, SIR 95 % CI provided a close agreement with log-likelihood profiling but often differed from bootstrap 95 % CI which had been shown to be suboptimal for the chosen examples. This work also provides guidance towards the SIR workflow, i.e.,which proposal distribution to choose and how many parameter vectors to sample when performing SIR, using diagnostics developed for this purpose. SIR is a promising approach for assessing parameter uncertainty as it is applicable in many situations where other methods for assessing parameter uncertainty fail, such as in the presence of small datasets, highly nonlinear models or meta-analysis.
authors.affiliation: Department of Pharmaceutical Biosciences, Uppsala University, Box 591, 751 24, Uppsala, Sweden. annegaelle.dosne@farmbio.uu.se.
authors.forename: Anne-Gaëlle
authors.initials: AG
authors.lastname: Dosne
authors.affiliation: Department of Pharmaceutical Biosciences, Uppsala University, Box 591, 751 24, Uppsala, Sweden.
authors.forename: Martin
authors.initials: M
authors.lastname: Bergstrand
authors.affiliation: Department of Pharmaceutical Biosciences, Uppsala University, Box 591, 751 24, Uppsala, Sweden.
authors.forename: Kajsa
authors.initials: K
authors.lastname: Harling
authors.affiliation: Department of Pharmaceutical Biosciences, Uppsala University, Box 591, 751 24, Uppsala, Sweden.
authors.forename: Mats O
authors.initials: MO
authors.lastname: Karlsson
mesh_terms: D000284:Administration, Oral; D000465:Algorithms; D003198:Computer Simulation; D016001:Confidence Intervals; D006801:Humans; D007093:Imidazoles / Q000008:administration & dosage / Q000493:pharmacokinetics*; D007275:Injections, Intravenous; D008954:Models, Biological; D015233:Models, Statistical; D017711:Nonlinear Dynamics; D015366:Pefloxacin / Q000008:administration & dosage / Q000493:pharmacokinetics*; D010634:Phenobarbital / Q000008:administration & dosage / Q000493:pharmacokinetics*; D012984:Software; D035501:Uncertainty
chemical_list: D007093:Imidazoles; D015366:Pefloxacin; C043482:moxonidine; D010634:Phenobarbital
keywords: Asymptotic covariance matrix; Bootstrap; Confidence intervals; Nonlinear mixed-effects models; Parameter uncertainty; Sampling importance resampling