using Pumas
using PharmaDatasets
Covariate Selection Methods - Introduction
In pharmacometric workflows, we often have competing models to select from. In this tutorial we will review selection criteria and automated procedures to select the best model out of a set of competing candidate models.
First, we’ll review how to measure model fit, then we’ll cover model selection algorithms.
1 Model Fit Measures
Traditionally in Statistics, model comparison has been done based on a theoretical divergence metric that originates from information theory’s entropy:
\[H = - \operatorname{E}\log(p) = -\sum_i p_i \log(p_i)\]
where \(p_i\) is the probability of occurrence of the \(i\)-th possible value.
Note
We use the \(\log\) scale because it transforms a product of probabilities into a sum, which is both numerically faster and numerically more stable due to the robustness against floating point underflow.
Entropy was the inspiration behind Akaike’s Information Criterion (AIC) (Akaike, 1973):
\[\operatorname{AIC} = -2\log{\hat{\mathcal{L}}} + 2k\]
where \(\hat{\mathcal{L}}\) is the estimated value of the likelihood for a given model and data, and \(k\) is the number of parameters in the model. Generally the likelihood is estimated by maximizing the likelihood function, thus the name maximum likelihood estimation (MLE). The likelihood describes how well the model fits the data, and in certain conditions, can be treated similarly to a probability: higher values means higher plausibility. Hence, models with higher likelihood values demonstrate better fits to the data. Since we are multiplying by a negative value, this means that lower values are preferred.
Note
The \(-2\) was proposed in Akaike’s 1973 original paper to simplify some calculations involving \(\chi^2\) distributions and was kept around since then.
AIC was devised to “punish” model complexity, i.e models that have more parameters to fit to the data. This is why we add \(2\) to the loglikelihood value for every parameter that the model has. Due to the preference of lower AIC values this penalizes models by the number of parameters, while also making it possible to compare models with different complexities.
Building from the AIC, the Bayesian Information Criterion (BIC) (Schwarz, 1978) uses the same idea, but the penalty term is different:
\[\operatorname{BIC} = -2\log{\hat{\mathcal{L}}} + k\log(n)\]
where \(\hat{\mathcal{L}}\) is the estimated value of the likelihood for a given model and data, \(k\) is the model’s number of parameters, and \(n\) is the number of observations. It is called Bayesian because it uses a “Bayesian” argument to derive the punishment term \(k\log(n)\) in the original 1975 paper.
1.1 Example in Pumas
Let’s go over an example of model fit measures in Pumas.
First, let’s import the following packages:
We are going to use the po_sad_1 dataset from PharmaDatasets:
df = dataset("po_sad_1")
first(df, 5)5×14 DataFrame
| Row | id | time | dv | amt | evid | cmt | rate | age | wt | doselevel | isPM | isfed | sex | route |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Int64 | Float64 | Float64? | Float64? | Int64 | Int64? | Float64 | Int64 | Int64 | Int64 | String3 | String3 | String7 | String3 | |
| 1 | 1 | 0.0 | missing | 30.0 | 1 | 1 | 0.0 | 51 | 74 | 30 | no | yes | male | ev |
| 2 | 1 | 0.25 | 35.7636 | missing | 0 | missing | 0.0 | 51 | 74 | 30 | no | yes | male | ev |
| 3 | 1 | 0.5 | 71.9551 | missing | 0 | missing | 0.0 | 51 | 74 | 30 | no | yes | male | ev |
| 4 | 1 | 0.75 | 97.3356 | missing | 0 | missing | 0.0 | 51 | 74 | 30 | no | yes | male | ev |
| 5 | 1 | 1.0 | 128.919 | missing | 0 | missing | 0.0 | 51 | 74 | 30 | no | yes | male | ev |
This is an oral dosing (route = "ev") NMTRAN-formatted dataset. It has 18 subjects, each with 1 dosing event (evid = 1) and 18 measurement events (evid = 0); and the following covariates:
age: age in years (continuous)wt: weight in kg (continuous)doselevel: dosing amount, either30,60or90milligrams (categorical)isPM: subject is a poor metabolizer (binary)isfed: subject is fed (binary)sex: subject sex (binary)
Let’s parse df into a Population with read_pumas:
population =
read_pumas(df; observations = [:dv], covariates = [:wt, :isPM, :isfed], route = :route)Population
Subjects: 18
Covariates: wt, isPM, isfed
Observations: dvLet’s create a 2-compartment oral absorption base model with no covariate effects:
base_model = @model begin
@metadata begin
desc = "base model"
timeu = u"hr"
end
@param begin
"""
Clearance (L/hr)
"""
tvcl ∈ RealDomain(; lower = 0)
"""
Central Volume (L)
"""
tvvc ∈ RealDomain(; lower = 0)
"""
Peripheral Volume (L)
"""
tvvp ∈ RealDomain(; lower = 0)
"""
Distributional Clearance (L/hr)
"""
tvq ∈ RealDomain(; lower = 0)
"""
Absorption rate constant (1/h)
"""
tvka ∈ RealDomain(; lower = 0)
"""
- ΩCL
- ΩVc
- ΩKa
- ΩVp
- ΩQ
"""
Ω ∈ PDiagDomain(5)
"""
Proportional RUV (SD scale)
"""
σₚ ∈ RealDomain(; lower = 0)
end
@random begin
η ~ MvNormal(Ω)
end
@pre begin
CL = tvcl * exp(η[1])
Vc = tvvc * exp(η[2])
Ka = tvka * exp(η[3])
Q = tvq * exp(η[4])
Vp = tvvp * exp(η[5])
end
@dynamics Depots1Central1Periph1
@derived begin
cp := @. 1_000 * (Central / Vc)
"""
Drug Concentration (ng/mL)
"""
dv ~ @. Normal(cp, cp * σₚ)
end
endPumasModel
Parameters: tvcl, tvvc, tvvp, tvq, tvka, Ω, σₚ
Random effects: η
Covariates:
Dynamical system variables: Depot, Central, Peripheral
Dynamical system type: Closed form
Derived: dv
Observed: dvLet’s go over the model.
In the @metadata block we are adding a model description and adding information regarding the time units (hours).
Next, we define the model’s parameters in @param while also prepending them with a string that serves as an annotation for the parameter description. This is helpful for post-processing, since Pumas can use the description instead of the parameter name in tables and figures.
Our ηs are defined in the @random block and are sampled from a multivariate normal distribution with mean 0 and a positive-diagonal covariance matrix Ω. We have 5 ηs, one for each PK typical value (also known as θs).
We proceed by defining the individual PK parameters in the @pre block. Each typical value is incremented by the subject’s ηs in a non-linear exponential transformation. This is done to enforce that all individual PK parameters are constrained to being positive. This also has a side effect that the individual PK parameters will be log-normally distributed.
We use the aliased short notation Depots1Central1Periph1 for the ODE system in the @dynamics. This is equivalent to having the following equations:
Depot' = -Ka * Depot
Central' = Ka * Depot - (CL + Q) / Vc * Central + Q / Vp * Peripheral
Peripheral' = Q / Vc * Central - Q / Vp * PeripheralNote that, in order for Depots1Central1Periph1 work correctly, we need to define Ka, CL, Q, Vc, and Vp in the @pre block.
Finally, in the @derived block we define our error model (or likelihood for the statistically-minded). Here we are using a proportional error model with the Gaussian/normal likelihood. Note that Normal is parameterized with mean and standard deviation, not with variance. That’s why we name our proportional error parameter as σₚ and not σ²ₚ.
Let’s now define a initial set of parameter estimates to fit our model:
iparams = (;
tvka = 0.4,
tvcl = 4.0,
tvvc = 70.0,
tvq = 4.0,
tvvp = 50.0,
Ω = Diagonal(fill(0.04, 5)),
σₚ = 0.1,
)(tvka = 0.4,
tvcl = 4.0,
tvvc = 70.0,
tvq = 4.0,
tvvp = 50.0,
Ω = [0.04 0.0 … 0.0 0.0; 0.0 0.04 … 0.0 0.0; … ; 0.0 0.0 … 0.04 0.0; 0.0 0.0 … 0.0 0.04],
σₚ = 0.1,)We call the fit function to estimate the parameters of the model:
base_fit = fit(base_model, population, iparams, FOCE())[ Info: Checking the initial parameter values.
[ Info: The initial negative log likelihood and its gradient are finite. Check passed.
Iter Function value Gradient norm
0 1.630402e+03 2.604358e+02
* time: 0.0270078182220459
1 1.499510e+03 9.365700e+01
* time: 0.6094059944152832
2 1.447619e+03 4.714464e+01
* time: 0.6402029991149902
3 1.427906e+03 4.439232e+01
* time: 0.6974940299987793
4 1.414326e+03 2.726109e+01
* time: 0.7280819416046143
5 1.387798e+03 1.159019e+01
* time: 0.782153844833374
6 1.382364e+03 7.060796e+00
* time: 0.8150718212127686
7 1.380839e+03 4.839103e+00
* time: 0.8571338653564453
8 1.380281e+03 4.075615e+00
* time: 0.8900408744812012
9 1.379767e+03 3.303901e+00
* time: 0.93019700050354
10 1.379390e+03 2.856359e+00
* time: 0.9646768569946289
11 1.379193e+03 2.650736e+00
* time: 1.0037498474121094
12 1.379036e+03 2.523349e+00
* time: 1.0366499423980713
13 1.378830e+03 2.638648e+00
* time: 1.0744948387145996
14 1.378593e+03 3.463990e+00
* time: 1.108656883239746
15 1.378335e+03 3.471127e+00
* time: 1.1464869976043701
16 1.378143e+03 2.756670e+00
* time: 1.190208911895752
17 1.378019e+03 2.541343e+00
* time: 1.220594882965088
18 1.377888e+03 2.163251e+00
* time: 1.2646808624267578
19 1.377754e+03 2.571076e+00
* time: 1.295151948928833
20 1.377620e+03 3.370764e+00
* time: 1.3380358219146729
21 1.377413e+03 3.938291e+00
* time: 1.3698148727416992
22 1.377094e+03 4.458016e+00
* time: 1.4127488136291504
23 1.376674e+03 5.713348e+00
* time: 1.4477269649505615
24 1.375946e+03 5.417530e+00
* time: 1.4896998405456543
25 1.375343e+03 5.862876e+00
* time: 1.5265610218048096
26 1.374689e+03 5.717165e+00
* time: 1.568809986114502
27 1.374056e+03 4.400490e+00
* time: 1.6372828483581543
28 1.373510e+03 2.191437e+00
* time: 1.6725668907165527
29 1.373277e+03 1.203587e+00
* time: 1.7208459377288818
30 1.373233e+03 1.157761e+00
* time: 1.7576208114624023
31 1.373218e+03 8.770728e-01
* time: 1.799616813659668
32 1.373204e+03 8.021952e-01
* time: 1.8380119800567627
33 1.373190e+03 6.613857e-01
* time: 1.879300832748413
34 1.373183e+03 7.602394e-01
* time: 1.924144983291626
35 1.373173e+03 8.552154e-01
* time: 1.9575929641723633
36 1.373162e+03 6.961928e-01
* time: 2.0028939247131348
37 1.373152e+03 3.162546e-01
* time: 2.0385708808898926
38 1.373148e+03 1.747381e-01
* time: 2.0822319984436035
39 1.373147e+03 1.258699e-01
* time: 2.1170480251312256
40 1.373147e+03 1.074908e-01
* time: 2.1565678119659424
41 1.373147e+03 6.799619e-02
* time: 2.200549840927124
42 1.373147e+03 1.819329e-02
* time: 2.230181932449341
43 1.373147e+03 1.338880e-02
* time: 2.2720730304718018
44 1.373147e+03 1.370144e-02
* time: 2.299863815307617
45 1.373147e+03 1.315666e-02
* time: 2.3408570289611816
46 1.373147e+03 1.065953e-02
* time: 2.368393898010254
47 1.373147e+03 1.069775e-02
* time: 2.4092259407043457
48 1.373147e+03 6.234846e-03
* time: 2.4367268085479736
49 1.373147e+03 6.234846e-03
* time: 2.494342803955078
50 1.373147e+03 6.234846e-03
* time: 2.564203977584839FittedPumasModel
Successful minimization: true
Likelihood approximation: FOCE
Likelihood Optimizer: BFGS
Dynamical system type: Closed form
Log-likelihood value: -1373.1468
Number of subjects: 18
Number of parameters: Fixed Optimized
0 11
Observation records: Active Missing
dv: 270 0
Total: 270 0
-------------------
Estimate
-------------------
tvcl 2.8344
tvvc 77.801
tvvp 48.754
tvq 3.9789
tvka 1.028
Ω₁,₁ 0.2638
Ω₂,₂ 0.2288
Ω₃,₃ 0.40047
Ω₄,₄ 0.37968
Ω₅,₅ 0.21495
σₚ 0.097805
-------------------Now we are ready to showcase model fit measures. All of these functions should take a result from fit and output a real number.
Let’s start with aic and bic which are included in Pumas:
aic(base_fit)2768.2935804173985bic(base_fit)2807.876221966381We are also free to create our own functions if we want to use something different than aic or bic.
Here’s an example of a function that takes a fitted Pumas model, m, and outputs the -2LL (minus 2 times log-likelihood) without the constant. This is a model fit measure commonly used by NONMEM users and is is known as OFV: Objective Function Value. Hence, we will name the function ofv:
ofv(m) = (-2 * loglikelihood(m)) - (nobs(m) * log(2π))ofv (generic function with 1 method)We can use it on our base_fit model fit result:
ofv(base_fit)2250.06677248687542 Likelihood Ratio Tests
A likelihood-ratio test (LRT) is a statistical hypothesis test used in the field of statistics and probability theory to compare two statistical models and determine which one provides a better fit to a given set of observed data. It is particularly useful in the context of maximum likelihood estimation (MLE) and is commonly used for hypothesis testing in parametric statistical modeling.
The basic idea behind the likelihood ratio test is to compare the likelihoods of two competing models:
Null Hypothesis (\(H_0\)): This is the model that you want to test against. It represents a specific set of parameter values or restrictions on the model.
Alternative Hypothesis (\(H_a\)): This is the alternative model, often a more complex one or the one you want to support.
The test statistic is calculated as the ratio of the likelihood under the alternative model (\(H_a\)) to the likelihood under the null model (\(H_0\)). Mathematically, it can be expressed as:
\[\operatorname{LRT} = - 2 \log \left( \frac{\mathcal{L}(H_0)}{\mathcal{L}(H_a)} \right)\]
where:
- \(\operatorname{LRT}\): likelihood ratio test statistic
- \(\mathcal{L}(H_0)\): likelihood under \(H_0\), the likelihood of the data under the null hypothesis
- \(\mathcal{L}(H_a)\): likelihood under \(H_a\), the likelihood of the data under the alternative hypothesis
The LRT statistic follows a \(\chi^2\) (chi-squared) distribution with degrees of freedom equal to the difference in the number of parameters between the two models (i.e., the degrees of freedom is the number of additional parameters in the alternative model). In practice, you compare the LRT statistic to \(\chi^2\) distribution to determine whether the alternative model is a significantly better fit to the data than the null model.
The key idea is that if the p-value derived from the LRT statistic is lower than your desired \(\alpha\) (the type-1 error rate, commonly set to \(0.05\)), you would reject the null hypothesis in favor of the alternative hypothesis, indicating that the alternative model provides a better fit to the data.
Note
The likelihood-ratio test requires that the models be nested, i.e. the more complex model can be transformed into the simpler model by imposing constraints on the former’s parameters.
This is generally the case when performing LRT in a covariate selection context. However, be mindful of not violating this assumption when performing LRT.
2.1 Example in Pumas
Pumas provides us with the lrtest function to perform LRT. It takes 2 positional arguments as competing models:
- Model under \(H_0\) (i.e. the model with less parameters)
- Model under \(H_a\) (i.e. the model with more parameters)
Let’s define a covariate model that takes wt into consideration for all the clearance and volume PK parameters:
covariate_model = @model begin
@metadata begin
desc = "covariate model that uses weight covariate information"
timeu = u"hr"
end
@param begin
"""
Clearance (L/hr)
"""
tvcl ∈ RealDomain(; lower = 0)
"""
Central Volume (L)
"""
tvvc ∈ RealDomain(; lower = 0)
"""
Peripheral Volume (L)
"""
tvvp ∈ RealDomain(; lower = 0)
"""
Distributional Clearance (L/hr)
"""
tvq ∈ RealDomain(; lower = 0)
"""
Absorption rate constant (h-1)
"""
tvka ∈ RealDomain(; lower = 0)
"""
Power exponent on weight for Clearance # new
"""
dwtcl ∈ RealDomain() # new
"""
Power exponent on weight for Distributional Clearance # new
"""
dwtq ∈ RealDomain() # new
"""
- ΩCL
- ΩVc
- ΩKa
- ΩVp
- ΩQ
"""
Ω ∈ PDiagDomain(5)
"""
Proportional RUV (SD scale)
"""
σₚ ∈ RealDomain(; lower = 0)
end
@random begin
η ~ MvNormal(Ω)
end
@covariates begin
"""
Weight (kg) # new
"""
wt # new
end
@pre begin
CL = tvcl * exp(η[1]) * (wt / 70)^dwtcl # new
Vc = tvvc * exp(η[2]) * (wt / 70) # new
Ka = tvka * exp(η[3])
Q = tvq * exp(η[4]) * (wt / 70)^dwtq # new
Vp = tvvp * exp(η[5]) * (wt / 70) # new
end
@dynamics Depots1Central1Periph1
@derived begin
cp := @. 1000 * (Central / Vc)
"""
Drug Concentration (ng/mL)
"""
dv ~ @. Normal(cp, cp * σₚ)
end
endPumasModel
Parameters: tvcl, tvvc, tvvp, tvq, tvka, dwtcl, dwtq, Ω, σₚ
Random effects: η
Covariates: wt
Dynamical system variables: Depot, Central, Peripheral
Dynamical system type: Closed form
Derived: dv
Observed: dvThis is almost the same model as before. However, we are adding a few tweaks (commented with # new):
wtin the new@covariatesblock- allometric scaling based on
wtfor the individual PK parametersCL,Q,VcandVp - new parameters in
@paramfor the exponent of the power function ofwton both individual clearance PK parametersCLandQ
Since covariate_model has two new parameters in the @param block, we need to add them to the initial set of parameter estimates. We can do this by creating a new NamedTuple that builts upon the last one iparams, while also adding initial values for dwtcl and dwtq:
iparams_covariate = (; iparams..., dwtcl = 0.75, dwtq = 0.75)(tvka = 0.4,
tvcl = 4.0,
tvvc = 70.0,
tvq = 4.0,
tvvp = 50.0,
Ω = [0.04 0.0 … 0.0 0.0; 0.0 0.04 … 0.0 0.0; … ; 0.0 0.0 … 0.04 0.0; 0.0 0.0 … 0.0 0.04],
σₚ = 0.1,
dwtcl = 0.75,
dwtq = 0.75,)
Tip
We are using Julia’s splatting ... operator to expand inline the iparams NamedTuple.
Now we fit our covariate_model:
covariate_fit = fit(covariate_model, population, iparams_covariate, FOCE())[ Info: Checking the initial parameter values.
[ Info: The initial negative log likelihood and its gradient are finite. Check passed.
Iter Function value Gradient norm
0 1.555051e+03 2.584685e+02
* time: 6.198883056640625e-5
1 1.436886e+03 9.959639e+01
* time: 0.03371715545654297
2 1.383250e+03 3.318037e+01
* time: 0.08653807640075684
3 1.372961e+03 2.525341e+01
* time: 0.11731314659118652
4 1.365242e+03 2.081002e+01
* time: 0.1656019687652588
5 1.350200e+03 1.667386e+01
* time: 0.1975879669189453
6 1.346374e+03 9.195785e+00
* time: 0.23468613624572754
7 1.344738e+03 8.614309e+00
* time: 0.2665989398956299
8 1.343902e+03 4.950745e+00
* time: 0.3031339645385742
9 1.343662e+03 1.478699e+00
* time: 0.3346829414367676
10 1.343626e+03 9.575005e-01
* time: 0.3711550235748291
11 1.343609e+03 8.509968e-01
* time: 0.40211915969848633
12 1.343589e+03 7.964671e-01
* time: 0.4381520748138428
13 1.343567e+03 8.202459e-01
* time: 0.46933913230895996
14 1.343550e+03 8.133359e-01
* time: 0.506648063659668
15 1.343542e+03 6.865506e-01
* time: 0.5385699272155762
16 1.343538e+03 3.869567e-01
* time: 0.5764060020446777
17 1.343534e+03 2.805019e-01
* time: 0.6078400611877441
18 1.343531e+03 3.271442e-01
* time: 0.6436810493469238
19 1.343529e+03 4.584302e-01
* time: 0.6746871471405029
20 1.343527e+03 3.951940e-01
* time: 0.7096531391143799
21 1.343525e+03 1.928385e-01
* time: 0.7403299808502197
22 1.343524e+03 1.958575e-01
* time: 0.7762999534606934
23 1.343523e+03 2.008844e-01
* time: 0.8065390586853027
24 1.343522e+03 1.636364e-01
* time: 0.8421399593353271
25 1.343522e+03 1.041929e-01
* time: 0.8722889423370361
26 1.343521e+03 7.417497e-02
* time: 0.907634973526001
27 1.343521e+03 7.297961e-02
* time: 0.9375231266021729
28 1.343521e+03 8.109591e-02
* time: 0.9724781513214111
29 1.343520e+03 7.067080e-02
* time: 1.0018270015716553
30 1.343520e+03 5.088025e-02
* time: 1.0382020473480225
31 1.343520e+03 4.980085e-02
* time: 1.0672950744628906
32 1.343520e+03 4.778940e-02
* time: 1.1041979789733887
33 1.343520e+03 5.667067e-02
* time: 1.1326539516448975
34 1.343520e+03 5.825591e-02
* time: 1.1685340404510498
35 1.343519e+03 5.354660e-02
* time: 1.1963551044464111
36 1.343519e+03 5.300792e-02
* time: 1.2335169315338135
37 1.343519e+03 4.011720e-02
* time: 1.2612941265106201
38 1.343519e+03 3.606197e-02
* time: 1.2987689971923828
39 1.343519e+03 3.546034e-02
* time: 1.326530933380127
40 1.343519e+03 3.525307e-02
* time: 1.3633980751037598
41 1.343519e+03 3.468091e-02
* time: 1.3898160457611084
42 1.343519e+03 3.313732e-02
* time: 1.4269001483917236
43 1.343518e+03 4.524162e-02
* time: 1.452883005142212
44 1.343518e+03 5.769309e-02
* time: 1.4911720752716064
45 1.343518e+03 5.716613e-02
* time: 1.5172550678253174
46 1.343517e+03 4.600797e-02
* time: 1.557116985321045
47 1.343517e+03 3.221948e-02
* time: 1.583172082901001
48 1.343517e+03 2.610758e-02
* time: 1.621269941329956
49 1.343517e+03 2.120270e-02
* time: 1.6473169326782227
50 1.343517e+03 1.887916e-02
* time: 1.685452938079834
51 1.343517e+03 1.229271e-02
* time: 1.711364984512329
52 1.343517e+03 4.778802e-03
* time: 1.74924898147583
53 1.343517e+03 2.158460e-03
* time: 1.7744419574737549
54 1.343517e+03 2.158460e-03
* time: 1.8245389461517334
55 1.343517e+03 2.158460e-03
* time: 1.8690969944000244FittedPumasModel
Successful minimization: true
Likelihood approximation: FOCE
Likelihood Optimizer: BFGS
Dynamical system type: Closed form
Log-likelihood value: -1343.5173
Number of subjects: 18
Number of parameters: Fixed Optimized
0 13
Observation records: Active Missing
dv: 270 0
Total: 270 0
--------------------
Estimate
--------------------
tvcl 2.7287
tvvc 70.681
tvvp 47.396
tvq 4.0573
tvka 0.98725
dwtcl 0.58351
dwtq 1.176
Ω₁,₁ 0.21435
Ω₂,₂ 0.050415
Ω₃,₃ 0.42468
Ω₄,₄ 0.040356
Ω₅,₅ 0.045987
σₚ 0.097904
--------------------Now we are ready to perform LRT with lrtest:
mytest = lrtest(base_fit, covariate_fit)Statistic: 59.3
Degrees of freedom: 2
P-value: 0.0The degrees of freedom of the underlying \(\chi^2\) distribution is \(2\), i.e. we have two additional parameters in the model under \(H_a\); and the test statistic is \(59.3\).
The \(p\)-value corresponding for the test statistic and degree of freedom is very close to \(0\). It prints as 0.0, but we can access the value with the pvalue function:
pvalue(mytest)1.3554737256701043e-13This indicates strong evidence against the base_model (i.e. model under \(H_0\)) and in favor of the covariate_model (i.e. model under \(H_a\)).
3 Model Selection Algorithms
There are several model selection techniques that take into account covariate selection. In the statistical literature, the reader can check Thayer (1990), and for the pharmacometric context, the reader can check Hutmacher & Kowalski (2015) and Jonsson & Karlsson (1998).
Pumas currently only implements the Stepwise Covariate Model (SCM). SCM, also known as stepwise procedures, is a model building strategy that is used to identify the best covariate model for a given dataset by a series of iterations (Hutmacher & Kowalski, 2015). Broadly, there are two main types of SCM:
- Forward Selection (FS)
- Backward Elimination (BE)
We will be covering these in detail in a new set of tutorials, please check tutorials.pumas.ai.
4 References
Akaike, H. (1973). Information theory and the extension of the maximum likelihood principle. Proceedings of the Second International Symposium on Information Theory.
Hutmacher, M. M., & Kowalski, K. G. (2015). Covariate selection in pharmacometric analyses: a review of methods. British journal of clinical pharmacology, 79(1), 132–147. https://doi.org/10.1111/bcp.12451
Jonsson, E. N., & Karlsson, M. O. (1998). Automated covariate model building within NONMEM. Pharmaceutical research, 15(9), 1463–1468. https://doi.org/10.1023/a:1011970125687
Schwarz, Gideon E. (1978). Estimating the dimension of a model. Annals of Statistics, 6 (2): 461–464, doi:10.1214/aos/1176344136.
Thayer, J. D. (1990). Implementing Variable Selection Techniques in Regression. ERIC.