Covariate Models

Authors

Jose Storopoli

Joel Owen

using Dates
using Pumas
using PumasUtilities
using CairoMakie
using DataFramesMeta
using CSV
using PharmaDatasets
Caution

Some functions in this tutorial are only available after you load the PumasUtilities package.

1 Covariate Model Building

In this tutorial we’ll cover a workflow around covariate model building. You’ll learn how to:

  1. include covariates in your model
  2. parse data with covariates
  3. understand the difference between constant and time-varying covariates
  4. handle continuous and categorical covariates
  5. deal with missing data in your covariates
  6. deal with categorical covariates

1.1 nlme_sample Dataset

For this tutorial we’ll use the nlme_sample dataset from PharmaDatasets.jl:

pkfile = dataset("nlme_sample", String)
pkdata = CSV.read(pkfile, DataFrame; missingstring = ["NA", ""])
first(pkdata, 5)
5×15 DataFrame
Row ID TIME DV AMT EVID CMT RATE WT AGE SEX CRCL GROUP ROUTE DURATION OCC
Int64 Float64 Float64? Int64? Int64 Int64? Int64 Int64 Int64 String1 Int64 String7 Float64 Int64? Int64
1 1 0.0 missing 1000 1 1 500 90 47 M 75 1000 mg Inf 2 1
2 1 0.001 0.0667231 missing 0 missing 0 90 47 M 75 1000 mg Inf missing 1
3 1 1.0 112.817 missing 0 missing 0 90 47 M 75 1000 mg Inf missing 1
4 1 2.0 224.087 missing 0 missing 0 90 47 M 75 1000 mg Inf missing 1
5 1 4.0 220.047 missing 0 missing 0 90 47 M 75 1000 mg Inf missing 1
Note

The nlme_sample dataset has different missing values as the standard datasets in the PharmaDatasets.jl. That’s why we are first getting a String representation of the dataset as a CSV file as pkfile variable. Then, we use it to customize the missingstring keyword argument inside CSV.read function in order to have a working DataFrame for the nlme_sample dataset.

If you want to know more about data wrangling and how to read and write data in different formats, please check out the Data Wrangling Tutorials at tutorials.pumas.ai.

As you can see, the nlme_sample dataset has the standard PK dataset columns such as :ID, :TIME, :DV, :AMT, :EVID and :CMT. The dataset also contains the following list of covariates:

  • :WT: subject weight in kilograms
  • :SEX: subject sex, either "F" or "M"
  • :CRCL: subject creatinine clearance
  • :GROUP: subject dosing group, either "500 mg", "750 mg", or "1000 mg"

And we’ll learn how to include them in our Pumas modeling workflows.

describe(pkdata, :mean, :std, :nunique, :first, :last, :eltype)
15×7 DataFrame
Row variable mean std nunique first last eltype
Symbol Union… Union… Union… Any Any Type
1 ID 15.5 8.661 1 30 Int64
2 TIME 82.6527 63.2187 0.0 168.0 Float64
3 DV 157.315 110.393 missing missing Union{Missing, Float64}
4 AMT 750.0 204.551 1000 500 Union{Missing, Int64}
5 EVID 0.307692 0.461835 1 1 Int64
6 CMT 1.0 0.0 1 1 Union{Missing, Int64}
7 RATE 115.385 182.218 500 250 Int64
8 WT 81.6 11.6051 90 96 Int64
9 AGE 40.0333 11.6479 47 56 Int64
10 SEX 2 M F String1
11 CRCL 72.5667 26.6212 75 90 Int64
12 GROUP 3 1000 mg 500 mg String7
13 ROUTE Inf NaN Inf Inf Float64
14 DURATION 2.0 0.0 2 2 Union{Missing, Int64}
15 OCC 4.15385 2.62836 1 8 Int64
Tip

As you can see, all these covariates are constant. That means, they do not vary over time. We’ll also cover time-varying covariates later in this tutorial.

1.2 Step 1 - Parse Data into a Population

The first step in our covariate model building workflow is to parse data into a Population. This is accomplished with the read_pumas function. Here we are to use the covariates keyword argument to pass a vector of column names to be parsed as covariates:

pop = read_pumas(
    pkdata;
    id = :ID,
    time = :TIME,
    amt = :AMT,
    covariates = [:WT, :AGE, :SEX, :CRCL, :GROUP],
    observations = [:DV],
    cmt = :CMT,
    evid = :EVID,
    rate = :RATE,
)
Population
  Subjects: 30
  Covariates: WT, AGE, SEX, CRCL, GROUP
  Observations: DV

Due to Pumas’ dynamic workflow capabilities, we only need to define our Population once. That is, we tell read_pumas to parse all the covariates available, even if we will be using none or a subset of those in our models.

This is a feature that highly increases workflow efficiency in developing and fitting models.

1.3 Step 2 - Base Model

The second step of our covariate model building workflow is to develop a base model, i.e., a model without any covariate effects on its parameters. This represents the null model against which covariate models can be tested after checking if covariate inclusion is helpful in our model.

Let’s create a combined-error simple 2-compartment base model:

base_model = @model begin
    @param begin
        tvcl  RealDomain(; lower = 0)
        tvvc  RealDomain(; lower = 0)
        tvq  RealDomain(; lower = 0)
        tvvp  RealDomain(; lower = 0)
        Ω  PDiagDomain(2)
        σ_add  RealDomain(; lower = 0)
        σ_prop  RealDomain(; lower = 0)
    end

    @random begin
        η ~ MvNormal(Ω)
    end

    @pre begin
        CL = tvcl * exp(η[1])
        Vc = tvvc * exp(η[2])
        Q = tvq
        Vp = tvvp
    end

    @dynamics Central1Periph1

    @derived begin
        cp := @. Central / Vc
        DV ~ @. Normal(cp, sqrt(cp^2 * σ_prop^2 + σ_add^2))
    end
end
PumasModel
  Parameters: tvcl, tvvc, tvq, tvvp, Ω, σ_add, σ_prop
  Random effects: η
  Covariates: 
  Dynamical system variables: Central, Peripheral
  Dynamical system type: Closed form
  Derived: DV
  Observed: DV

And fit it accordingly:

iparams_base_model = (;
    tvvc = 5,
    tvcl = 0.02,
    tvq = 0.01,
    tvvp = 10,
    Ω = Diagonal([0.01, 0.01]),
    σ_add = 0.1,
    σ_prop = 0.1,
)
(tvvc = 5,
 tvcl = 0.02,
 tvq = 0.01,
 tvvp = 10,
 Ω = [0.01 0.0; 0.0 0.01],
 σ_add = 0.1,
 σ_prop = 0.1,)
fit_base_model = fit(base_model, pop, iparams_base_model, 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     8.300164e+03     4.360770e+03
 * time: 0.025233030319213867
     1     3.110315e+03     9.706222e+02
 * time: 0.5633931159973145
     2     2.831659e+03     7.817006e+02
 * time: 0.592919111251831
     3     2.405281e+03     2.923696e+02
 * time: 0.6443531513214111
     4     2.370406e+03     3.032286e+02
 * time: 0.6607520580291748
     5     2.313631e+03     3.126188e+02
 * time: 0.6776890754699707
     6     2.263986e+03     2.946697e+02
 * time: 0.7137610912322998
     7     2.160182e+03     1.917599e+02
 * time: 0.7349460124969482
     8     2.112467e+03     1.588288e+02
 * time: 0.7543799877166748
     9     2.090339e+03     1.108334e+02
 * time: 0.7697141170501709
    10     2.078171e+03     8.108027e+01
 * time: 0.7948000431060791
    11     2.074517e+03     7.813928e+01
 * time: 0.8086459636688232
    12     2.066270e+03     7.044632e+01
 * time: 0.8227269649505615
    13     2.049660e+03     1.062584e+02
 * time: 0.836712121963501
    14     2.021965e+03     1.130570e+02
 * time: 0.8599691390991211
    15     1.994936e+03     7.825801e+01
 * time: 0.8746011257171631
    16     1.979337e+03     5.318263e+01
 * time: 0.8891339302062988
    17     1.972141e+03     6.807046e+01
 * time: 0.9036159515380859
    18     1.967973e+03     7.896361e+01
 * time: 0.926630973815918
    19     1.962237e+03     8.343757e+01
 * time: 0.9409420490264893
    20     1.952791e+03     5.565304e+01
 * time: 0.9556450843811035
    21     1.935857e+03     3.923284e+01
 * time: 0.970782995223999
    22     1.926254e+03     5.749643e+01
 * time: 0.9940619468688965
    23     1.922144e+03     4.306225e+01
 * time: 1.0088369846343994
    24     1.911566e+03     4.810496e+01
 * time: 1.023353099822998
    25     1.906464e+03     4.324267e+01
 * time: 1.0381391048431396
    26     1.905339e+03     1.207954e+01
 * time: 1.0517759323120117
    27     1.905092e+03     1.093479e+01
 * time: 1.0735750198364258
    28     1.904957e+03     1.057034e+01
 * time: 1.0867300033569336
    29     1.904875e+03     1.060882e+01
 * time: 1.099985122680664
    30     1.904459e+03     1.031525e+01
 * time: 1.1138129234313965
    31     1.903886e+03     1.041179e+01
 * time: 1.1362731456756592
    32     1.903313e+03     1.135672e+01
 * time: 1.149960994720459
    33     1.903057e+03     1.075683e+01
 * time: 1.163370132446289
    34     1.902950e+03     1.091295e+01
 * time: 1.1768701076507568
    35     1.902887e+03     1.042409e+01
 * time: 1.1987149715423584
    36     1.902640e+03     9.213043e+00
 * time: 1.2123329639434814
    37     1.902364e+03     9.519321e+00
 * time: 1.2256169319152832
    38     1.902156e+03     5.590984e+00
 * time: 1.2392480373382568
    39     1.902094e+03     1.811898e+00
 * time: 1.2526030540466309
    40     1.902086e+03     1.644722e+00
 * time: 1.2745039463043213
    41     1.902084e+03     1.653520e+00
 * time: 1.2874081134796143
    42     1.902074e+03     1.720184e+00
 * time: 1.3006670475006104
    43     1.902055e+03     2.619061e+00
 * time: 1.3138909339904785
    44     1.902015e+03     3.519729e+00
 * time: 1.3361921310424805
    45     1.901962e+03     3.403372e+00
 * time: 1.3501780033111572
    46     1.901924e+03     1.945644e+00
 * time: 1.3634469509124756
    47     1.901914e+03     6.273342e-01
 * time: 1.3768539428710938
    48     1.901913e+03     5.374557e-01
 * time: 1.389941930770874
    49     1.901913e+03     5.710007e-01
 * time: 1.4112370014190674
    50     1.901913e+03     6.091390e-01
 * time: 1.423902988433838
    51     1.901912e+03     6.692417e-01
 * time: 1.436927080154419
    52     1.901909e+03     7.579620e-01
 * time: 1.4499571323394775
    53     1.901903e+03     8.798211e-01
 * time: 1.4633090496063232
    54     1.901889e+03     1.002981e+00
 * time: 1.4852571487426758
    55     1.901864e+03     1.495512e+00
 * time: 1.4990370273590088
    56     1.901837e+03     1.664621e+00
 * time: 1.5119471549987793
    57     1.901819e+03     8.601119e-01
 * time: 1.5250351428985596
    58     1.901815e+03     4.525470e-02
 * time: 1.5471720695495605
    59     1.901815e+03     1.294280e-02
 * time: 1.5595319271087646
    60     1.901815e+03     2.876567e-03
 * time: 1.5715320110321045
    61     1.901815e+03     2.876567e-03
 * time: 1.5984001159667969
    62     1.901815e+03     2.876567e-03
 * time: 1.6265349388122559
FittedPumasModel

Successful minimization:                      true

Likelihood approximation:                     FOCE
Likelihood Optimizer:                         BFGS
Dynamical system type:                 Closed form

Log-likelihood value:                    -1901.815
Number of subjects:                             30
Number of parameters:         Fixed      Optimized
                                  0              8
Observation records:         Active        Missing
    DV:                         540              0
    Total:                      540              0

---------------------
           Estimate
---------------------
tvcl        0.1542
tvvc        4.5856
tvq         0.042341
tvvp        3.7082
Ω₁,₁        0.26467
Ω₂,₂        0.10627
σ_add       0.032183
σ_prop      0.061005
---------------------

1.4 Step 3 - Covariate Model

The third step of our covariate model building workflow is to actually develop one or more covariate models. Let’s develop three covariate models:

  1. allometric scaling based on weight
  2. clearance effect based on creatinine clearance
  3. separated error model based on sex

To include covariates in a Pumas model we need to first include them in the @covariates block. Then, we are free to use them inside the @pre block

Here’s our covariate model with allometric scaling based on weight:

Tip

When building covariate models, unlike in NONMEM, it is highly recommended to derive covariates or perform any required transformations or scaling as a data wrangling step and pass the derived/transformed into read_pumas as a covariate. In this particular case, it is easy to create two columns in the original data as:

@rtransform! pkdata :ASWT_CL = (:WT / 70)^0.75
@rtransform! pkdata :ASWT_Vc = (:WT / 70)

Then, you bring these covariates into read_pumas and use them directly on CL and Vc. This will avoid computations of your transformations during the model fit.

covariate_model_wt = @model begin
    @param begin
        tvcl  RealDomain(; lower = 0)
        tvvc  RealDomain(; lower = 0)
        tvq  RealDomain(; lower = 0)
        tvvp  RealDomain(; lower = 0)
        Ω  PDiagDomain(2)
        σ_add  RealDomain(; lower = 0)
        σ_prop  RealDomain(; lower = 0)
    end

    @random begin
        η ~ MvNormal(Ω)
    end

    @covariates begin
        WT
    end

    @pre begin
        CL = tvcl * (WT / 70)^0.75 * exp(η[1])
        Vc = tvvc * (WT / 70) * exp(η[2])
        Q = tvq
        Vp = tvvp
    end

    @dynamics Central1Periph1

    @derived begin
        cp := @. Central / Vc
        DV ~ @. Normal(cp, sqrt(cp^2 * σ_prop^2 + σ_add^2))
    end
end
PumasModel
  Parameters: tvcl, tvvc, tvq, tvvp, Ω, σ_add, σ_prop
  Random effects: η
  Covariates: WT
  Dynamical system variables: Central, Peripheral
  Dynamical system type: Closed form
  Derived: DV
  Observed: DV

Once we included the WT covariate in the @covariates block we can use the WT values inside the @pre block. For both clearance (CL) and volume of the central compartment (Vc), we are allometric scaling by the WT value by the mean weight 70 and, in the case of CL using an allometric exponent with value 0.75.

Let’s fit our covariate_model_wt. Notice that we have not added any new parameters inside the @param block, thus, we can use the same iparams_base_model initial parameters values’ list:

fit_covariate_model_wt = fit(covariate_model_wt, pop, iparams_base_model, 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     7.695401e+03     4.898919e+03
 * time: 8.893013000488281e-5
     1     2.846050e+03     1.128657e+03
 * time: 0.025747060775756836
     2     2.472982e+03     7.008264e+02
 * time: 0.044059038162231445
     3     2.180690e+03     2.312704e+02
 * time: 0.08494710922241211
     4     2.125801e+03     1.862929e+02
 * time: 0.10081696510314941
     5     2.103173e+03     1.320946e+02
 * time: 0.11586594581604004
     6     2.091136e+03     1.103035e+02
 * time: 0.1310410499572754
     7     2.081443e+03     1.091133e+02
 * time: 0.1656498908996582
     8     2.071793e+03     7.197675e+01
 * time: 0.18050503730773926
     9     2.062706e+03     7.623310e+01
 * time: 0.19486188888549805
    10     2.057515e+03     6.885476e+01
 * time: 0.2091810703277588
    11     2.051133e+03     6.368504e+01
 * time: 0.24118804931640625
    12     2.038626e+03     7.730243e+01
 * time: 0.2556910514831543
    13     2.019352e+03     1.136864e+02
 * time: 0.26987600326538086
    14     1.997136e+03     1.005748e+02
 * time: 0.28415393829345703
    15     1.983023e+03     6.831478e+01
 * time: 0.30750298500061035
    16     1.977700e+03     5.649783e+01
 * time: 0.32238101959228516
    17     1.974583e+03     6.357642e+01
 * time: 0.336406946182251
    18     1.967292e+03     7.658974e+01
 * time: 0.3510620594024658
    19     1.951045e+03     6.130573e+01
 * time: 0.3674759864807129
    20     1.935868e+03     4.845839e+01
 * time: 0.391002893447876
    21     1.929356e+03     6.325782e+01
 * time: 0.4063599109649658
    22     1.925187e+03     3.142245e+01
 * time: 0.4205820560455322
    23     1.923733e+03     4.623400e+01
 * time: 0.4348750114440918
    24     1.918498e+03     5.347738e+01
 * time: 0.4583580493927002
    25     1.912383e+03     5.849125e+01
 * time: 0.47402501106262207
    26     1.905510e+03     3.254038e+01
 * time: 0.4892909526824951
    27     1.903629e+03     2.905618e+01
 * time: 0.5034539699554443
    28     1.902833e+03     2.907696e+01
 * time: 0.5262720584869385
    29     1.902447e+03     2.746037e+01
 * time: 0.5397360324859619
    30     1.899399e+03     1.930949e+01
 * time: 0.5538539886474609
    31     1.898705e+03     1.186361e+01
 * time: 0.567889928817749
    32     1.898505e+03     1.050402e+01
 * time: 0.5910990238189697
    33     1.898474e+03     1.042186e+01
 * time: 0.6043200492858887
    34     1.897992e+03     1.238729e+01
 * time: 0.6176431179046631
    35     1.897498e+03     1.729368e+01
 * time: 0.6310689449310303
    36     1.896954e+03     1.472554e+01
 * time: 0.6445930004119873
    37     1.896744e+03     5.852825e+00
 * time: 0.6665370464324951
    38     1.896705e+03     1.171353e+00
 * time: 0.6791660785675049
    39     1.896704e+03     1.216117e+00
 * time: 0.6919090747833252
    40     1.896703e+03     1.230336e+00
 * time: 0.7047131061553955
    41     1.896698e+03     1.250715e+00
 * time: 0.7261760234832764
    42     1.896688e+03     1.449552e+00
 * time: 0.7393569946289062
    43     1.896666e+03     2.533300e+00
 * time: 0.7522430419921875
    44     1.896631e+03     3.075537e+00
 * time: 0.7651491165161133
    45     1.896599e+03     2.139797e+00
 * time: 0.7781789302825928
    46     1.896587e+03     6.636030e-01
 * time: 0.8000369071960449
    47     1.896585e+03     6.303517e-01
 * time: 0.813201904296875
    48     1.896585e+03     5.995265e-01
 * time: 0.8258650302886963
    49     1.896584e+03     5.844159e-01
 * time: 0.8385980129241943
    50     1.896583e+03     6.083858e-01
 * time: 0.8606688976287842
    51     1.896579e+03     8.145327e-01
 * time: 0.874345064163208
    52     1.896570e+03     1.293490e+00
 * time: 0.8874599933624268
    53     1.896549e+03     1.877705e+00
 * time: 0.9004569053649902
    54     1.896513e+03     2.217392e+00
 * time: 0.9135398864746094
    55     1.896482e+03     1.658148e+00
 * time: 0.9356570243835449
    56     1.896466e+03     5.207218e-01
 * time: 0.9493510723114014
    57     1.896463e+03     1.177468e-01
 * time: 0.9623169898986816
    58     1.896463e+03     1.678937e-02
 * time: 0.9745950698852539
    59     1.896463e+03     2.666636e-03
 * time: 0.9865350723266602
    60     1.896463e+03     2.666636e-03
 * time: 1.0213100910186768
    61     1.896463e+03     2.666636e-03
 * time: 1.0457019805908203
FittedPumasModel

Successful minimization:                      true

Likelihood approximation:                     FOCE
Likelihood Optimizer:                         BFGS
Dynamical system type:                 Closed form

Log-likelihood value:                   -1896.4632
Number of subjects:                             30
Number of parameters:         Fixed      Optimized
                                  0              8
Observation records:         Active        Missing
    DV:                         540              0
    Total:                      540              0

---------------------
           Estimate
---------------------
tvcl        0.13915
tvvc        3.9754
tvq         0.041988
tvvp        3.5722
Ω₁,₁        0.23874
Ω₂,₂        0.081371
σ_add       0.032174
σ_prop      0.061012
---------------------

We can definitely see that, despite not increasing the parameters of the model, our loglikelihood is higher (implying lower objective function value). Furthermore, our additive and combined error values remain almost the same while our Ωs decreased for CL and Vc. This implies that the WT covariate is definitely assisting in a better model fit by capturing the variability in CL and Vc. We’ll compare models in the next step.

Let’s now try to incorporate into this model creatinine clearance (CRCL) effect on clearance (CL):

Tip

Like the tip above, you can derive covariates or perform any required transformations or scaling as a data wrangling step and pass the derived/transformed into read_pumas as a covariate. In this particular case, it is easy to create three more columns in the original data as:

@rtransform! pkdata :CRCL_CL = :CRCL / 100
@rtransform! pkdata :ASWT_CL = (:WT / 70)^0.75
@rtransform! pkdata :ASWT_Vc = (:WT / 70)

Then, you bring these covariates into read_pumas and use them directly on renCL, CL and Vc. This will avoid computations of your transformations during the model fit.

covariate_model_wt_crcl = @model begin
    @param begin
        tvvc  RealDomain(; lower = 0)
        tvq  RealDomain(; lower = 0)
        tvvp  RealDomain(; lower = 0)
        tvcl_hep  RealDomain(; lower = 0)
        tvcl_ren  RealDomain(; lower = 0)
        Ω  PDiagDomain(2)
        σ_add  RealDomain(; lower = 0)
        σ_prop  RealDomain(; lower = 0)
        dCRCL  RealDomain()
    end

    @random begin
        η ~ MvNormal(Ω)
    end

    @covariates begin
        WT
        CRCL
    end

    @pre begin
        hepCL = tvcl_hep * (WT / 70)^0.75
        renCL = tvcl_ren * (CRCL / 100)^dCRCL
        CL = (hepCL + renCL) * exp(η[1])
        Vc = tvvc * (WT / 70) * exp(η[2])
        Q = tvq
        Vp = tvvp
    end

    @dynamics Central1Periph1

    @derived begin
        cp := @. Central / Vc
        DV ~ @. Normal(cp, sqrt(cp^2 * σ_prop^2 + σ_add^2))
    end
end
PumasModel
  Parameters: tvvc, tvq, tvvp, tvcl_hep, tvcl_ren, Ω, σ_add, σ_prop, dCRCL
  Random effects: η
  Covariates: WT, CRCL
  Dynamical system variables: Central, Peripheral
  Dynamical system type: Closed form
  Derived: DV
  Observed: DV

In the covariate_model_wt_crcl model we are keeping our allometric scaling on WT from before. But we are also adding a new covariate creatinine clearance (CRCL), dividing clearance (CL) into hepatic (hepCL) and renal clearance (renCL), along with a new parameter dCRCL.

dCRCL is the exponent of the power function for the effect of creatinine clearance on renal clearance. In some models this parameter is fixed, however we’ll allow the model to estimate it.

This is a good example on how to add covariate coefficients such as dCRCL in any Pumas covariate model. Now, let’s fit this model. Note that we need a new initial parameters values’ list since the previous one we used doesn’t include dCRCL, tvcl_hep or tvcl_ren:

iparams_covariate_model_wt_crcl = (;
    tvvc = 5,
    tvcl_hep = 0.01,
    tvcl_ren = 0.01,
    tvq = 0.01,
    tvvp = 10,
    Ω = Diagonal([0.01, 0.01]),
    σ_add = 0.1,
    σ_prop = 0.1,
    dCRCL = 0.9,
)
(tvvc = 5,
 tvcl_hep = 0.01,
 tvcl_ren = 0.01,
 tvq = 0.01,
 tvvp = 10,
 Ω = [0.01 0.0; 0.0 0.01],
 σ_add = 0.1,
 σ_prop = 0.1,
 dCRCL = 0.9,)
fit_covariate_model_wt_crcl =
    fit(covariate_model_wt_crcl, pop, iparams_covariate_model_wt_crcl, 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     8.554152e+03     5.650279e+03
 * time: 7.081031799316406e-5
     1     3.572050e+03     1.302046e+03
 * time: 0.05837583541870117
     2     3.266947e+03     5.384244e+02
 * time: 0.07997393608093262
     3     3.150635e+03     1.918079e+02
 * time: 0.09864187240600586
     4     3.108122e+03     1.277799e+02
 * time: 0.11684703826904297
     5     3.091358e+03     8.838080e+01
 * time: 0.1560819149017334
     6     3.082997e+03     8.321689e+01
 * time: 0.17387604713439941
     7     3.076379e+03     8.167702e+01
 * time: 0.1948988437652588
     8     3.067422e+03     1.177822e+02
 * time: 0.2595999240875244
     9     3.048580e+03     2.526969e+02
 * time: 0.27942800521850586
    10     2.993096e+03     6.325396e+02
 * time: 0.3072960376739502
    11     2.965744e+03     7.634718e+02
 * time: 0.37059688568115234
    12     2.921212e+03     9.704020e+02
 * time: 0.41510581970214844
    13     2.553649e+03     6.642510e+02
 * time: 0.4413149356842041
    14     2.319495e+03     3.204711e+02
 * time: 0.49010181427001953
    15     2.183040e+03     2.174905e+02
 * time: 0.5197699069976807
    16     2.157621e+03     3.150983e+02
 * time: 0.5373950004577637
    17     2.132395e+03     2.847614e+02
 * time: 0.5684218406677246
    18     2.084799e+03     1.563370e+02
 * time: 0.5853660106658936
    19     2.071497e+03     1.006429e+02
 * time: 0.6019878387451172
    20     2.064983e+03     9.753313e+01
 * time: 0.6284220218658447
    21     2.048289e+03     9.230405e+01
 * time: 0.6460068225860596
    22     2.020938e+03     1.292359e+02
 * time: 0.6630580425262451
    23     1.983888e+03     2.284990e+02
 * time: 0.6896569728851318
    24     1.962132e+03     1.220188e+02
 * time: 0.7067289352416992
    25     1.945947e+03     1.035894e+02
 * time: 0.7228419780731201
    26     1.917782e+03     8.246698e+01
 * time: 0.7394688129425049
    27     1.905967e+03     5.408054e+01
 * time: 0.7659568786621094
    28     1.898569e+03     2.172222e+01
 * time: 0.7830579280853271
    29     1.897473e+03     1.689350e+01
 * time: 0.7992818355560303
    30     1.897019e+03     1.666689e+01
 * time: 0.8245558738708496
    31     1.896796e+03     1.699751e+01
 * time: 0.840648889541626
    32     1.896559e+03     1.645900e+01
 * time: 0.8564648628234863
    33     1.896223e+03     1.415504e+01
 * time: 0.8721208572387695
    34     1.895773e+03     1.630081e+01
 * time: 0.8972899913787842
    35     1.895309e+03     1.723930e+01
 * time: 0.9136209487915039
    36     1.895004e+03     1.229983e+01
 * time: 0.9300539493560791
    37     1.894871e+03     5.385102e+00
 * time: 0.9548499584197998
    38     1.894827e+03     3.465463e+00
 * time: 0.970836877822876
    39     1.894816e+03     3.387474e+00
 * time: 0.9860689640045166
    40     1.894807e+03     3.295388e+00
 * time: 1.0014638900756836
    41     1.894786e+03     3.089194e+00
 * time: 1.0260870456695557
    42     1.894737e+03     2.928080e+00
 * time: 1.0418708324432373
    43     1.894624e+03     3.088723e+00
 * time: 1.0586419105529785
    44     1.894413e+03     3.493791e+00
 * time: 1.083225965499878
    45     1.894127e+03     3.142865e+00
 * time: 1.0993478298187256
    46     1.893933e+03     2.145253e+00
 * time: 1.1153810024261475
    47     1.893888e+03     2.172800e+00
 * time: 1.131152868270874
    48     1.893880e+03     2.180509e+00
 * time: 1.1560368537902832
    49     1.893876e+03     2.134257e+00
 * time: 1.1715550422668457
    50     1.893868e+03     2.032354e+00
 * time: 1.1869208812713623
    51     1.893846e+03     1.760874e+00
 * time: 1.2025270462036133
    52     1.893796e+03     1.779016e+00
 * time: 1.2274470329284668
    53     1.893694e+03     2.018956e+00
 * time: 1.2430570125579834
    54     1.893559e+03     2.366854e+00
 * time: 1.2588679790496826
    55     1.893474e+03     3.690142e+00
 * time: 1.2835140228271484
    56     1.893446e+03     3.675109e+00
 * time: 1.2992708683013916
    57     1.893439e+03     3.426419e+00
 * time: 1.3145458698272705
    58     1.893429e+03     3.183164e+00
 * time: 1.3296568393707275
    59     1.893398e+03     2.695171e+00
 * time: 1.354038953781128
    60     1.893328e+03     2.753548e+00
 * time: 1.3702998161315918
    61     1.893169e+03     3.589748e+00
 * time: 1.386132001876831
    62     1.892920e+03     3.680718e+00
 * time: 1.4110639095306396
    63     1.892667e+03     2.568107e+00
 * time: 1.427513837814331
    64     1.892514e+03     1.087910e+00
 * time: 1.4436569213867188
    65     1.892493e+03     3.287296e-01
 * time: 1.459183931350708
    66     1.892492e+03     2.967465e-01
 * time: 1.4836020469665527
    67     1.892492e+03     3.020682e-01
 * time: 1.498896837234497
    68     1.892491e+03     3.034704e-01
 * time: 1.5133769512176514
    69     1.892491e+03     3.091846e-01
 * time: 1.528303861618042
    70     1.892491e+03     3.224170e-01
 * time: 1.552422046661377
    71     1.892490e+03     6.494197e-01
 * time: 1.571465015411377
    72     1.892488e+03     1.115188e+00
 * time: 1.5872108936309814
    73     1.892483e+03     1.838833e+00
 * time: 1.6115539073944092
    74     1.892472e+03     2.765371e+00
 * time: 1.6278200149536133
    75     1.892452e+03     3.463807e+00
 * time: 1.6435439586639404
    76     1.892431e+03     2.805270e+00
 * time: 1.6590609550476074
    77     1.892411e+03     5.758916e-01
 * time: 1.6837358474731445
    78     1.892410e+03     1.434041e-01
 * time: 1.6991708278656006
    79     1.892409e+03     1.639246e-01
 * time: 1.7142529487609863
    80     1.892409e+03     1.145856e-01
 * time: 1.7291069030761719
    81     1.892409e+03     3.966861e-02
 * time: 1.7529828548431396
    82     1.892409e+03     3.550808e-02
 * time: 1.767482042312622
    83     1.892409e+03     3.456241e-02
 * time: 1.7817158699035645
    84     1.892409e+03     3.114018e-02
 * time: 1.804823875427246
    85     1.892409e+03     4.080806e-02
 * time: 1.8200600147247314
    86     1.892409e+03     6.722726e-02
 * time: 1.8348100185394287
    87     1.892409e+03     1.006791e-01
 * time: 1.8495209217071533
    88     1.892409e+03     1.303988e-01
 * time: 1.8735628128051758
    89     1.892409e+03     1.228919e-01
 * time: 1.8887019157409668
    90     1.892409e+03     6.433813e-02
 * time: 1.9034550189971924
    91     1.892409e+03     1.314164e-02
 * time: 1.9183900356292725
    92     1.892409e+03     4.929931e-04
 * time: 1.9418559074401855
FittedPumasModel

Successful minimization:                      true

Likelihood approximation:                     FOCE
Likelihood Optimizer:                         BFGS
Dynamical system type:                 Closed form

Log-likelihood value:                    -1892.409
Number of subjects:                             30
Number of parameters:         Fixed      Optimized
                                  0             10
Observation records:         Active        Missing
    DV:                         540              0
    Total:                      540              0

-----------------------
             Estimate
-----------------------
tvvc          3.9757
tvq           0.042177
tvvp          3.6434
tvcl_hep      0.058572
tvcl_ren      0.1337
Ω₁,₁          0.18299
Ω₂,₂          0.081353
σ_add         0.032174
σ_prop        0.06101
dCRCL         1.1331
-----------------------

As before, our loglikelihood is higher (implying lower objective function value). Furthermore, our additive and combined error values remain almost the same while our Ω on CL, Ω₁,₁, decreased. This implies that the CRCL covariate with an estimated exponent dCRCL is definitely assisting in a better model fit.

Finally let’s include a separated CL model based on sex as a third covariate model:

covariate_model_wt_crcl_sex = @model begin
    @param begin
        tvvc  RealDomain(; lower = 0)
        tvq  RealDomain(; lower = 0)
        tvvp  RealDomain(; lower = 0)
        tvcl_hep_M  RealDomain(; lower = 0)
        tvcl_hep_F  RealDomain(; lower = 0)
        tvcl_ren_M  RealDomain(; lower = 0)
        tvcl_ren_F  RealDomain(; lower = 0)
        Ω  PDiagDomain(2)
        σ_add  RealDomain(; lower = 0)
        σ_prop  RealDomain(; lower = 0)
        dCRCL_M  RealDomain()
        dCRCL_F  RealDomain()
    end

    @random begin
        η ~ MvNormal(Ω)
    end

    @covariates begin
        WT
        CRCL
        SEX
    end

    @pre begin
        tvcl_hep = ifelse(SEX == "M", tvcl_hep_M, tvcl_hep_F)
        tvcl_ren = ifelse(SEX == "M", tvcl_ren_M, tvcl_ren_F)
        dCRCL = ifelse(SEX == "M", dCRCL_M, dCRCL_F)
        hepCL = tvcl_hep * (WT / 70)^0.75
        renCL = tvcl_ren * (CRCL / 100)^dCRCL
        CL = (hepCL + renCL) * exp(η[1])
        Vc = tvvc * (WT / 70) * exp(η[2])
        Q = tvq
        Vp = tvvp
    end

    @dynamics Central1Periph1

    @derived begin
        cp := @. Central / Vc
        DV ~ @. Normal(cp, sqrt(cp^2 * σ_prop^2 + σ_add^2))
    end
end
PumasModel
  Parameters: tvvc, tvq, tvvp, tvcl_hep_M, tvcl_hep_F, tvcl_ren_M, tvcl_ren_F, Ω, σ_add, σ_prop, dCRCL_M, dCRCL_F
  Random effects: η
  Covariates: WT, CRCL, SEX
  Dynamical system variables: Central, Peripheral
  Dynamical system type: Closed form
  Derived: DV
  Observed: DV

In the covariate_model_wt_crcl_sex model we are keeping our allometric scaling on WT, the CRCL effect on renCL, and the breakdown of CL into hepCL and renCL from before. However we are separating them with different values by sex. Hence, we have a new covariate SEX and six new parameters in the @param block by expanding tvcl_hep, tvcl_ren, and dCRCL into male (suffix M) and female (suffix F).

This is a good example on how to add create binary values based on covariate values such as SEX inside the @pre block with the ifelse function. Now, let’s fit this model. Note that we need a new initial parameters values’ list since the previous one we used had a single tvcl_hep, tvcl_ren, and dCRCL:

iparams_covariate_model_wt_crcl_sex = (;
    tvvc = 5,
    tvcl_hep_M = 0.01,
    tvcl_hep_F = 0.01,
    tvcl_ren_M = 0.01,
    tvcl_ren_F = 0.01,
    tvq = 0.01,
    tvvp = 10,
    Ω = Diagonal([0.01, 0.01]),
    σ_add = 0.1,
    σ_prop = 0.1,
    dCRCL_M = 0.9,
    dCRCL_F = 0.9,
)
(tvvc = 5,
 tvcl_hep_M = 0.01,
 tvcl_hep_F = 0.01,
 tvcl_ren_M = 0.01,
 tvcl_ren_F = 0.01,
 tvq = 0.01,
 tvvp = 10,
 Ω = [0.01 0.0; 0.0 0.01],
 σ_add = 0.1,
 σ_prop = 0.1,
 dCRCL_M = 0.9,
 dCRCL_F = 0.9,)
fit_covariate_model_wt_crcl_sex =
    fit(covariate_model_wt_crcl_sex, pop, iparams_covariate_model_wt_crcl_sex, 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     8.554152e+03     5.650279e+03
 * time: 7.295608520507812e-5
     1     3.641387e+03     1.432080e+03
 * time: 0.03085184097290039
     2     3.290450e+03     5.274782e+02
 * time: 0.07684087753295898
     3     3.185512e+03     2.173676e+02
 * time: 0.09740591049194336
     4     3.143009e+03     1.479653e+02
 * time: 0.11724495887756348
     5     3.128511e+03     8.980031e+01
 * time: 0.1582047939300537
     6     3.123188e+03     5.033125e+01
 * time: 0.1774768829345703
     7     3.120794e+03     4.279722e+01
 * time: 0.20621085166931152
     8     3.118627e+03     3.971051e+01
 * time: 0.22561097145080566
     9     3.115300e+03     8.456587e+01
 * time: 0.24505400657653809
    10     3.109353e+03     1.350354e+02
 * time: 0.27469778060913086
    11     3.095894e+03     1.998258e+02
 * time: 0.29598283767700195
    12     2.988214e+03     4.366433e+02
 * time: 0.3340299129486084
    13     2.896081e+03     5.505943e+02
 * time: 0.4085547924041748
    14     2.652467e+03     7.300323e+02
 * time: 0.8503079414367676
    15     2.560937e+03     6.973661e+02
 * time: 0.9559969902038574
    16     2.254941e+03     2.740033e+02
 * time: 0.9795048236846924
    17     2.222509e+03     2.034303e+02
 * time: 1.0100939273834229
    18     2.171255e+03     2.449580e+02
 * time: 1.0313007831573486
    19     2.024532e+03     1.121511e+02
 * time: 1.0613298416137695
    20     1.993723e+03     1.042814e+02
 * time: 1.0815958976745605
    21     1.985113e+03     8.079014e+01
 * time: 1.1004078388214111
    22     1.976757e+03     7.054196e+01
 * time: 1.1284708976745605
    23     1.969970e+03     6.070322e+01
 * time: 1.1475379467010498
    24     1.961095e+03     6.810782e+01
 * time: 1.16597580909729
    25     1.947983e+03     8.116920e+01
 * time: 1.1945569515228271
    26     1.930371e+03     8.530051e+01
 * time: 1.213709831237793
    27     1.910209e+03     6.993170e+01
 * time: 1.2425739765167236
    28     1.899107e+03     3.362640e+01
 * time: 1.262436866760254
    29     1.898022e+03     2.642220e+01
 * time: 1.280707836151123
    30     1.897055e+03     1.213144e+01
 * time: 1.3081879615783691
    31     1.896596e+03     7.773239e+00
 * time: 1.3272387981414795
    32     1.896538e+03     7.997039e+00
 * time: 1.345228910446167
    33     1.896451e+03     8.160909e+00
 * time: 1.3728687763214111
    34     1.896283e+03     8.237721e+00
 * time: 1.391319990158081
    35     1.895903e+03     1.520219e+01
 * time: 1.4093759059906006
    36     1.895272e+03     2.358916e+01
 * time: 1.437647819519043
    37     1.894536e+03     2.461296e+01
 * time: 1.4570119380950928
    38     1.893995e+03     1.546128e+01
 * time: 1.4855828285217285
    39     1.893858e+03     6.976137e+00
 * time: 1.5043158531188965
    40     1.893833e+03     6.019466e+00
 * time: 1.5223608016967773
    41     1.893786e+03     3.827201e+00
 * time: 1.5500338077545166
    42     1.893714e+03     3.323412e+00
 * time: 1.5691449642181396
    43     1.893592e+03     3.215150e+00
 * time: 1.5886638164520264
    44     1.893435e+03     6.534965e+00
 * time: 1.6169419288635254
    45     1.893286e+03     7.424154e+00
 * time: 1.6363658905029297
    46     1.893190e+03     5.552627e+00
 * time: 1.6549489498138428
    47     1.893139e+03     3.222316e+00
 * time: 1.683459997177124
    48     1.893120e+03     3.015339e+00
 * time: 1.7016489505767822
    49     1.893107e+03     3.244809e+00
 * time: 1.7194859981536865
    50     1.893080e+03     6.163100e+00
 * time: 1.7465438842773438
    51     1.893027e+03     9.824713e+00
 * time: 1.7645368576049805
    52     1.892912e+03     1.390100e+01
 * time: 1.7921888828277588
    53     1.892734e+03     1.510937e+01
 * time: 1.8107588291168213
    54     1.892561e+03     1.008563e+01
 * time: 1.8285629749298096
    55     1.892485e+03     3.730668e+00
 * time: 1.8560519218444824
    56     1.892471e+03     3.380261e+00
 * time: 1.8743538856506348
    57     1.892463e+03     3.167904e+00
 * time: 1.8919718265533447
    58     1.892441e+03     4.152065e+00
 * time: 1.919480800628662
    59     1.892391e+03     7.355996e+00
 * time: 1.9374818801879883
    60     1.892268e+03     1.195397e+01
 * time: 1.955068826675415
    61     1.892026e+03     1.640783e+01
 * time: 1.9830129146575928
    62     1.891735e+03     1.593576e+01
 * time: 2.00213885307312
    63     1.891569e+03     8.316423e+00
 * time: 2.0302469730377197
    64     1.891494e+03     3.948212e+00
 * time: 2.0486087799072266
    65     1.891481e+03     3.911593e+00
 * time: 2.0666329860687256
    66     1.891457e+03     3.875559e+00
 * time: 2.094381809234619
    67     1.891405e+03     3.811247e+00
 * time: 2.112484931945801
    68     1.891262e+03     3.657045e+00
 * time: 2.129974842071533
    69     1.890930e+03     4.957405e+00
 * time: 2.157970905303955
    70     1.890317e+03     6.657726e+00
 * time: 2.177428960800171
    71     1.889660e+03     6.086302e+00
 * time: 2.196016788482666
    72     1.889303e+03     2.270929e+00
 * time: 2.2243077754974365
    73     1.889253e+03     7.695301e-01
 * time: 2.243053913116455
    74     1.889252e+03     7.382144e-01
 * time: 2.261218786239624
    75     1.889251e+03     7.187898e-01
 * time: 2.289094924926758
    76     1.889251e+03     7.215047e-01
 * time: 2.307013988494873
    77     1.889250e+03     7.235155e-01
 * time: 2.3255558013916016
    78     1.889249e+03     7.246818e-01
 * time: 2.3531899452209473
    79     1.889244e+03     7.257796e-01
 * time: 2.3713319301605225
    80     1.889233e+03     7.198190e-01
 * time: 2.3993239402770996
    81     1.889204e+03     1.089029e+00
 * time: 2.4178009033203125
    82     1.889142e+03     1.801601e+00
 * time: 2.4356319904327393
    83     1.889043e+03     2.967917e+00
 * time: 2.462601900100708
    84     1.888889e+03     2.965856e+00
 * time: 2.481362819671631
    85     1.888705e+03     5.933554e-01
 * time: 2.4997448921203613
    86     1.888655e+03     9.577699e-01
 * time: 2.527549982070923
    87     1.888582e+03     1.498494e+00
 * time: 2.5458779335021973
    88     1.888533e+03     1.502750e+00
 * time: 2.564161777496338
    89     1.888490e+03     1.184664e+00
 * time: 2.59330677986145
    90     1.888480e+03     6.684513e-01
 * time: 2.611515998840332
    91     1.888476e+03     3.680030e-01
 * time: 2.629363775253296
    92     1.888476e+03     4.720039e-01
 * time: 2.6566929817199707
    93     1.888476e+03     4.768646e-01
 * time: 2.6746628284454346
    94     1.888475e+03     4.736674e-01
 * time: 2.7018067836761475
    95     1.888475e+03     4.552766e-01
 * time: 2.7193689346313477
    96     1.888474e+03     5.193719e-01
 * time: 2.7368509769439697
    97     1.888473e+03     8.850088e-01
 * time: 2.763478994369507
    98     1.888468e+03     1.461597e+00
 * time: 2.781486988067627
    99     1.888458e+03     2.209123e+00
 * time: 2.7990989685058594
   100     1.888437e+03     2.961234e+00
 * time: 2.826258897781372
   101     1.888407e+03     2.978462e+00
 * time: 2.8448219299316406
   102     1.888384e+03     1.707197e+00
 * time: 2.8627548217773438
   103     1.888381e+03     6.198730e-01
 * time: 2.8900928497314453
   104     1.888380e+03     5.171201e-01
 * time: 2.9080889225006104
   105     1.888378e+03     1.037261e-01
 * time: 2.9253768920898438
   106     1.888378e+03     8.473257e-02
 * time: 2.9518918991088867
   107     1.888378e+03     8.364956e-02
 * time: 2.9692459106445312
   108     1.888378e+03     8.080438e-02
 * time: 2.9861629009246826
   109     1.888378e+03     7.873896e-02
 * time: 3.0139708518981934
   110     1.888378e+03     7.798398e-02
 * time: 3.031312942504883
   111     1.888378e+03     7.788171e-02
 * time: 3.047755002975464
   112     1.888378e+03     7.776461e-02
 * time: 3.0744469165802
   113     1.888378e+03     9.023533e-02
 * time: 3.092615842819214
   114     1.888378e+03     1.631356e-01
 * time: 3.10988187789917
   115     1.888378e+03     2.768664e-01
 * time: 3.1370038986206055
   116     1.888377e+03     4.462262e-01
 * time: 3.154770851135254
   117     1.888377e+03     6.643078e-01
 * time: 3.173435926437378
   118     1.888375e+03     8.433023e-01
 * time: 3.200929880142212
   119     1.888374e+03     7.596239e-01
 * time: 3.218766927719116
   120     1.888373e+03     3.637667e-01
 * time: 3.2460968494415283
   121     1.888372e+03     8.304667e-02
 * time: 3.2636868953704834
   122     1.888372e+03     2.084518e-02
 * time: 3.281003952026367
   123     1.888372e+03     2.056414e-02
 * time: 3.3073649406433105
   124     1.888372e+03     2.044078e-02
 * time: 3.324521780014038
   125     1.888372e+03     2.035197e-02
 * time: 3.340725898742676
   126     1.888372e+03     2.021268e-02
 * time: 3.367154836654663
   127     1.888372e+03     1.998172e-02
 * time: 3.384230852127075
   128     1.888372e+03     3.162406e-02
 * time: 3.400624990463257
   129     1.888372e+03     5.510549e-02
 * time: 3.426881790161133
   130     1.888372e+03     9.278088e-02
 * time: 3.443943977355957
   131     1.888372e+03     1.529116e-01
 * time: 3.460805892944336
   132     1.888372e+03     2.462349e-01
 * time: 3.4872758388519287
   133     1.888372e+03     3.800236e-01
 * time: 3.504758834838867
   134     1.888371e+03     5.312831e-01
 * time: 3.5222268104553223
   135     1.888369e+03     6.020265e-01
 * time: 3.549909830093384
   136     1.888367e+03     4.665657e-01
 * time: 3.5678648948669434
   137     1.888366e+03     1.404905e-01
 * time: 3.585958957672119
   138     1.888365e+03     8.513244e-02
 * time: 3.6129918098449707
   139     1.888364e+03     1.244427e-01
 * time: 3.630300998687744
   140     1.888364e+03     1.028331e-01
 * time: 3.6475398540496826
   141     1.888364e+03     5.164076e-02
 * time: 3.6747729778289795
   142     1.888364e+03     5.147918e-02
 * time: 3.691927909851074
   143     1.888364e+03     3.147222e-02
 * time: 3.708711862564087
   144     1.888364e+03     2.104481e-02
 * time: 3.735074996948242
   145     1.888364e+03     6.543267e-03
 * time: 3.751828908920288
   146     1.888364e+03     2.537332e-03
 * time: 3.7684438228607178
   147     1.888364e+03     4.361311e-03
 * time: 3.794477939605713
   148     1.888364e+03     3.035139e-03
 * time: 3.8108878135681152
   149     1.888364e+03     5.966636e-04
 * time: 3.8278708457946777
FittedPumasModel

Successful minimization:                      true

Likelihood approximation:                     FOCE
Likelihood Optimizer:                         BFGS
Dynamical system type:                 Closed form

Log-likelihood value:                   -1888.3638
Number of subjects:                             30
Number of parameters:         Fixed      Optimized
                                  0             13
Observation records:         Active        Missing
    DV:                         540              0
    Total:                      540              0

--------------------------
               Estimate
--------------------------
tvvc            3.976
tvq             0.04239
tvvp            3.7249
tvcl_hep_M      1.7174e-7
tvcl_hep_F      0.13348
tvcl_ren_M      0.19378
tvcl_ren_F      0.042211
Ω₁,₁            0.14046
Ω₂,₂            0.081349
σ_add           0.032171
σ_prop          0.061007
dCRCL_M         0.94821
dCRCL_F         1.9405
--------------------------

As before, our loglikelihood is higher (implying lower objective function value). This is expected since we also added six new parameters to the model.

1.5 Step 4 - Model Comparison

Now that we’ve fitted all of our models we need to compare them and choose one for our final model.

We begin by analyzing the model metrics. This can be done with the metrics_table function:

metrics_table(fit_base_model)
17×2 DataFrame
Row Metric Value
String Any
1 Successful true
2 Estimation Time 1.627
3 Subjects 30
4 Fixed Parameters 0
5 Optimized Parameters 8
6 DV Active Observations 540
7 DV Missing Observations 0
8 Total Active Observations 540
9 Total Missing Observations 0
10 Likelihood Approximation Pumas.FOCE{Optim.NewtonTrustRegion{Float64}, Optim.Options{Float64, Nothing}}
11 LogLikelihood (LL) -1901.82
12 -2LL 3803.63
13 AIC 3819.63
14 BIC 3853.96
15 (η-shrinkage) η₁ -0.015
16 (η-shrinkage) η₂ -0.013
17 (ϵ-shrinkage) DV 0.056
metrics_table(fit_covariate_model_wt)
17×2 DataFrame
Row Metric Value
String Any
1 Successful true
2 Estimation Time 1.046
3 Subjects 30
4 Fixed Parameters 0
5 Optimized Parameters 8
6 DV Active Observations 540
7 DV Missing Observations 0
8 Total Active Observations 540
9 Total Missing Observations 0
10 Likelihood Approximation Pumas.FOCE{Optim.NewtonTrustRegion{Float64}, Optim.Options{Float64, Nothing}}
11 LogLikelihood (LL) -1896.46
12 -2LL 3792.93
13 AIC 3808.93
14 BIC 3843.26
15 (η-shrinkage) η₁ -0.014
16 (η-shrinkage) η₂ -0.012
17 (ϵ-shrinkage) DV 0.056
metrics_table(fit_covariate_model_wt_crcl)
17×2 DataFrame
Row Metric Value
String Any
1 Successful true
2 Estimation Time 1.942
3 Subjects 30
4 Fixed Parameters 0
5 Optimized Parameters 10
6 DV Active Observations 540
7 DV Missing Observations 0
8 Total Active Observations 540
9 Total Missing Observations 0
10 Likelihood Approximation Pumas.FOCE{Optim.NewtonTrustRegion{Float64}, Optim.Options{Float64, Nothing}}
11 LogLikelihood (LL) -1892.41
12 -2LL 3784.82
13 AIC 3804.82
14 BIC 3847.73
15 (η-shrinkage) η₁ -0.014
16 (η-shrinkage) η₂ -0.012
17 (ϵ-shrinkage) DV 0.056
metrics_table(fit_covariate_model_wt_crcl_sex)
17×2 DataFrame
Row Metric Value
String Any
1 Successful true
2 Estimation Time 3.828
3 Subjects 30
4 Fixed Parameters 0
5 Optimized Parameters 13
6 DV Active Observations 540
7 DV Missing Observations 0
8 Total Active Observations 540
9 Total Missing Observations 0
10 Likelihood Approximation Pumas.FOCE{Optim.NewtonTrustRegion{Float64}, Optim.Options{Float64, Nothing}}
11 LogLikelihood (LL) -1888.36
12 -2LL 3776.73
13 AIC 3802.73
14 BIC 3858.52
15 (η-shrinkage) η₁ -0.013
16 (η-shrinkage) η₂ -0.012
17 (ϵ-shrinkage) DV 0.056

metrics_table outputs all of the model metrics we might be interested with respect to a certain model. That includes metadata such as estimation time, number of subjects, how many parameters were optimized and fixed, and number of observations. It also includes common model metrics like AIC, BIC, objective function value with constant (-2 loglikelihood), and so on.

We can also do an innerjoin (check our Data Wrangling Tutorials) to get all metrics into a single DataFrame:

all_metrics = innerjoin(
    metrics_table(fit_base_model),
    metrics_table(fit_covariate_model_wt),
    metrics_table(fit_covariate_model_wt_crcl),
    metrics_table(fit_covariate_model_wt_crcl_sex);
    on = :Metric,
    makeunique = true,
);
rename!(
    all_metrics,
    :Value => :Base_Model,
    :Value_1 => :Covariate_Model_WT,
    :Value_2 => :Covariate_Model_WT_CRCL,
    :Value_3 => :Covariate_Model_WT_CRCL_SEX,
)
17×5 DataFrame
Row Metric Base_Model Covariate_Model_WT Covariate_Model_WT_CRCL Covariate_Model_WT_CRCL_SEX
String Any Any Any Any
1 Successful true true true true
2 Estimation Time 1.627 1.046 1.942 3.828
3 Subjects 30 30 30 30
4 Fixed Parameters 0 0 0 0
5 Optimized Parameters 8 8 10 13
6 DV Active Observations 540 540 540 540
7 DV Missing Observations 0 0 0 0
8 Total Active Observations 540 540 540 540
9 Total Missing Observations 0 0 0 0
10 Likelihood Approximation Pumas.FOCE{Optim.NewtonTrustRegion{Float64}, Optim.Options{Float64, Nothing}} Pumas.FOCE{Optim.NewtonTrustRegion{Float64}, Optim.Options{Float64, Nothing}} Pumas.FOCE{Optim.NewtonTrustRegion{Float64}, Optim.Options{Float64, Nothing}} Pumas.FOCE{Optim.NewtonTrustRegion{Float64}, Optim.Options{Float64, Nothing}}
11 LogLikelihood (LL) -1901.82 -1896.46 -1892.41 -1888.36
12 -2LL 3803.63 3792.93 3784.82 3776.73
13 AIC 3819.63 3808.93 3804.82 3802.73
14 BIC 3853.96 3843.26 3847.73 3858.52
15 (η-shrinkage) η₁ -0.015 -0.014 -0.014 -0.013
16 (η-shrinkage) η₂ -0.013 -0.012 -0.012 -0.012
17 (ϵ-shrinkage) DV 0.056 0.056 0.056 0.056

We can also use specific functions to retrieve those. For example, in order to get a model’s AIC you can use the aic function:

aic(fit_base_model)
3819.629984952819
aic(fit_covariate_model_wt)
3808.9264607805967
aic(fit_covariate_model_wt_crcl)
3804.8179473717055
aic(fit_covariate_model_wt_crcl_sex)
3802.7275243739778

We should favor lower values of AIC, hence, the covariate model with weight, creatinine clerance, and different sex effects on clearance should be preferred, i.e. covariate_model_wt_crcl_sex.

1.5.1 Goodness of Fit Plots

Additionally, we should inspect the goodness of fit of the model. This is done with the plotting function goodness_of_fit, which should be given a result from a inspect function. So, let’s first call inspect on our covariate_model_wt_crcl_sex candidate for best model:

inspect_covariate_model_wt_crcl_sex = inspect(fit_covariate_model_wt_crcl_sex)
[ Info: Calculating predictions.
[ Info: Calculating weighted residuals.
[ Info: Calculating empirical bayes.
[ Info: Evaluating individual parameters.
[ Info: Evaluating dose control parameters.
[ Info: Done.
FittedPumasModelInspection

Fitting was successful: true
Likehood approximation used for weighted residuals : Pumas.FOCE{Optim.NewtonTrustRegion{Float64}, Optim.Options{Float64, Nothing}}(Optim.NewtonTrustRegion{Float64}(1.0, 100.0, 1.4901161193847656e-8, 0.1, 0.25, 0.75, false), Optim.Options(x_abstol = 0.0, x_reltol = 0.0, f_abstol = 0.0, f_reltol = 0.0, g_abstol = 1.0e-5, g_reltol = 1.0e-8, outer_x_abstol = 0.0, outer_x_reltol = 0.0, outer_f_abstol = 0.0, outer_f_reltol = 0.0, outer_g_abstol = 1.0e-8, outer_g_reltol = 1.0e-8, f_calls_limit = 0, g_calls_limit = 0, h_calls_limit = 0, allow_f_increases = false, allow_outer_f_increases = true, successive_f_tol = 1, iterations = 1000, outer_iterations = 1000, store_trace = false, trace_simplex = false, show_trace = false, extended_trace = false, show_every = 1, time_limit = NaN, )
)

And now we pass inspect_covariate_model_wt_crcl_sex to the goodness_of_fit plotting function:

goodness_of_fit(inspect_covariate_model_wt_crcl_sex)

The idea is that the population predictions (preds) capture the general tendency of the observations while the individual predictions (ipreds) should coincide much more closely with the observations. That is exactly what we are observing in the top row subplots in our goodness of fit plot.

Regarding the bottom row, on the left we have the weighted population residuals (wres) against time, and on the right we have the weighted individual residuals (iwres) against ipreds. Here we should not see any perceived pattern, which indicates that the error model in the model has a mean 0 and constant variance. Like before, this seems to be what we are observing in our goodness of fit plot.

Hence, our covariate model with allometric scaling and different sex creatinine clearance effectw on clearance is a good candidate for our final model.

1.6 Time-Varying Covariates

Pumas can handle time-varying covariates. This happens automatically if, when parsing a dataset, read_pumas detects that covariate values change over time.

1.6.1 painord Dataset

Here’s an example with an ordinal regression using the painord dataset from PharmaDatasets.jl. :painord is our observations measuring the perceived pain in a scale from 0 to 3, which we need to have the range shifted by 1 (1 to 4). Additionally, we’ll use the concentration in plasma, :conc as a covariate. Of course, :conc varies with time, thus, it is a time-varying covariate:

painord = dataset("pumas/pain_remed")
first(painord, 5)
5×8 DataFrame
Row id arm dose time conc painord dv remed
Int64 Int64 Int64 Float64 Float64 Int64 Int64 Int64
1 1 2 20 0.0 0.0 3 0 0
2 1 2 20 0.5 1.15578 1 1 0
3 1 2 20 1.0 1.37211 0 1 0
4 1 2 20 1.5 1.30058 0 1 0
5 1 2 20 2.0 1.19195 1 1 0
@rtransform! painord :painord = :painord + 1;
describe(painord, :mean, :std, :first, :last, :eltype)
8×6 DataFrame
Row variable mean std first last eltype
Symbol Float64 Float64 Real Real DataType
1 id 80.5 46.1992 1 160 Int64
2 arm 1.5 1.11833 2 0 Int64
3 dose 26.25 31.9017 20 0 Int64
4 time 3.375 2.5183 0.0 8.0 Float64
5 conc 0.93018 1.49902 0.0 0.0 Float64
6 painord 2.50208 0.863839 4 4 Int64
7 dv 0.508333 0.500061 0 0 Int64
8 remed 0.059375 0.236387 0 0 Int64
unique(painord.dose)
4-element Vector{Int64}:
 20
 80
  0
  5

As we can see we have 160 subjects were given either 0, 5, 20, or 80 units of a certain painkiller drug.

:conc is the drug concentration in plasma and :painord is the perceived pain in a scale from 1 to 4.

First, we’ll parse the painord dataset into a Population. Note that we’ll be using event_data=false since we do not have any dosing rows:

pop_ord =
    read_pumas(painord; observations = [:painord], covariates = [:conc], event_data = false)
Note

We won’t be going into the details of the ordinal regression model in this tutorial. We highly encourage you to take a look at the Ordinal Regression Pumas Tutorial for an in-depth explanation.

We’ll build an ordinal regression model declaring :conc as a covariate. In the @derived block we’ll state the the likelihood of :painord follows a Categorical distribution:

ordinal_model = @model begin
    @param begin
        b₁  RealDomain(; init = 0)
        b₂  RealDomain(; init = 1)
        b₃  RealDomain(; init = 1)
        slope  RealDomain(; init = 0)
    end

    @covariates conc # time-varying

    @pre begin
        effect = slope * conc

        # Logit of cumulative probabilities
        lge₁ = b₁ + effect
        lge₂ = lge₁ - b₂
        lge₃ = lge₂ - b₃

        # Probabilities of >=1 and >=2 and >=3
        pge₁ = logistic(lge₁)
        pge₂ = logistic(lge₂)
        pge₃ = logistic(lge₃)

        # Probabilities of Y=1,2,3,4
        p₁ = 1.0 - pge₁
        p₂ = pge₁ - pge₂
        p₃ = pge₂ - pge₃
        p₄ = pge₃
    end

    @derived begin
        painord ~ @. Categorical(p₁, p₂, p₃, p₄)
    end
end
PumasModel
  Parameters: b₁, b₂, b₃, slope
  Random effects: 
  Covariates: conc
  Dynamical system variables: 
  Dynamical system type: No dynamical model
  Derived: painord
  Observed: painord

Finally we’ll fit our model using NaivePooled estimation method since it does not have any random-effects, i.e. no @random block:

ordinal_fit = fit(ordinal_model, pop_ord, init_params(ordinal_model), NaivePooled())
[ 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     3.103008e+03     7.031210e+02
 * time: 6.008148193359375e-5
     1     2.994747e+03     1.083462e+03
 * time: 0.0060040950775146484
     2     2.406265e+03     1.884408e+02
 * time: 0.07446503639221191
     3     2.344175e+03     7.741610e+01
 * time: 0.07858705520629883
     4     2.323153e+03     2.907642e+01
 * time: 0.08254194259643555
     5     2.318222e+03     2.273295e+01
 * time: 0.08660387992858887
     6     2.316833e+03     1.390527e+01
 * time: 0.09092402458190918
     7     2.316425e+03     4.490883e+00
 * time: 0.09606099128723145
     8     2.316362e+03     9.374519e-01
 * time: 0.10081911087036133
     9     2.316356e+03     1.928785e-01
 * time: 0.10485696792602539
    10     2.316355e+03     3.119615e-02
 * time: 0.10899901390075684
    11     2.316355e+03     6.215513e-03
 * time: 0.11344504356384277
    12     2.316355e+03     8.313206e-04
 * time: 0.11805391311645508
FittedPumasModel

Successful minimization:                      true

Likelihood approximation:              NaivePooled
Likelihood Optimizer:                         BFGS
Dynamical system type:          No dynamical model

Log-likelihood value:                   -2316.3554
Number of subjects:                            160
Number of parameters:         Fixed      Optimized
                                  0              4
Observation records:         Active        Missing
    painord:                   1920              0
    Total:                     1920              0

-------------------
          Estimate
-------------------
b₁         2.5112
b₂         2.1951
b₃         1.9643
slope     -0.38871
-------------------

As expected, the ordinal model fit estimates a negative effect of :conc on :painord measured by the slope parameter.

1.7 Missing Data in Covariates

The way how Pumas handles missing values inside covariates depends if the covariate is constant or time-varying. For both cases Pumas will interpolate the available values to fill in the missing values. If, for any subject, all of the covariate’s values are missing, Pumas will throw an error while parsing the data with read_pumas.

For both missing constant and time-varying covariates, Pumas, by default, does piece-wise constant interpolation with “next observation carried backward” (NOCB, NONMEM default). Of course for constant covariates the interpolated values over the missing values will be constant values. This can be adjusted with the covariates_direction keyword argument of read_pumas. The default value :right is NOCB and :left is “last observation carried forward” (LOCF, Monolix default).

Hence, for LOCF, you can use the following:

pop = read_pumas(pkdata; covariates_direction = :left)

along with any other required keyword arguments for column mapping.

Note

The same behavior for covariates_direction applies to time-varying covariates during the interpolation in the ODE solver. They will also be piece-wise constant interpolated following either NOCB or LOCF depending on the covariates_direction value.

1.8 Categorical Covariates

In some situations, you’ll find yourself with categorical covariates with multiple levels, instead of binary or continuous covariates. Categorical covariates are covariates that can take on a finite number of distinct values.

Pumas can easily address categorical covariates. In the @pre block you can use a nested if ... elseif ... else statement to handle the different categories.

For example:

@pre begin
    CL = if RACE == 1
        tvcl * (WT / 70)^dwtdcl * exp(η[1]) * drace1dcl
    elseif RACE == 2
        tvcl * (WT / 70)^dwtdcl * exp(η[1]) * drace2dcl
    elseif RACE == 3
        tvcl * (WT / 70)^dwtdcl * exp(η[1]) * drace3dcl
    end
end

Here we are conditioning the clearance (CL) on the RACE covariate by modulating which population-level parameter will be used for the clearance calculation: drace1dcl, drace2dcl, and drace3dcl.

There’s nothing wrong with the code above, but it can be a bit cumbersome to write and read. In order to make it more readable and maintainable, you can use the following example:

@pre begin
    raceoncl = race1cl^(race == 1) * race2cl^(race == 2) * race3cl^(race == 3)
    CL = tvcl * raceoncl
end

Here we are using the ^ operator to raise each race value to the power of the race1cl, race2cl, and race3cl values. If any of the race values is not equal to the race value, the result will be 1, otherwise it will be the respective race1cl, race2cl, or race3cl value.

1.9 Conclusion

This tutorial shows how to build covariate model in Pumas in a workflow approach. The main purpose was to inform how to:

  • parse covariate data into a Population
  • add covariate information into a model

We also went over what are the differences between constant and time-varying covariates and how does Pumas deal with missing data inside covariates.