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: 0.0279238224029541
     1     3.110315e+03     9.706222e+02
 * time: 0.6026949882507324
     2     2.831659e+03     7.817006e+02
 * time: 0.6305928230285645
     3     2.405281e+03     2.923696e+02
 * time: 0.6802480220794678
     4     2.370406e+03     3.032286e+02
 * time: 0.6976919174194336
     5     2.313631e+03     3.126188e+02
 * time: 0.7147059440612793
     6     2.263986e+03     2.946697e+02
 * time: 0.7301239967346191
     7     2.160182e+03     1.917599e+02
 * time: 0.7728569507598877
     8     2.112467e+03     1.588288e+02
 * time: 0.7934348583221436
     9     2.090339e+03     1.108334e+02
 * time: 0.8083679676055908
    10     2.078171e+03     8.108027e+01
 * time: 0.8231790065765381
    11     2.074517e+03     7.813928e+01
 * time: 0.846707820892334
    12     2.066270e+03     7.044632e+01
 * time: 0.8611040115356445
    13     2.049660e+03     1.062584e+02
 * time: 0.8750689029693604
    14     2.021965e+03     1.130570e+02
 * time: 0.8894739151000977
    15     1.994936e+03     7.825801e+01
 * time: 0.9128170013427734
    16     1.979337e+03     5.318263e+01
 * time: 0.927901029586792
    17     1.972141e+03     6.807046e+01
 * time: 0.9424159526824951
    18     1.967973e+03     7.896361e+01
 * time: 0.9568078517913818
    19     1.962237e+03     8.343757e+01
 * time: 0.9799609184265137
    20     1.952791e+03     5.565304e+01
 * time: 0.995589017868042
    21     1.935857e+03     3.923284e+01
 * time: 1.0107738971710205
    22     1.926254e+03     5.749643e+01
 * time: 1.0256268978118896
    23     1.922144e+03     4.306225e+01
 * time: 1.0482258796691895
    24     1.911566e+03     4.810496e+01
 * time: 1.0639898777008057
    25     1.906464e+03     4.324267e+01
 * time: 1.0788748264312744
    26     1.905339e+03     1.207954e+01
 * time: 1.0924458503723145
    27     1.905092e+03     1.093479e+01
 * time: 1.106562852859497
    28     1.904957e+03     1.057034e+01
 * time: 1.1294119358062744
    29     1.904875e+03     1.060882e+01
 * time: 1.142657995223999
    30     1.904459e+03     1.031525e+01
 * time: 1.1562118530273438
    31     1.903886e+03     1.041179e+01
 * time: 1.169867992401123
    32     1.903313e+03     1.135672e+01
 * time: 1.1927168369293213
    33     1.903057e+03     1.075683e+01
 * time: 1.2063839435577393
    34     1.902950e+03     1.091295e+01
 * time: 1.2195990085601807
    35     1.902887e+03     1.042409e+01
 * time: 1.2324159145355225
    36     1.902640e+03     9.213043e+00
 * time: 1.255086898803711
    37     1.902364e+03     9.519321e+00
 * time: 1.2693078517913818
    38     1.902156e+03     5.590984e+00
 * time: 1.2828140258789062
    39     1.902094e+03     1.811898e+00
 * time: 1.2959198951721191
    40     1.902086e+03     1.644722e+00
 * time: 1.3088529109954834
    41     1.902084e+03     1.653520e+00
 * time: 1.330941915512085
    42     1.902074e+03     1.720184e+00
 * time: 1.3446288108825684
    43     1.902055e+03     2.619061e+00
 * time: 1.3576648235321045
    44     1.902015e+03     3.519729e+00
 * time: 1.3706889152526855
    45     1.901962e+03     3.403372e+00
 * time: 1.3926680088043213
    46     1.901924e+03     1.945644e+00
 * time: 1.4064009189605713
    47     1.901914e+03     6.273342e-01
 * time: 1.419510841369629
    48     1.901913e+03     5.374557e-01
 * time: 1.4322710037231445
    49     1.901913e+03     5.710007e-01
 * time: 1.4447009563446045
    50     1.901913e+03     6.091390e-01
 * time: 1.4661178588867188
    51     1.901912e+03     6.692417e-01
 * time: 1.47940993309021
    52     1.901909e+03     7.579620e-01
 * time: 1.4922230243682861
    53     1.901903e+03     8.798211e-01
 * time: 1.5050609111785889
    54     1.901889e+03     1.002981e+00
 * time: 1.518035888671875
    55     1.901864e+03     1.495512e+00
 * time: 1.5404648780822754
    56     1.901837e+03     1.664621e+00
 * time: 1.5532889366149902
    57     1.901819e+03     8.601119e-01
 * time: 1.5661308765411377
    58     1.901815e+03     4.525470e-02
 * time: 1.5790019035339355
    59     1.901815e+03     1.294280e-02
 * time: 1.601274013519287
    60     1.901815e+03     2.876567e-03
 * time: 1.6138548851013184
    61     1.901815e+03     2.876567e-03
 * time: 1.640523910522461
    62     1.901815e+03     2.876567e-03
 * time: 1.6597769260406494
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: 7.081031799316406e-5
     1     2.846050e+03     1.128657e+03
 * time: 0.025653839111328125
     2     2.472982e+03     7.008264e+02
 * time: 0.043434858322143555
     3     2.180690e+03     2.312704e+02
 * time: 0.061018943786621094
     4     2.125801e+03     1.862929e+02
 * time: 0.09877300262451172
     5     2.103173e+03     1.320946e+02
 * time: 0.11426782608032227
     6     2.091136e+03     1.103035e+02
 * time: 0.12880992889404297
     7     2.081443e+03     1.091133e+02
 * time: 0.14424395561218262
     8     2.071793e+03     7.197675e+01
 * time: 0.17983794212341309
     9     2.062706e+03     7.623310e+01
 * time: 0.19489192962646484
    10     2.057515e+03     6.885476e+01
 * time: 0.20925188064575195
    11     2.051133e+03     6.368504e+01
 * time: 0.22362089157104492
    12     2.038626e+03     7.730243e+01
 * time: 0.24757790565490723
    13     2.019352e+03     1.136864e+02
 * time: 0.2624669075012207
    14     1.997136e+03     1.005748e+02
 * time: 0.27692294120788574
    15     1.983023e+03     6.831478e+01
 * time: 0.29218196868896484
    16     1.977700e+03     5.649783e+01
 * time: 0.3159308433532715
    17     1.974583e+03     6.357642e+01
 * time: 0.33077001571655273
    18     1.967292e+03     7.658974e+01
 * time: 0.3458068370819092
    19     1.951045e+03     6.130573e+01
 * time: 0.36245083808898926
    20     1.935868e+03     4.845839e+01
 * time: 0.3866608142852783
    21     1.929356e+03     6.325782e+01
 * time: 0.40264892578125
    22     1.925187e+03     3.142245e+01
 * time: 0.4171409606933594
    23     1.923733e+03     4.623400e+01
 * time: 0.43126893043518066
    24     1.918498e+03     5.347738e+01
 * time: 0.4456198215484619
    25     1.912383e+03     5.849125e+01
 * time: 0.47100090980529785
    26     1.905510e+03     3.254038e+01
 * time: 0.4879150390625
    27     1.903629e+03     2.905618e+01
 * time: 0.5019838809967041
    28     1.902833e+03     2.907696e+01
 * time: 0.5166079998016357
    29     1.902447e+03     2.746037e+01
 * time: 0.5396809577941895
    30     1.899399e+03     1.930949e+01
 * time: 0.5543379783630371
    31     1.898705e+03     1.186361e+01
 * time: 0.5684778690338135
    32     1.898505e+03     1.050402e+01
 * time: 0.5826258659362793
    33     1.898474e+03     1.042186e+01
 * time: 0.6046469211578369
    34     1.897992e+03     1.238729e+01
 * time: 0.6183979511260986
    35     1.897498e+03     1.729368e+01
 * time: 0.6319069862365723
    36     1.896954e+03     1.472554e+01
 * time: 0.6454160213470459
    37     1.896744e+03     5.852825e+00
 * time: 0.6681599617004395
    38     1.896705e+03     1.171353e+00
 * time: 0.6817889213562012
    39     1.896704e+03     1.216117e+00
 * time: 0.6949539184570312
    40     1.896703e+03     1.230336e+00
 * time: 0.7077620029449463
    41     1.896698e+03     1.250715e+00
 * time: 0.7208259105682373
    42     1.896688e+03     1.449552e+00
 * time: 0.7429599761962891
    43     1.896666e+03     2.533300e+00
 * time: 0.7568008899688721
    44     1.896631e+03     3.075537e+00
 * time: 0.7700760364532471
    45     1.896599e+03     2.139797e+00
 * time: 0.7833578586578369
    46     1.896587e+03     6.636030e-01
 * time: 0.7967979907989502
    47     1.896585e+03     6.303517e-01
 * time: 0.8194818496704102
    48     1.896585e+03     5.995265e-01
 * time: 0.8323960304260254
    49     1.896584e+03     5.844159e-01
 * time: 0.84499192237854
    50     1.896583e+03     6.083858e-01
 * time: 0.8578739166259766
    51     1.896579e+03     8.145327e-01
 * time: 0.8800079822540283
    52     1.896570e+03     1.293490e+00
 * time: 0.8937959671020508
    53     1.896549e+03     1.877705e+00
 * time: 0.9069709777832031
    54     1.896513e+03     2.217392e+00
 * time: 0.9200129508972168
    55     1.896482e+03     1.658148e+00
 * time: 0.9330549240112305
    56     1.896466e+03     5.207218e-01
 * time: 0.9555950164794922
    57     1.896463e+03     1.177468e-01
 * time: 0.969005823135376
    58     1.896463e+03     1.678937e-02
 * time: 0.9825289249420166
    59     1.896463e+03     2.666636e-03
 * time: 0.9942989349365234
    60     1.896463e+03     2.666636e-03
 * time: 1.0295848846435547
    61     1.896463e+03     2.666636e-03
 * time: 1.0521998405456543
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: 7.700920104980469e-5
     1     3.572050e+03     1.302046e+03
 * time: 0.032488107681274414
     2     3.266947e+03     5.384244e+02
 * time: 0.09417104721069336
     3     3.150635e+03     1.918079e+02
 * time: 0.11456608772277832
     4     3.108122e+03     1.277799e+02
 * time: 0.1335740089416504
     5     3.091358e+03     8.838080e+01
 * time: 0.176192045211792
     6     3.082997e+03     8.321689e+01
 * time: 0.1950209140777588
     7     3.076379e+03     8.167702e+01
 * time: 0.2130570411682129
     8     3.067422e+03     1.177822e+02
 * time: 0.23166799545288086
     9     3.048580e+03     2.526969e+02
 * time: 0.2726891040802002
    10     2.993096e+03     6.325396e+02
 * time: 0.3014490604400635
    11     2.965744e+03     7.634718e+02
 * time: 0.36688899993896484
    12     2.921212e+03     9.704020e+02
 * time: 0.4105050563812256
    13     2.553649e+03     6.642510e+02
 * time: 0.4382600784301758
    14     2.319495e+03     3.204711e+02
 * time: 0.477100133895874
    15     2.183040e+03     2.174905e+02
 * time: 0.519503116607666
    16     2.157621e+03     3.150983e+02
 * time: 0.5383810997009277
    17     2.132395e+03     2.847614e+02
 * time: 0.5667569637298584
    18     2.084799e+03     1.563370e+02
 * time: 0.5855779647827148
    19     2.071497e+03     1.006429e+02
 * time: 0.6030600070953369
    20     2.064983e+03     9.753313e+01
 * time: 0.620703935623169
    21     2.048289e+03     9.230405e+01
 * time: 0.6491689682006836
    22     2.020938e+03     1.292359e+02
 * time: 0.6684269905090332
    23     1.983888e+03     2.284990e+02
 * time: 0.6870651245117188
    24     1.962132e+03     1.220188e+02
 * time: 0.714818000793457
    25     1.945947e+03     1.035894e+02
 * time: 0.7324299812316895
    26     1.917782e+03     8.246698e+01
 * time: 0.7502589225769043
    27     1.905967e+03     5.408054e+01
 * time: 0.7680189609527588
    28     1.898569e+03     2.172222e+01
 * time: 0.7961099147796631
    29     1.897473e+03     1.689350e+01
 * time: 0.8132381439208984
    30     1.897019e+03     1.666689e+01
 * time: 0.8301820755004883
    31     1.896796e+03     1.699751e+01
 * time: 0.8570709228515625
    32     1.896559e+03     1.645900e+01
 * time: 0.8741130828857422
    33     1.896223e+03     1.415504e+01
 * time: 0.8909780979156494
    34     1.895773e+03     1.630081e+01
 * time: 0.9078121185302734
    35     1.895309e+03     1.723930e+01
 * time: 0.9354250431060791
    36     1.895004e+03     1.229983e+01
 * time: 0.9527490139007568
    37     1.894871e+03     5.385102e+00
 * time: 0.9697849750518799
    38     1.894827e+03     3.465463e+00
 * time: 0.9966869354248047
    39     1.894816e+03     3.387474e+00
 * time: 1.013477087020874
    40     1.894807e+03     3.295388e+00
 * time: 1.0298500061035156
    41     1.894786e+03     3.089194e+00
 * time: 1.046112060546875
    42     1.894737e+03     2.928080e+00
 * time: 1.0729360580444336
    43     1.894624e+03     3.088723e+00
 * time: 1.0898890495300293
    44     1.894413e+03     3.493791e+00
 * time: 1.106734037399292
    45     1.894127e+03     3.142865e+00
 * time: 1.133085012435913
    46     1.893933e+03     2.145253e+00
 * time: 1.1505990028381348
    47     1.893888e+03     2.172800e+00
 * time: 1.1684250831604004
    48     1.893880e+03     2.180509e+00
 * time: 1.1845860481262207
    49     1.893876e+03     2.134257e+00
 * time: 1.2109260559082031
    50     1.893868e+03     2.032354e+00
 * time: 1.2275280952453613
    51     1.893846e+03     1.760874e+00
 * time: 1.2437870502471924
    52     1.893796e+03     1.779016e+00
 * time: 1.2696559429168701
    53     1.893694e+03     2.018956e+00
 * time: 1.2870440483093262
    54     1.893559e+03     2.366854e+00
 * time: 1.303666114807129
    55     1.893474e+03     3.690142e+00
 * time: 1.3203320503234863
    56     1.893446e+03     3.675109e+00
 * time: 1.3467950820922852
    57     1.893439e+03     3.426419e+00
 * time: 1.3634729385375977
    58     1.893429e+03     3.183164e+00
 * time: 1.3797481060028076
    59     1.893398e+03     2.695171e+00
 * time: 1.3960261344909668
    60     1.893328e+03     2.753548e+00
 * time: 1.4226670265197754
    61     1.893169e+03     3.589748e+00
 * time: 1.4394960403442383
    62     1.892920e+03     3.680718e+00
 * time: 1.4563019275665283
    63     1.892667e+03     2.568107e+00
 * time: 1.48288893699646
    64     1.892514e+03     1.087910e+00
 * time: 1.5002789497375488
    65     1.892493e+03     3.287296e-01
 * time: 1.5166590213775635
    66     1.892492e+03     2.967465e-01
 * time: 1.5329210758209229
    67     1.892492e+03     3.020682e-01
 * time: 1.5590710639953613
    68     1.892491e+03     3.034704e-01
 * time: 1.5745790004730225
    69     1.892491e+03     3.091846e-01
 * time: 1.5901849269866943
    70     1.892491e+03     3.224170e-01
 * time: 1.6152980327606201
    71     1.892490e+03     6.494197e-01
 * time: 1.6320760250091553
    72     1.892488e+03     1.115188e+00
 * time: 1.648164987564087
    73     1.892483e+03     1.838833e+00
 * time: 1.665349006652832
    74     1.892472e+03     2.765371e+00
 * time: 1.6913931369781494
    75     1.892452e+03     3.463807e+00
 * time: 1.7084369659423828
    76     1.892431e+03     2.805270e+00
 * time: 1.7247021198272705
    77     1.892411e+03     5.758916e-01
 * time: 1.7411830425262451
    78     1.892410e+03     1.434041e-01
 * time: 1.7676920890808105
    79     1.892409e+03     1.639246e-01
 * time: 1.783797025680542
    80     1.892409e+03     1.145856e-01
 * time: 1.7992839813232422
    81     1.892409e+03     3.966861e-02
 * time: 1.824181079864502
    82     1.892409e+03     3.550808e-02
 * time: 1.8402209281921387
    83     1.892409e+03     3.456241e-02
 * time: 1.8550729751586914
    84     1.892409e+03     3.114018e-02
 * time: 1.8698971271514893
    85     1.892409e+03     4.080806e-02
 * time: 1.8945250511169434
    86     1.892409e+03     6.722726e-02
 * time: 1.9106299877166748
    87     1.892409e+03     1.006791e-01
 * time: 1.9259920120239258
    88     1.892409e+03     1.303988e-01
 * time: 1.941357135772705
    89     1.892409e+03     1.228919e-01
 * time: 1.9663100242614746
    90     1.892409e+03     6.433813e-02
 * time: 1.9821829795837402
    91     1.892409e+03     1.314164e-02
 * time: 1.9976129531860352
    92     1.892409e+03     4.929931e-04
 * time: 2.0126209259033203
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: 6.818771362304688e-5
     1     3.641387e+03     1.432080e+03
 * time: 0.033859968185424805
     2     3.290450e+03     5.274782e+02
 * time: 0.057485103607177734
     3     3.185512e+03     2.173676e+02
 * time: 0.10406804084777832
     4     3.143009e+03     1.479653e+02
 * time: 0.12502408027648926
     5     3.128511e+03     8.980031e+01
 * time: 0.1683039665222168
     6     3.123188e+03     5.033125e+01
 * time: 0.1888871192932129
     7     3.120794e+03     4.279722e+01
 * time: 0.20848703384399414
     8     3.118627e+03     3.971051e+01
 * time: 0.23975801467895508
     9     3.115300e+03     8.456587e+01
 * time: 0.26175808906555176
    10     3.109353e+03     1.350354e+02
 * time: 0.2932701110839844
    11     3.095894e+03     1.998258e+02
 * time: 0.3161160945892334
    12     2.988214e+03     4.366433e+02
 * time: 0.34598708152770996
    13     2.896081e+03     5.505943e+02
 * time: 0.4241831302642822
    14     2.652467e+03     7.300323e+02
 * time: 0.8599610328674316
    15     2.560937e+03     6.973661e+02
 * time: 0.9765291213989258
    16     2.254941e+03     2.740033e+02
 * time: 1.001568078994751
    17     2.222509e+03     2.034303e+02
 * time: 1.034703016281128
    18     2.171255e+03     2.449580e+02
 * time: 1.0576250553131104
    19     2.024532e+03     1.121511e+02
 * time: 1.0790941715240479
    20     1.993723e+03     1.042814e+02
 * time: 1.1101691722869873
    21     1.985113e+03     8.079014e+01
 * time: 1.1306531429290771
    22     1.976757e+03     7.054196e+01
 * time: 1.1506831645965576
    23     1.969970e+03     6.070322e+01
 * time: 1.181730031967163
    24     1.961095e+03     6.810782e+01
 * time: 1.2013921737670898
    25     1.947983e+03     8.116920e+01
 * time: 1.2312390804290771
    26     1.930371e+03     8.530051e+01
 * time: 1.2533211708068848
    27     1.910209e+03     6.993170e+01
 * time: 1.2731549739837646
    28     1.899107e+03     3.362640e+01
 * time: 1.3043529987335205
    29     1.898022e+03     2.642220e+01
 * time: 1.3238871097564697
    30     1.897055e+03     1.213144e+01
 * time: 1.3428239822387695
    31     1.896596e+03     7.773239e+00
 * time: 1.3733429908752441
    32     1.896538e+03     7.997039e+00
 * time: 1.3923230171203613
    33     1.896451e+03     8.160909e+00
 * time: 1.421138048171997
    34     1.896283e+03     8.237721e+00
 * time: 1.4410719871520996
    35     1.895903e+03     1.520219e+01
 * time: 1.4602181911468506
    36     1.895272e+03     2.358916e+01
 * time: 1.4899241924285889
    37     1.894536e+03     2.461296e+01
 * time: 1.5104851722717285
    38     1.893995e+03     1.546128e+01
 * time: 1.5296471118927002
    39     1.893858e+03     6.976137e+00
 * time: 1.5593390464782715
    40     1.893833e+03     6.019466e+00
 * time: 1.578571081161499
    41     1.893786e+03     3.827201e+00
 * time: 1.5973241329193115
    42     1.893714e+03     3.323412e+00
 * time: 1.6274011135101318
    43     1.893592e+03     3.215150e+00
 * time: 1.6469380855560303
    44     1.893435e+03     6.534965e+00
 * time: 1.6762821674346924
    45     1.893286e+03     7.424154e+00
 * time: 1.696608066558838
    46     1.893190e+03     5.552627e+00
 * time: 1.715703010559082
    47     1.893139e+03     3.222316e+00
 * time: 1.7450101375579834
    48     1.893120e+03     3.015339e+00
 * time: 1.7658531665802002
    49     1.893107e+03     3.244809e+00
 * time: 1.7840640544891357
    50     1.893080e+03     6.163100e+00
 * time: 1.8127729892730713
    51     1.893027e+03     9.824713e+00
 * time: 1.8320059776306152
    52     1.892912e+03     1.390100e+01
 * time: 1.8505380153656006
    53     1.892734e+03     1.510937e+01
 * time: 1.8801581859588623
    54     1.892561e+03     1.008563e+01
 * time: 1.8993110656738281
    55     1.892485e+03     3.730668e+00
 * time: 1.9179580211639404
    56     1.892471e+03     3.380261e+00
 * time: 1.947432041168213
    57     1.892463e+03     3.167904e+00
 * time: 1.9659621715545654
    58     1.892441e+03     4.152065e+00
 * time: 1.9946630001068115
    59     1.892391e+03     7.355996e+00
 * time: 2.0144331455230713
    60     1.892268e+03     1.195397e+01
 * time: 2.033198118209839
    61     1.892026e+03     1.640783e+01
 * time: 2.0625619888305664
    62     1.891735e+03     1.593576e+01
 * time: 2.0827159881591797
    63     1.891569e+03     8.316423e+00
 * time: 2.101708173751831
    64     1.891494e+03     3.948212e+00
 * time: 2.1309990882873535
    65     1.891481e+03     3.911593e+00
 * time: 2.150083065032959
    66     1.891457e+03     3.875559e+00
 * time: 2.1685101985931396
    67     1.891405e+03     3.811247e+00
 * time: 2.1978611946105957
    68     1.891262e+03     3.657045e+00
 * time: 2.2169201374053955
    69     1.890930e+03     4.957405e+00
 * time: 2.2358691692352295
    70     1.890317e+03     6.657726e+00
 * time: 2.267695188522339
    71     1.889660e+03     6.086302e+00
 * time: 2.2872371673583984
    72     1.889303e+03     2.270929e+00
 * time: 2.316493034362793
    73     1.889253e+03     7.695301e-01
 * time: 2.3361010551452637
    74     1.889252e+03     7.382144e-01
 * time: 2.3545501232147217
    75     1.889251e+03     7.187898e-01
 * time: 2.383234977722168
    76     1.889251e+03     7.215047e-01
 * time: 2.4019830226898193
    77     1.889250e+03     7.235155e-01
 * time: 2.4199981689453125
    78     1.889249e+03     7.246818e-01
 * time: 2.4486000537872314
    79     1.889244e+03     7.257796e-01
 * time: 2.467674970626831
    80     1.889233e+03     7.198190e-01
 * time: 2.4858431816101074
    81     1.889204e+03     1.089029e+00
 * time: 2.5151519775390625
    82     1.889142e+03     1.801601e+00
 * time: 2.5346031188964844
    83     1.889043e+03     2.967917e+00
 * time: 2.5534210205078125
    84     1.888889e+03     2.965856e+00
 * time: 2.5834860801696777
    85     1.888705e+03     5.933554e-01
 * time: 2.6027331352233887
    86     1.888655e+03     9.577699e-01
 * time: 2.6215851306915283
    87     1.888582e+03     1.498494e+00
 * time: 2.65134596824646
    88     1.888533e+03     1.502750e+00
 * time: 2.6701090335845947
    89     1.888490e+03     1.184664e+00
 * time: 2.699054002761841
    90     1.888480e+03     6.684513e-01
 * time: 2.7184300422668457
    91     1.888476e+03     3.680030e-01
 * time: 2.7368640899658203
    92     1.888476e+03     4.720039e-01
 * time: 2.7667391300201416
    93     1.888476e+03     4.768646e-01
 * time: 2.7856791019439697
    94     1.888475e+03     4.736674e-01
 * time: 2.8038671016693115
    95     1.888475e+03     4.552766e-01
 * time: 2.8329291343688965
    96     1.888474e+03     5.193719e-01
 * time: 2.8519439697265625
    97     1.888473e+03     8.850088e-01
 * time: 2.870223045349121
    98     1.888468e+03     1.461597e+00
 * time: 2.899415969848633
    99     1.888458e+03     2.209123e+00
 * time: 2.918661117553711
   100     1.888437e+03     2.961234e+00
 * time: 2.9378151893615723
   101     1.888407e+03     2.978462e+00
 * time: 2.9676690101623535
   102     1.888384e+03     1.707197e+00
 * time: 2.9866549968719482
   103     1.888381e+03     6.198730e-01
 * time: 3.0054140090942383
   104     1.888380e+03     5.171201e-01
 * time: 3.035914182662964
   105     1.888378e+03     1.037261e-01
 * time: 3.0552830696105957
   106     1.888378e+03     8.473257e-02
 * time: 3.0837180614471436
   107     1.888378e+03     8.364956e-02
 * time: 3.1029460430145264
   108     1.888378e+03     8.080438e-02
 * time: 3.1213481426239014
   109     1.888378e+03     7.873896e-02
 * time: 3.149738073348999
   110     1.888378e+03     7.798398e-02
 * time: 3.168653964996338
   111     1.888378e+03     7.788171e-02
 * time: 3.1863410472869873
   112     1.888378e+03     7.776461e-02
 * time: 3.214738130569458
   113     1.888378e+03     9.023533e-02
 * time: 3.233631134033203
   114     1.888378e+03     1.631356e-01
 * time: 3.253178119659424
   115     1.888378e+03     2.768664e-01
 * time: 3.2821950912475586
   116     1.888377e+03     4.462262e-01
 * time: 3.3021559715270996
   117     1.888377e+03     6.643078e-01
 * time: 3.3210999965667725
   118     1.888375e+03     8.433023e-01
 * time: 3.350633144378662
   119     1.888374e+03     7.596239e-01
 * time: 3.3707051277160645
   120     1.888373e+03     3.637667e-01
 * time: 3.3897640705108643
   121     1.888372e+03     8.304667e-02
 * time: 3.4195220470428467
   122     1.888372e+03     2.084518e-02
 * time: 3.438681125640869
   123     1.888372e+03     2.056414e-02
 * time: 3.4570000171661377
   124     1.888372e+03     2.044078e-02
 * time: 3.4860470294952393
   125     1.888372e+03     2.035197e-02
 * time: 3.5039350986480713
   126     1.888372e+03     2.021268e-02
 * time: 3.5218050479888916
   127     1.888372e+03     1.998172e-02
 * time: 3.5513060092926025
   128     1.888372e+03     3.162406e-02
 * time: 3.5704381465911865
   129     1.888372e+03     5.510549e-02
 * time: 3.5888020992279053
   130     1.888372e+03     9.278088e-02
 * time: 3.6186230182647705
   131     1.888372e+03     1.529116e-01
 * time: 3.6376161575317383
   132     1.888372e+03     2.462349e-01
 * time: 3.656409978866577
   133     1.888372e+03     3.800236e-01
 * time: 3.686540126800537
   134     1.888371e+03     5.312831e-01
 * time: 3.7055461406707764
   135     1.888369e+03     6.020265e-01
 * time: 3.7248151302337646
   136     1.888367e+03     4.665657e-01
 * time: 3.756834030151367
   137     1.888366e+03     1.404905e-01
 * time: 3.7757301330566406
   138     1.888365e+03     8.513244e-02
 * time: 3.805065155029297
   139     1.888364e+03     1.244427e-01
 * time: 3.824846029281616
   140     1.888364e+03     1.028331e-01
 * time: 3.8435370922088623
   141     1.888364e+03     5.164076e-02
 * time: 3.8726611137390137
   142     1.888364e+03     5.147918e-02
 * time: 3.8913819789886475
   143     1.888364e+03     3.147222e-02
 * time: 3.9089601039886475
   144     1.888364e+03     2.104481e-02
 * time: 3.936915159225464
   145     1.888364e+03     6.543267e-03
 * time: 3.954979181289673
   146     1.888364e+03     2.537332e-03
 * time: 3.972551107406616
   147     1.888364e+03     4.361311e-03
 * time: 4.000972032546997
   148     1.888364e+03     3.035139e-03
 * time: 4.0191919803619385
   149     1.888364e+03     5.966636e-04
 * time: 4.0361950397491455
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 1.66
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 1.052
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 2.013
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 4.036
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 1.66 1.052 2.013 4.036
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: 7.390975952148438e-5
     1     2.994747e+03     1.083462e+03
 * time: 0.005884885787963867
     2     2.406265e+03     1.884408e+02
 * time: 0.010658025741577148
     3     2.344175e+03     7.741610e+01
 * time: 0.07176780700683594
     4     2.323153e+03     2.907642e+01
 * time: 0.07635378837585449
     5     2.318222e+03     2.273295e+01
 * time: 0.08074188232421875
     6     2.316833e+03     1.390527e+01
 * time: 0.08538699150085449
     7     2.316425e+03     4.490883e+00
 * time: 0.08992791175842285
     8     2.316362e+03     9.374519e-01
 * time: 0.09516787528991699
     9     2.316356e+03     1.928785e-01
 * time: 0.09985780715942383
    10     2.316355e+03     3.119615e-02
 * time: 0.10481095314025879
    11     2.316355e+03     6.215513e-03
 * time: 0.10923600196838379
    12     2.316355e+03     8.313206e-04
 * time: 0.11429691314697266
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.