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: 0.024745941162109375
     1     3.110315e+03     9.706222e+02
 * time: 0.5815410614013672
     2     2.831659e+03     7.817006e+02
 * time: 0.641200065612793
     3     2.405281e+03     2.923696e+02
 * time: 0.6637990474700928
     4     2.370406e+03     3.032286e+02
 * time: 0.6806039810180664
     5     2.313631e+03     3.126188e+02
 * time: 0.7224650382995605
     6     2.263986e+03     2.946697e+02
 * time: 0.7383389472961426
     7     2.160182e+03     1.917599e+02
 * time: 0.7598869800567627
     8     2.112467e+03     1.588288e+02
 * time: 0.7992169857025146
     9     2.090339e+03     1.108334e+02
 * time: 0.8137860298156738
    10     2.078171e+03     8.108027e+01
 * time: 0.8298430442810059
    11     2.074517e+03     7.813928e+01
 * time: 0.8440930843353271
    12     2.066270e+03     7.044632e+01
 * time: 0.866645097732544
    13     2.049660e+03     1.062584e+02
 * time: 0.8803939819335938
    14     2.021965e+03     1.130570e+02
 * time: 0.8944540023803711
    15     1.994936e+03     7.825801e+01
 * time: 0.90854811668396
    16     1.979337e+03     5.318263e+01
 * time: 0.9314141273498535
    17     1.972141e+03     6.807046e+01
 * time: 0.9457981586456299
    18     1.967973e+03     7.896361e+01
 * time: 0.9595611095428467
    19     1.962237e+03     8.343757e+01
 * time: 0.9733519554138184
    20     1.952791e+03     5.565304e+01
 * time: 0.9875180721282959
    21     1.935857e+03     3.923284e+01
 * time: 1.010789155960083
    22     1.926254e+03     5.749643e+01
 * time: 1.0253260135650635
    23     1.922144e+03     4.306225e+01
 * time: 1.0388519763946533
    24     1.911566e+03     4.810496e+01
 * time: 1.0530591011047363
    25     1.906464e+03     4.324267e+01
 * time: 1.076035976409912
    26     1.905339e+03     1.207954e+01
 * time: 1.0895609855651855
    27     1.905092e+03     1.093479e+01
 * time: 1.1022980213165283
    28     1.904957e+03     1.057034e+01
 * time: 1.1149611473083496
    29     1.904875e+03     1.060882e+01
 * time: 1.1364490985870361
    30     1.904459e+03     1.031525e+01
 * time: 1.1499390602111816
    31     1.903886e+03     1.041179e+01
 * time: 1.1632039546966553
    32     1.903313e+03     1.135672e+01
 * time: 1.17671799659729
    33     1.903057e+03     1.075683e+01
 * time: 1.1983511447906494
    34     1.902950e+03     1.091295e+01
 * time: 1.2114460468292236
    35     1.902887e+03     1.042409e+01
 * time: 1.2240309715270996
    36     1.902640e+03     9.213043e+00
 * time: 1.2372620105743408
    37     1.902364e+03     9.519321e+00
 * time: 1.2529370784759521
    38     1.902156e+03     5.590984e+00
 * time: 1.2796740531921387
    39     1.902094e+03     1.811898e+00
 * time: 1.2926890850067139
    40     1.902086e+03     1.644722e+00
 * time: 1.3052780628204346
    41     1.902084e+03     1.653520e+00
 * time: 1.3175690174102783
    42     1.902074e+03     1.720184e+00
 * time: 1.3392319679260254
    43     1.902055e+03     2.619061e+00
 * time: 1.3523859977722168
    44     1.902015e+03     3.519729e+00
 * time: 1.3649561405181885
    45     1.901962e+03     3.403372e+00
 * time: 1.3774700164794922
    46     1.901924e+03     1.945644e+00
 * time: 1.390186071395874
    47     1.901914e+03     6.273342e-01
 * time: 1.4120111465454102
    48     1.901913e+03     5.374557e-01
 * time: 1.4246320724487305
    49     1.901913e+03     5.710007e-01
 * time: 1.4366569519042969
    50     1.901913e+03     6.091390e-01
 * time: 1.448599100112915
    51     1.901912e+03     6.692417e-01
 * time: 1.4689910411834717
    52     1.901909e+03     7.579620e-01
 * time: 1.4817209243774414
    53     1.901903e+03     8.798211e-01
 * time: 1.4940409660339355
    54     1.901889e+03     1.002981e+00
 * time: 1.506385087966919
    55     1.901864e+03     1.495512e+00
 * time: 1.5186610221862793
    56     1.901837e+03     1.664621e+00
 * time: 1.5394079685211182
    57     1.901819e+03     8.601119e-01
 * time: 1.551591157913208
    58     1.901815e+03     4.525470e-02
 * time: 1.5636439323425293
    59     1.901815e+03     1.294280e-02
 * time: 1.575340986251831
    60     1.901815e+03     2.876567e-03
 * time: 1.5867650508880615
    61     1.901815e+03     2.876567e-03
 * time: 1.619168996810913
    62     1.901815e+03     2.876567e-03
 * time: 1.6378400325775146
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: 8.106231689453125e-5
     1     2.846050e+03     1.128657e+03
 * time: 0.07514405250549316
     2     2.472982e+03     7.008264e+02
 * time: 0.09342694282531738
     3     2.180690e+03     2.312704e+02
 * time: 0.11056995391845703
     4     2.125801e+03     1.862929e+02
 * time: 0.12648296356201172
     5     2.103173e+03     1.320946e+02
 * time: 0.1637580394744873
     6     2.091136e+03     1.103035e+02
 * time: 0.17856097221374512
     7     2.081443e+03     1.091133e+02
 * time: 0.19229698181152344
     8     2.071793e+03     7.197675e+01
 * time: 0.2063760757446289
     9     2.062706e+03     7.623310e+01
 * time: 0.24311590194702148
    10     2.057515e+03     6.885476e+01
 * time: 0.2576479911804199
    11     2.051133e+03     6.368504e+01
 * time: 0.2714660167694092
    12     2.038626e+03     7.730243e+01
 * time: 0.2851119041442871
    13     2.019352e+03     1.136864e+02
 * time: 0.3076660633087158
    14     1.997136e+03     1.005748e+02
 * time: 0.32245898246765137
    15     1.983023e+03     6.831478e+01
 * time: 0.3374290466308594
    16     1.977700e+03     5.649783e+01
 * time: 0.35182905197143555
    17     1.974583e+03     6.357642e+01
 * time: 0.3656730651855469
    18     1.967292e+03     7.658974e+01
 * time: 0.39064908027648926
    19     1.951045e+03     6.130573e+01
 * time: 0.4073450565338135
    20     1.935868e+03     4.845839e+01
 * time: 0.4221789836883545
    21     1.929356e+03     6.325782e+01
 * time: 0.436845064163208
    22     1.925187e+03     3.142245e+01
 * time: 0.46057701110839844
    23     1.923733e+03     4.623400e+01
 * time: 0.47467589378356934
    24     1.918498e+03     5.347738e+01
 * time: 0.4890410900115967
    25     1.912383e+03     5.849125e+01
 * time: 0.5042119026184082
    26     1.905510e+03     3.254038e+01
 * time: 0.5288488864898682
    27     1.903629e+03     2.905618e+01
 * time: 0.5427720546722412
    28     1.902833e+03     2.907696e+01
 * time: 0.556859016418457
    29     1.902447e+03     2.746037e+01
 * time: 0.5697240829467773
    30     1.899399e+03     1.930949e+01
 * time: 0.5928249359130859
    31     1.898705e+03     1.186361e+01
 * time: 0.6067390441894531
    32     1.898505e+03     1.050402e+01
 * time: 0.620452880859375
    33     1.898474e+03     1.042186e+01
 * time: 0.6330440044403076
    34     1.897992e+03     1.238729e+01
 * time: 0.646338939666748
    35     1.897498e+03     1.729368e+01
 * time: 0.6684679985046387
    36     1.896954e+03     1.472554e+01
 * time: 0.6816699504852295
    37     1.896744e+03     5.852825e+00
 * time: 0.6948530673980713
    38     1.896705e+03     1.171353e+00
 * time: 0.707179069519043
    39     1.896704e+03     1.216117e+00
 * time: 0.7290658950805664
    40     1.896703e+03     1.230336e+00
 * time: 0.7422950267791748
    41     1.896698e+03     1.250715e+00
 * time: 0.7552978992462158
    42     1.896688e+03     1.449552e+00
 * time: 0.7683079242706299
    43     1.896666e+03     2.533300e+00
 * time: 0.7813200950622559
    44     1.896631e+03     3.075537e+00
 * time: 0.80342698097229
    45     1.896599e+03     2.139797e+00
 * time: 0.816493034362793
    46     1.896587e+03     6.636030e-01
 * time: 0.8295800685882568
    47     1.896585e+03     6.303517e-01
 * time: 0.8422338962554932
    48     1.896585e+03     5.995265e-01
 * time: 0.8637950420379639
    49     1.896584e+03     5.844159e-01
 * time: 0.8772380352020264
    50     1.896583e+03     6.083858e-01
 * time: 0.8914449214935303
    51     1.896579e+03     8.145327e-01
 * time: 0.9042689800262451
    52     1.896570e+03     1.293490e+00
 * time: 0.9170749187469482
    53     1.896549e+03     1.877705e+00
 * time: 0.9405689239501953
    54     1.896513e+03     2.217392e+00
 * time: 0.9535470008850098
    55     1.896482e+03     1.658148e+00
 * time: 0.9662349224090576
    56     1.896466e+03     5.207218e-01
 * time: 0.9790220260620117
    57     1.896463e+03     1.177468e-01
 * time: 1.0001990795135498
    58     1.896463e+03     1.678937e-02
 * time: 1.0123960971832275
    59     1.896463e+03     2.666636e-03
 * time: 1.023637056350708
    60     1.896463e+03     2.666636e-03
 * time: 1.0482239723205566
    61     1.896463e+03     2.666636e-03
 * time: 1.079591989517212
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: 6.699562072753906e-5
     1     3.572050e+03     1.302046e+03
 * time: 0.05849814414978027
     2     3.266947e+03     5.384244e+02
 * time: 0.08058595657348633
     3     3.150635e+03     1.918079e+02
 * time: 0.12383103370666504
     4     3.108122e+03     1.277799e+02
 * time: 0.14234304428100586
     5     3.091358e+03     8.838080e+01
 * time: 0.16016507148742676
     6     3.082997e+03     8.321689e+01
 * time: 0.1998450756072998
     7     3.076379e+03     8.167702e+01
 * time: 0.2181081771850586
     8     3.067422e+03     1.177822e+02
 * time: 0.2366170883178711
     9     3.048580e+03     2.526969e+02
 * time: 0.2567911148071289
    10     2.993096e+03     6.325396e+02
 * time: 0.29460811614990234
    11     2.965744e+03     7.634718e+02
 * time: 0.359760046005249
    12     2.921212e+03     9.704020e+02
 * time: 0.39200901985168457
    13     2.553649e+03     6.642510e+02
 * time: 0.4279751777648926
    14     2.319495e+03     3.204711e+02
 * time: 0.4664440155029297
    15     2.183040e+03     2.174905e+02
 * time: 0.5070490837097168
    16     2.157621e+03     3.150983e+02
 * time: 0.5257601737976074
    17     2.132395e+03     2.847614e+02
 * time: 0.5435760021209717
    18     2.084799e+03     1.563370e+02
 * time: 0.5696220397949219
    19     2.071497e+03     1.006429e+02
 * time: 0.5870981216430664
    20     2.064983e+03     9.753313e+01
 * time: 0.6043541431427002
    21     2.048289e+03     9.230405e+01
 * time: 0.6232659816741943
    22     2.020938e+03     1.292359e+02
 * time: 0.6505801677703857
    23     1.983888e+03     2.284990e+02
 * time: 0.6686041355133057
    24     1.962132e+03     1.220188e+02
 * time: 0.6862010955810547
    25     1.945947e+03     1.035894e+02
 * time: 0.7118949890136719
    26     1.917782e+03     8.246698e+01
 * time: 0.7294011116027832
    27     1.905967e+03     5.408054e+01
 * time: 0.7468850612640381
    28     1.898569e+03     2.172222e+01
 * time: 0.7643170356750488
    29     1.897473e+03     1.689350e+01
 * time: 0.7909760475158691
    30     1.897019e+03     1.666689e+01
 * time: 0.8074741363525391
    31     1.896796e+03     1.699751e+01
 * time: 0.8238639831542969
    32     1.896559e+03     1.645900e+01
 * time: 0.8495709896087646
    33     1.896223e+03     1.415504e+01
 * time: 0.8663439750671387
    34     1.895773e+03     1.630081e+01
 * time: 0.8829131126403809
    35     1.895309e+03     1.723930e+01
 * time: 0.8999030590057373
    36     1.895004e+03     1.229983e+01
 * time: 0.9264719486236572
    37     1.894871e+03     5.385102e+00
 * time: 0.9432339668273926
    38     1.894827e+03     3.465463e+00
 * time: 0.9594330787658691
    39     1.894816e+03     3.387474e+00
 * time: 0.984382152557373
    40     1.894807e+03     3.295388e+00
 * time: 1.0006980895996094
    41     1.894786e+03     3.089194e+00
 * time: 1.0168609619140625
    42     1.894737e+03     2.928080e+00
 * time: 1.0332801342010498
    43     1.894624e+03     3.088723e+00
 * time: 1.0591990947723389
    44     1.894413e+03     3.493791e+00
 * time: 1.0756299495697021
    45     1.894127e+03     3.142865e+00
 * time: 1.0917301177978516
    46     1.893933e+03     2.145253e+00
 * time: 1.1190531253814697
    47     1.893888e+03     2.172800e+00
 * time: 1.1355500221252441
    48     1.893880e+03     2.180509e+00
 * time: 1.1517231464385986
    49     1.893876e+03     2.134257e+00
 * time: 1.1675450801849365
    50     1.893868e+03     2.032354e+00
 * time: 1.1929819583892822
    51     1.893846e+03     1.760874e+00
 * time: 1.209352970123291
    52     1.893796e+03     1.779016e+00
 * time: 1.2258520126342773
    53     1.893694e+03     2.018956e+00
 * time: 1.242311954498291
    54     1.893559e+03     2.366854e+00
 * time: 1.2682230472564697
    55     1.893474e+03     3.690142e+00
 * time: 1.284952163696289
    56     1.893446e+03     3.675109e+00
 * time: 1.3012840747833252
    57     1.893439e+03     3.426419e+00
 * time: 1.3266639709472656
    58     1.893429e+03     3.183164e+00
 * time: 1.3430249691009521
    59     1.893398e+03     2.695171e+00
 * time: 1.3593130111694336
    60     1.893328e+03     2.753548e+00
 * time: 1.375669002532959
    61     1.893169e+03     3.589748e+00
 * time: 1.402062177658081
    62     1.892920e+03     3.680718e+00
 * time: 1.4187500476837158
    63     1.892667e+03     2.568107e+00
 * time: 1.4352669715881348
    64     1.892514e+03     1.087910e+00
 * time: 1.460968017578125
    65     1.892493e+03     3.287296e-01
 * time: 1.4776170253753662
    66     1.892492e+03     2.967465e-01
 * time: 1.4938440322875977
    67     1.892492e+03     3.020682e-01
 * time: 1.5096240043640137
    68     1.892491e+03     3.034704e-01
 * time: 1.5343689918518066
    69     1.892491e+03     3.091846e-01
 * time: 1.5501480102539062
    70     1.892491e+03     3.224170e-01
 * time: 1.5658659934997559
    71     1.892490e+03     6.494197e-01
 * time: 1.5818281173706055
    72     1.892488e+03     1.115188e+00
 * time: 1.6073851585388184
    73     1.892483e+03     1.838833e+00
 * time: 1.6246941089630127
    74     1.892472e+03     2.765371e+00
 * time: 1.6410491466522217
    75     1.892452e+03     3.463807e+00
 * time: 1.66640305519104
    76     1.892431e+03     2.805270e+00
 * time: 1.6831560134887695
    77     1.892411e+03     5.758916e-01
 * time: 1.6999170780181885
    78     1.892410e+03     1.434041e-01
 * time: 1.716184139251709
    79     1.892409e+03     1.639246e-01
 * time: 1.7420690059661865
    80     1.892409e+03     1.145856e-01
 * time: 1.7580540180206299
    81     1.892409e+03     3.966861e-02
 * time: 1.773730993270874
    82     1.892409e+03     3.550808e-02
 * time: 1.7889511585235596
    83     1.892409e+03     3.456241e-02
 * time: 1.8136229515075684
    84     1.892409e+03     3.114018e-02
 * time: 1.828758955001831
    85     1.892409e+03     4.080806e-02
 * time: 1.8437390327453613
    86     1.892409e+03     6.722726e-02
 * time: 1.8680109977722168
    87     1.892409e+03     1.006791e-01
 * time: 1.8838651180267334
    88     1.892409e+03     1.303988e-01
 * time: 1.8993761539459229
    89     1.892409e+03     1.228919e-01
 * time: 1.9148471355438232
    90     1.892409e+03     6.433813e-02
 * time: 1.9393620491027832
    91     1.892409e+03     1.314164e-02
 * time: 1.9550721645355225
    92     1.892409e+03     4.929931e-04
 * time: 1.9701101779937744
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: 7.200241088867188e-5
     1     3.641387e+03     1.432080e+03
 * time: 0.0626680850982666
     2     3.290450e+03     5.274782e+02
 * time: 0.084136962890625
     3     3.185512e+03     2.173676e+02
 * time: 0.12586307525634766
     4     3.143009e+03     1.479653e+02
 * time: 0.14514994621276855
     5     3.128511e+03     8.980031e+01
 * time: 0.16381597518920898
     6     3.123188e+03     5.033125e+01
 * time: 0.20325016975402832
     7     3.120794e+03     4.279722e+01
 * time: 0.2217259407043457
     8     3.118627e+03     3.971051e+01
 * time: 0.23965001106262207
     9     3.115300e+03     8.456587e+01
 * time: 0.26970815658569336
    10     3.109353e+03     1.350354e+02
 * time: 0.28863096237182617
    11     3.095894e+03     1.998258e+02
 * time: 0.3184080123901367
    12     2.988214e+03     4.366433e+02
 * time: 0.3457040786743164
    13     2.896081e+03     5.505943e+02
 * time: 0.4201469421386719
    14     2.652467e+03     7.300323e+02
 * time: 0.8188960552215576
    15     2.560937e+03     6.973661e+02
 * time: 0.917025089263916
    16     2.254941e+03     2.740033e+02
 * time: 0.9529581069946289
    17     2.222509e+03     2.034303e+02
 * time: 0.9742331504821777
    18     2.171255e+03     2.449580e+02
 * time: 1.0048720836639404
    19     2.024532e+03     1.121511e+02
 * time: 1.0250921249389648
    20     1.993723e+03     1.042814e+02
 * time: 1.0436389446258545
    21     1.985113e+03     8.079014e+01
 * time: 1.0726211071014404
    22     1.976757e+03     7.054196e+01
 * time: 1.0912590026855469
    23     1.969970e+03     6.070322e+01
 * time: 1.1093499660491943
    24     1.961095e+03     6.810782e+01
 * time: 1.137289047241211
    25     1.947983e+03     8.116920e+01
 * time: 1.1551940441131592
    26     1.930371e+03     8.530051e+01
 * time: 1.1837611198425293
    27     1.910209e+03     6.993170e+01
 * time: 1.2026760578155518
    28     1.899107e+03     3.362640e+01
 * time: 1.2219059467315674
    29     1.898022e+03     2.642220e+01
 * time: 1.249891996383667
    30     1.897055e+03     1.213144e+01
 * time: 1.2691631317138672
    31     1.896596e+03     7.773239e+00
 * time: 1.2869820594787598
    32     1.896538e+03     7.997039e+00
 * time: 1.3146851062774658
    33     1.896451e+03     8.160909e+00
 * time: 1.3328909873962402
    34     1.896283e+03     8.237721e+00
 * time: 1.3607540130615234
    35     1.895903e+03     1.520219e+01
 * time: 1.379641056060791
    36     1.895272e+03     2.358916e+01
 * time: 1.3984050750732422
    37     1.894536e+03     2.461296e+01
 * time: 1.4269371032714844
    38     1.893995e+03     1.546128e+01
 * time: 1.4447500705718994
    39     1.893858e+03     6.976137e+00
 * time: 1.4623031616210938
    40     1.893833e+03     6.019466e+00
 * time: 1.4892499446868896
    41     1.893786e+03     3.827201e+00
 * time: 1.5061399936676025
    42     1.893714e+03     3.323412e+00
 * time: 1.5233399868011475
    43     1.893592e+03     3.215150e+00
 * time: 1.5504059791564941
    44     1.893435e+03     6.534965e+00
 * time: 1.5677170753479004
    45     1.893286e+03     7.424154e+00
 * time: 1.5948460102081299
    46     1.893190e+03     5.552627e+00
 * time: 1.612673044204712
    47     1.893139e+03     3.222316e+00
 * time: 1.6300160884857178
    48     1.893120e+03     3.015339e+00
 * time: 1.6569960117340088
    49     1.893107e+03     3.244809e+00
 * time: 1.6744730472564697
    50     1.893080e+03     6.163100e+00
 * time: 1.691575050354004
    51     1.893027e+03     9.824713e+00
 * time: 1.7184679508209229
    52     1.892912e+03     1.390100e+01
 * time: 1.7359349727630615
    53     1.892734e+03     1.510937e+01
 * time: 1.7534170150756836
    54     1.892561e+03     1.008563e+01
 * time: 1.7823891639709473
    55     1.892485e+03     3.730668e+00
 * time: 1.8000521659851074
    56     1.892471e+03     3.380261e+00
 * time: 1.8169491291046143
    57     1.892463e+03     3.167904e+00
 * time: 1.8446450233459473
    58     1.892441e+03     4.152065e+00
 * time: 1.861875057220459
    59     1.892391e+03     7.355996e+00
 * time: 1.8894031047821045
    60     1.892268e+03     1.195397e+01
 * time: 1.9079201221466064
    61     1.892026e+03     1.640783e+01
 * time: 1.9259281158447266
    62     1.891735e+03     1.593576e+01
 * time: 1.9540770053863525
    63     1.891569e+03     8.316423e+00
 * time: 1.9727089405059814
    64     1.891494e+03     3.948212e+00
 * time: 1.9901909828186035
    65     1.891481e+03     3.911593e+00
 * time: 2.018152952194214
    66     1.891457e+03     3.875559e+00
 * time: 2.036255121231079
    67     1.891405e+03     3.811247e+00
 * time: 2.053879976272583
    68     1.891262e+03     3.657045e+00
 * time: 2.082288980484009
    69     1.890930e+03     4.957405e+00
 * time: 2.100492000579834
    70     1.890317e+03     6.657726e+00
 * time: 2.1185131072998047
    71     1.889660e+03     6.086302e+00
 * time: 2.147763967514038
    72     1.889303e+03     2.270929e+00
 * time: 2.166267156600952
    73     1.889253e+03     7.695301e-01
 * time: 2.194556951522827
    74     1.889252e+03     7.382144e-01
 * time: 2.214163064956665
    75     1.889251e+03     7.187898e-01
 * time: 2.2323479652404785
    76     1.889251e+03     7.215047e-01
 * time: 2.261975049972534
    77     1.889250e+03     7.235155e-01
 * time: 2.280003070831299
    78     1.889249e+03     7.246818e-01
 * time: 2.2973239421844482
    79     1.889244e+03     7.257796e-01
 * time: 2.32521915435791
    80     1.889233e+03     7.198190e-01
 * time: 2.3433990478515625
    81     1.889204e+03     1.089029e+00
 * time: 2.361422061920166
    82     1.889142e+03     1.801601e+00
 * time: 2.390397071838379
    83     1.889043e+03     2.967917e+00
 * time: 2.408890962600708
    84     1.888889e+03     2.965856e+00
 * time: 2.4263970851898193
    85     1.888705e+03     5.933554e-01
 * time: 2.455615997314453
    86     1.888655e+03     9.577699e-01
 * time: 2.4737069606781006
    87     1.888582e+03     1.498494e+00
 * time: 2.501660108566284
    88     1.888533e+03     1.502750e+00
 * time: 2.5201680660247803
    89     1.888490e+03     1.184664e+00
 * time: 2.5377161502838135
    90     1.888480e+03     6.684513e-01
 * time: 2.565186023712158
    91     1.888476e+03     3.680030e-01
 * time: 2.5836620330810547
    92     1.888476e+03     4.720039e-01
 * time: 2.60128116607666
    93     1.888476e+03     4.768646e-01
 * time: 2.628873109817505
    94     1.888475e+03     4.736674e-01
 * time: 2.646726131439209
    95     1.888475e+03     4.552766e-01
 * time: 2.664030075073242
    96     1.888474e+03     5.193719e-01
 * time: 2.6920900344848633
    97     1.888473e+03     8.850088e-01
 * time: 2.710235118865967
    98     1.888468e+03     1.461597e+00
 * time: 2.727614164352417
    99     1.888458e+03     2.209123e+00
 * time: 2.7561049461364746
   100     1.888437e+03     2.961234e+00
 * time: 2.775513172149658
   101     1.888407e+03     2.978462e+00
 * time: 2.7933151721954346
   102     1.888384e+03     1.707197e+00
 * time: 2.822216033935547
   103     1.888381e+03     6.198730e-01
 * time: 2.840574026107788
   104     1.888380e+03     5.171201e-01
 * time: 2.858633041381836
   105     1.888378e+03     1.037261e-01
 * time: 2.887470006942749
   106     1.888378e+03     8.473257e-02
 * time: 2.9049601554870605
   107     1.888378e+03     8.364956e-02
 * time: 2.931957960128784
   108     1.888378e+03     8.080438e-02
 * time: 2.9499709606170654
   109     1.888378e+03     7.873896e-02
 * time: 2.9668049812316895
   110     1.888378e+03     7.798398e-02
 * time: 2.992997169494629
   111     1.888378e+03     7.788171e-02
 * time: 3.0099260807037354
   112     1.888378e+03     7.776461e-02
 * time: 3.025869131088257
   113     1.888378e+03     9.023533e-02
 * time: 3.052248954772949
   114     1.888378e+03     1.631356e-01
 * time: 3.0694291591644287
   115     1.888378e+03     2.768664e-01
 * time: 3.08642315864563
   116     1.888377e+03     4.462262e-01
 * time: 3.113737106323242
   117     1.888377e+03     6.643078e-01
 * time: 3.13104510307312
   118     1.888375e+03     8.433023e-01
 * time: 3.148252010345459
   119     1.888374e+03     7.596239e-01
 * time: 3.1760270595550537
   120     1.888373e+03     3.637667e-01
 * time: 3.1942570209503174
   121     1.888372e+03     8.304667e-02
 * time: 3.21097993850708
   122     1.888372e+03     2.084518e-02
 * time: 3.2383651733398438
   123     1.888372e+03     2.056414e-02
 * time: 3.255216121673584
   124     1.888372e+03     2.044078e-02
 * time: 3.272400140762329
   125     1.888372e+03     2.035197e-02
 * time: 3.299025058746338
   126     1.888372e+03     2.021268e-02
 * time: 3.3154690265655518
   127     1.888372e+03     1.998172e-02
 * time: 3.331479072570801
   128     1.888372e+03     3.162406e-02
 * time: 3.358891010284424
   129     1.888372e+03     5.510549e-02
 * time: 3.3764679431915283
   130     1.888372e+03     9.278088e-02
 * time: 3.3932299613952637
   131     1.888372e+03     1.529116e-01
 * time: 3.4204890727996826
   132     1.888372e+03     2.462349e-01
 * time: 3.437148094177246
   133     1.888372e+03     3.800236e-01
 * time: 3.45412015914917
   134     1.888371e+03     5.312831e-01
 * time: 3.481909990310669
   135     1.888369e+03     6.020265e-01
 * time: 3.499582052230835
   136     1.888367e+03     4.665657e-01
 * time: 3.516541004180908
   137     1.888366e+03     1.404905e-01
 * time: 3.543363094329834
   138     1.888365e+03     8.513244e-02
 * time: 3.5604100227355957
   139     1.888364e+03     1.244427e-01
 * time: 3.5870590209960938
   140     1.888364e+03     1.028331e-01
 * time: 3.60444712638855
   141     1.888364e+03     5.164076e-02
 * time: 3.6213510036468506
   142     1.888364e+03     5.147918e-02
 * time: 3.6480419635772705
   143     1.888364e+03     3.147222e-02
 * time: 3.66530704498291
   144     1.888364e+03     2.104481e-02
 * time: 3.6819701194763184
   145     1.888364e+03     6.543267e-03
 * time: 3.708160161972046
   146     1.888364e+03     2.537332e-03
 * time: 3.7247719764709473
   147     1.888364e+03     4.361311e-03
 * time: 3.7407310009002686
   148     1.888364e+03     3.035139e-03
 * time: 3.767477035522461
   149     1.888364e+03     5.966636e-04
 * time: 3.7837071418762207
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 1.638
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 1.08
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 1.97
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 3.784
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 1.638 1.08 1.97 3.784
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: 7.796287536621094e-5
     1     2.994747e+03     1.083462e+03
 * time: 0.08284807205200195
     2     2.406265e+03     1.884408e+02
 * time: 0.08770990371704102
     3     2.344175e+03     7.741610e+01
 * time: 0.09326601028442383
     4     2.323153e+03     2.907642e+01
 * time: 0.09937691688537598
     5     2.318222e+03     2.273295e+01
 * time: 0.10541796684265137
     6     2.316833e+03     1.390527e+01
 * time: 0.11154794692993164
     7     2.316425e+03     4.490883e+00
 * time: 0.1178739070892334
     8     2.316362e+03     9.374519e-01
 * time: 0.12433195114135742
     9     2.316356e+03     1.928785e-01
 * time: 0.1309518814086914
    10     2.316355e+03     3.119615e-02
 * time: 0.13750600814819336
    11     2.316355e+03     6.215513e-03
 * time: 0.18999099731445312
    12     2.316355e+03     8.313206e-04
 * time: 0.19475603103637695
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.