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 |                       INFERENTIAL STATISTICS                       |
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 MEANING: Inferential statistics
 CONTEXT: NONMEM output

 DISCUSSION:
 NONMEM provides estimates of the precision of its parameter estimates.

 Confidence  intervals  for  parameters,  hypothesis tests on parameter
 values, and model-building  all  require  determination  of  plausible
 bounds  on  parameters.   These can be assigned if the distribution of
 the estimates (upon imagined replication of the data set) can be esti-
 mated.   Asymptotic  statistical  theory  applied  to  extended least-
 squares estimation (as used in NONMEM) says that the  distribution  of
 the parameter estimators is multivariate normal, with variance-covari-
 ance matrix that can be estimated from the data.  NONMEM supplies such
 an  estimate  of the variance-covariance matrix of the parameter esti-
 mates (See covariance matrix of estimate).  The square  roots  of  the
 diagonal  elements of that matrix are the estimated standard errors of
 the corresponding  parameter  estimators  (See standard error of esti-
 mate),  while the off-diagonal elements can be transformed into corre-
 lation coefficients, and are presented in the  correlation  matrix  of
 the  parameter  estimates  (See correlation matrix of estimate).   The
 inverse of the covariance matrix and the eigenvalues of  the  correla-
 tion matrix are also available (See $covariance).

REFERENCES: Guide V Section 5.4


  
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