[Evaluation des modèles non-linéaires à effets mixtes, avec une application en pharmacocinétique]
L’évaluation est une partie importante de la construction de modèles, faisant l’objet de recommendations de la part des autorités régulant la mise sur le marché de nouveaux médicaments. Dans ce papier, nous effectuons une courte revue de métriques récemment proposées, en particulier les VPC (Visual Predictive Check), les discordances de prédictions () et les erreurs de prédiction sur la distribution (). Nous illustrons ces métriques sur quelques exemples simulés. Nous montrons comment il est possible de construire des bandes de prédiction autour de la courbe des médianes (ou d’autres percentiles) des données simulées. Ces bandes de prédiction sont un outil visuel particulièrement efficace pour détecter des zones où le modèle peut être amélioré. La distribution de certaines métriques est connue et permet de proposer des tests pour compléter les graphes diagnostiques.
Model evaluation is an important part of model building, and has been the subject of regulatory guidelines in drug development. In the present paper, we illustrate the use of some recently proposed metrics on several simulated datasets. These metrics include Visual Predictive Checks (VPC), prediction discrepancies () and normalised prediction distribution errors (). We illustrate them using simulated datasets. Prediction bands around selected percentiles can be obtained through repeated simulations under the model being tested, and their addition to VPC plots or plots of and versus time and predictions are useful to highlight model deficiencies. Tests for some of the metrics are also available and can be used as a complement to graphs.
Mot clés : Modèles non-linéaires à effets mixtes, évaluation de modèles, VPC, npde
@article{JSFS_2010__151_1_106_0,
author = {Comets, Emmanuelle and Brendel, Karl and Mentr\'e, France},
title = {Model evaluation in nonlinear mixed effect models, with applications to pharmacokinetics},
journal = {Journal de la soci\'et\'e fran\c{c}aise de statistique},
pages = {106--127},
publisher = {Soci\'et\'e fran\c{c}aise de statistique},
volume = {151},
number = {1},
year = {2010},
zbl = {1316.62154},
language = {en},
url = {http://www.numdam.org/item/JSFS_2010__151_1_106_0/}
}
TY - JOUR AU - Comets, Emmanuelle AU - Brendel, Karl AU - Mentré, France TI - Model evaluation in nonlinear mixed effect models, with applications to pharmacokinetics JO - Journal de la société française de statistique PY - 2010 SP - 106 EP - 127 VL - 151 IS - 1 PB - Société française de statistique UR - http://www.numdam.org/item/JSFS_2010__151_1_106_0/ LA - en ID - JSFS_2010__151_1_106_0 ER -
%0 Journal Article %A Comets, Emmanuelle %A Brendel, Karl %A Mentré, France %T Model evaluation in nonlinear mixed effect models, with applications to pharmacokinetics %J Journal de la société française de statistique %D 2010 %P 106-127 %V 151 %N 1 %I Société française de statistique %U http://www.numdam.org/item/JSFS_2010__151_1_106_0/ %G en %F JSFS_2010__151_1_106_0
Comets, Emmanuelle; Brendel, Karl; Mentré, France. Model evaluation in nonlinear mixed effect models, with applications to pharmacokinetics. Journal de la société française de statistique, Tome 151 (2010) no. 1, pp. 106-127. http://www.numdam.org/item/JSFS_2010__151_1_106_0/
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