Hi Elena and Bill,

I think this has been discussed before in this forum. The VPCs central metric 
are the prediction of data percentiles. If you focus on the difference between 
e.g. the 5th and 95th percentile based on the simulated data you will have a 
prediction interval, like Bill states. If you focus on an individual 
percentile, but consider the imprecision with which it is derived, often given 
as a shaded area, then it is like other metrics of imprecision a confidence 
interval.

Best regards,
Mats
From: owner-nmus...@globomaxnm.com <owner-nmus...@globomaxnm.com> On Behalf Of 
Bill Denney
Sent: den 14 mars 2019 18:10
To: Soto, Elena <elena.s...@pfizer.com>; nmusers@globomaxnm.com
Subject: RE: [NMusers] VPCs confidence intervals?

Hi Elena,

VPCs are accurately called prediction intervals not confidence intervals.  The 
difference is that a prediction interval shows what you would expect for the 
next individual in a study while a confidence interval shows what you would 
expect for the result of a statistic (often confidence intervals of a mean are 
shown).  With many VPCs, the confidence interval of the median and the 
confidence interval of the 5th and 95th percentiles are shown.

Also, when the lines indicate the median, 5th, and 95th percentiles of the 
simulations, that is the 90% prediction interval since it is the middle 90% of 
the data (not the 95% confidence interval).

Thanks,

Bill

From: owner-nmus...@globomaxnm.com<mailto:owner-nmus...@globomaxnm.com> 
<owner-nmus...@globomaxnm.com<mailto:owner-nmus...@globomaxnm.com>> On Behalf 
Of Soto, Elena
Sent: Thursday, March 14, 2019 12:49 PM
To: nmusers@globomaxnm.com<mailto:nmusers@globomaxnm.com>
Subject: [NMusers] VPCs confidence intervals?

Dear all,

I have a question regarding visual predictive checks (VPCs).

Most of VPCs used now, include a line representing the median and 5th and 95th 
percentiles of the data values and an area around the same percentiles that is 
commonly define as the 95% confidence interval (of the simulations).

But is it correct, from the statistical point of view, to call confidence 
interval to this area? And if this is not the case how should we define them?

Thanks,
Elena Soto



Elena Soto, PhD
Pharmacometrician
Pharmacometrics, Global Clinical Pharmacology
Global Product Development

Pfizer R&D UK Limited, IPC 096
CT13 9NJ, Sandwich, UK
Phone : +44 1304 644883
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