Conditional bootstrap for non-linear mixed effects models

TL;DR

This paper introduces a conditional non-parametric bootstrap method for non-linear mixed effects models that preserves data structure and improves uncertainty estimation over traditional methods.

Contribution

The paper proposes a novel cNP bootstrap approach that resamples random effects and residuals based on the conditional distribution, implemented in the saemix R package.

Findings

Bootstrap methods provided better coverage than asymptotic estimates.

The cNP and case bootstrap methods outperformed classical residual bootstrap in coverage.

Coverage decreases with higher residual error, regardless of method.

Abstract

Background and Objective: Uncertainty in non-linear mixed effect models is often assessed using the Fisher information matrix to derive the standard errors of estimation. The bootstrap is an alternative to the asymptotic method, with different approaches to handle the different levels of individual and population variabilities. The simplest method is the Case bootstrap where the entire vector of individuals is resampled, but this approach does not take into account the hierarchical nature of non-linear mixed effect models (NLMEM). Methods: We propose here a non-parametric bootstrap, cNP, to preserve the structure of the original data. We resample interindividual random effects from the conditional distribution of the individual parameters, obtained as a by-product of the SAEM algorithm, and residuals from their distribution. cNP was implemented in the saemix package for R along with the case, parametric (Par), and non-parametric (NP) residual bootstraps. Coverage rates were compared in a simulation study using sigmoid Emax models, with rich, sparse and unbalanced designs, and 3 levels of residual variability. Results: The asymptotic method tended to produce lower than theoretical coverages for the variance terms. Bootstraps provided more adequate coverage, but none of the approaches maintained coverage when the residual error increased. Overall, the new cNP and the Case provided better coverage than the classical NP. Conclusion: The new conditional non-parametric bootstrap can be used when it is important to preserve the structure of the original dataset, such as the number of observations or the repartition of covariates as it does not require stratification.