Use of a linearization approximation facilitating stochastic model building

The objective of this work was to facilitate the development of nonlinear mixed effects models by establishing a diagnostic method for evaluation of stochastic model components. The random effects investigated were between subject, between occasion and residual variability. The method was based on a first-order conditional estimates linear approximation and evaluated on three real datasets with previously developed population pharmacokinetic models. The results were assessed based on the agreement in difference in objective function value between a basic model and extended models for the standard nonlinear and linearized approach respectively. The linearization was found to accurately identify significant extensions of the model’s stochastic components with notably decreased runtimes as compared to the standard nonlinear analysis. The observed gain in runtimes varied between four to more than 50-fold and the largest gains were seen for models with originally long runtimes. This method may be especially useful as a screening tool to detect correlations between random effects since it substantially quickens the estimation of large variance–covariance blocks. To expedite the application of this diagnostic tool, the linearization procedure has been automated and implemented in the software package PsN. ELECTRONIC SUPPLEMENTARY MATERIAL: The online version of this article (doi:10.1007/s10928-014-9353-5) contains supplementary material, which is available to authorized users.