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nlmixr
nlmixr

The broom and broom.mixed packages

broom and broom.mixed are packages that attempt to put standard model outputs into data frames. nlmixr supports the tidy and glance methods but does not support augment at this time.

Using a model with a covariance term, the Phenobarbital model, we can explore the different types of output that is used in the tidy functions.

To explore this, first we run the model:

library(nlmixr2)
library(broom.mixed)

pheno <- function() {
  # Pheno with covariance
  ini({
    tcl <- log(0.008) # typical value of clearance
    tv <-  log(0.6)   # typical value of volume
    ## var(eta.cl)
    eta.cl + eta.v ~ c(1,
                       0.01, 1) ## cov(eta.cl, eta.v), var(eta.v)
    # interindividual variability on clearance and volume
    add.err <- 0.1    # residual variability
  })
  model({
    cl <- exp(tcl + eta.cl) # individual value of clearance
    v <- exp(tv + eta.v)    # individual value of volume
    ke <- cl / v            # elimination rate constant
    d/dt(A1) = - ke * A1    # model differential equation
    cp = A1 / v             # concentration in plasma
    cp ~ add(add.err)       # define error model
  })
}

## We will run it two ways to allow comparisons
fit.s <- nlmixr(pheno, pheno_sd, "saem", control=list(logLik=TRUE, print=0),
                table=list(cwres=TRUE, npde=TRUE))
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fit.f <- nlmixr(pheno, pheno_sd, "focei",
                control=list(print=0),
                table=list(cwres=TRUE, npde=TRUE))
#> calculating covariance matrix
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#> done
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Glancing at the goodness of fit metrics

Often in fitting data, you would want to glance at the fit to see how well it fits. In broom, glance will give a summary of the fit metrics of goodness of fit:

glance(fit.s)
#> # A tibble: 2 × 6
#>    OBJF   AIC   BIC logLik `Condition#(Cov)` `Condition#(Cor)`
#>   <dbl> <dbl> <dbl>  <dbl>             <dbl>             <dbl>
#> 1  689.  986. 1004.  -487.              6.03              5.25
#> 2  698.  995. 1013.  -492.              6.03              5.25

Note in nlmixr it is possible to have more than one fit metric (based on different quadratures, FOCEi approximation etc). However, the glance only returns the fit metrics that are current.

If you wish you can set the objective function to the focei objective function (which was already calculated with CWRES).

setOfv(fit.s,"gauss3_1.6")
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Now the glance gives the gauss3_1.6 values.

glance(fit.s)
#> # A tibble: 3 × 6
#>    OBJF   AIC   BIC logLik `Condition#(Cov)` `Condition#(Cor)`
#>   <dbl> <dbl> <dbl>  <dbl>             <dbl>             <dbl>
#> 1  689.  986. 1004.  -487.              6.03              5.25
#> 2  698.  995. 1013.  -492.              6.03              5.25
#> 3  698.  995. 1013.  -492.              6.03              5.25

Of course you can always change the type of objective function that nlmixr uses:

setOfv(fit.s,"FOCEi") # Setting objective function to focei

By setting it back to the SAEM default objective function of FOCEi, the glance(fit.s) has the same values again:

glance(fit.s)
#> # A tibble: 3 × 6
#>    OBJF   AIC   BIC logLik `Condition#(Cov)` `Condition#(Cor)`
#>   <dbl> <dbl> <dbl>  <dbl>             <dbl>             <dbl>
#> 1  689.  986. 1004.  -487.              6.03              5.25
#> 2  698.  995. 1013.  -492.              6.03              5.25
#> 3  698.  995. 1013.  -492.              6.03              5.25

For convenience, you can do this while you glance at the objects:

glance(fit.s, type="FOCEi")
#> # A tibble: 3 × 6
#>    OBJF   AIC   BIC logLik `Condition#(Cov)` `Condition#(Cor)`
#>   <dbl> <dbl> <dbl>  <dbl>             <dbl>             <dbl>
#> 1  689.  986. 1004.  -487.              6.03              5.25
#> 2  698.  995. 1013.  -492.              6.03              5.25
#> 3  698.  995. 1013.  -492.              6.03              5.25

Tidying the model parameters

Tidying of overall fit parameters

You can also tidy the model estimates into a data frame with broom for processing. This can be useful when integrating into 3rd parting modeling packages. With a consistent parameter format, tasks for multiple types of models can be automated and applied.

The default function for this is tidy, which when applied to the fit object provides the overall parameter information in a tidy dataset:

tidy(fit.s)
#> # A tibble: 6 × 7
#>   effect   group         term              estimate std.error statistic  p.value
#>   <chr>    <chr>         <chr>                <dbl>     <dbl>     <dbl>    <dbl>
#> 1 fixed    NA            tcl                 -5.02     0.0750    -66.9   1   e+0
#> 2 fixed    NA            tv                   0.350    0.0548      6.37  1.09e-9
#> 3 ran_pars ID            sd__eta.cl           0.488   NA          NA    NA      
#> 4 ran_pars ID            sd__eta.v            0.402   NA          NA    NA      
#> 5 ran_pars ID            cor__eta.v.eta.cl    0.946   NA          NA    NA      
#> 6 ran_pars Residual(add) add.err              2.76    NA          NA    NA    

Note by default these are the parameters that are actually estimated in nlmixr, not the back-transformed values in the table from the printout. Of course, with mu-referenced models, you may want to exponentiate some of the terms. The broom package allows you to apply exponentiation on all the parameters, that is:

## Transformation applied on every parameter
tidy(fit.s, exponentiate=TRUE)
#> # A tibble: 6 × 7
#>   effect   group         term             estimate std.error statistic   p.value
#>   <chr>    <chr>         <chr>               <dbl>     <dbl>     <dbl>     <dbl>
#> 1 fixed    NA            tcl               0.00663  0.000498      13.3  1.75e-27
#> 2 fixed    NA            tv                1.42     0.0778        18.2  4.27e-40
#> 3 ran_pars ID            sd__eta.cl        0.488   NA             NA   NA       
#> 4 ran_pars ID            sd__eta.v         0.402   NA             NA   NA       
#> 5 ran_pars ID            cor__eta.v.eta.…  0.946   NA             NA   NA       
#> 6 ran_pars Residual(add) add.err           2.76    NA             NA   NA    

Note:, in accordance with the rest of the broom package, when the parameters with the exponentiated, the standard errors are transformed to an approximate standard error by the formula: se(exp(x))exp(model estimatex)×sex\textrm{se}(\exp(x)) \approx \exp(\textrm{model estimate}_x)\times \textrm{se}_x. This can be confusing because the confidence intervals (described later) are using the actual standard error and back-transforming to the exponentiated scale. This is the reason why the default for nlmixr’s broom interface is exponentiate=FALSE, that is:

tidy(fit.s, exponentiate=FALSE) ## No transformation applied
#> # A tibble: 6 × 7
#>   effect   group         term              estimate std.error statistic  p.value
#>   <chr>    <chr>         <chr>                <dbl>     <dbl>     <dbl>    <dbl>
#> 1 fixed    NA            tcl                 -5.02     0.0750    -66.9   1   e+0
#> 2 fixed    NA            tv                   0.350    0.0548      6.37  1.09e-9
#> 3 ran_pars ID            sd__eta.cl           0.488   NA          NA    NA      
#> 4 ran_pars ID            sd__eta.v            0.402   NA          NA    NA      
#> 5 ran_pars ID            cor__eta.v.eta.cl    0.946   NA          NA    NA      
#> 6 ran_pars Residual(add) add.err              2.76    NA          NA    NA    

If you want, you can also use the parsed back-transformation that is used in nlmixr tables (ie fit$parFixedDf). Please note that this uses the approximate back-transformation for standard errors on the log-scaled back-transformed values.

This is done by:

## Transformation applied to log-scaled population parameters
tidy(fit.s, exponentiate=NA)
#> # A tibble: 6 × 7
#>   effect   group         term             estimate std.error statistic   p.value
#>   <chr>    <chr>         <chr>               <dbl>     <dbl>     <dbl>     <dbl>
#> 1 fixed    NA            tcl               0.00663  0.000498      13.3  1.75e-27
#> 2 fixed    NA            tv                1.42     0.0778        18.2  4.27e-40
#> 3 ran_pars ID            sd__eta.cl        0.488   NA             NA   NA       
#> 4 ran_pars ID            sd__eta.v         0.402   NA             NA   NA       
#> 5 ran_pars ID            cor__eta.v.eta.…  0.946   NA             NA   NA       
#> 6 ran_pars Residual(add) add.err           2.76    NA             NA   NA    

Also note, at the time of this writing the default separator between variables is ., which doesn’t work well with this model giving cor__eta.v.eta.cl. You can easily change this by:

options(broom.mixed.sep2="..")
tidy(fit.s)
#> # A tibble: 6 × 7
#>   effect   group         term              estimate std.error statistic  p.value
#>   <chr>    <chr>         <chr>                <dbl>     <dbl>     <dbl>    <dbl>
#> 1 fixed    NA            tcl                 -5.02     0.0750    -66.9   1   e+0
#> 2 fixed    NA            tv                   0.350    0.0548      6.37  1.09e-9
#> 3 ran_pars ID            sd__eta.cl           0.488   NA          NA    NA      
#> 4 ran_pars ID            sd__eta.v            0.402   NA          NA    NA      
#> 5 ran_pars ID            cor__eta.v..eta.…    0.946   NA          NA    NA      
#> 6 ran_pars Residual(add) add.err              2.76    NA          NA    NA    

This gives an easier way to parse value: cor__eta.v..eta.cl

Adding a confidence interval to the parameters

The default R method confint works with nlmixr fit objects:

confint(fit.s)
#>          model.est   estimate      2.5 %     97.5 %
#> tcl     -5.0154795 0.00663445 -5.1625159 -4.8684431
#> tv       0.3495036 1.41836329  0.2420439  0.4569632
#> add.err  2.7649251 2.76492510         NA         NA

This transforms the variables as described above. You can still use the exponentiate parameter to control the display of the confidence interval:

confint(fit.s, exponentiate=FALSE)
#>          model.est   estimate      2.5 %     97.5 %
#> tcl     -5.0154795 0.00663445 -5.1625159 -4.8684431
#> tv       0.3495036 1.41836329  0.2420439  0.4569632
#> add.err  2.7649251 2.76492510         NA         NA

However, broom has also implemented it own way to make these data a tidy dataset. The easiest way to get these values in a nlmixr dataset is to use:

tidy(fit.s, conf.level=0.9)
#> # A tibble: 6 × 9
#>   effect   group  term  estimate std.error statistic  p.value conf.low conf.high
#>   <chr>    <chr>  <chr>    <dbl>     <dbl>     <dbl>    <dbl>    <dbl>     <dbl>
#> 1 fixed    NA     tcl     -5.02     0.0750    -66.9   1   e+0   -5.14     -4.89 
#> 2 fixed    NA     tv       0.350    0.0548      6.37  1.09e-9    0.259     0.440
#> 3 ran_pars ID     sd__…    0.488   NA          NA    NA         NA        NA    
#> 4 ran_pars ID     sd__…    0.402   NA          NA    NA         NA        NA    
#> 5 ran_pars ID     cor_…    0.946   NA          NA    NA         NA        NA    
#> 6 ran_pars Resid… add.…    2.76    NA          NA    NA         NA        NA

The confidence interval is on the scale specified by exponentiate, by default the estimated scale.

If you want to have the confidence on the adaptive back-transformed scale, you would simply use the following:

tidy(fit.s, conf.level=0.9, exponentiate=NA)
#> # A tibble: 6 × 9
#>   effect   group term  estimate std.error statistic   p.value conf.low conf.high
#>   <chr>    <chr> <chr>    <dbl>     <dbl>     <dbl>     <dbl>    <dbl>     <dbl>
#> 1 fixed    NA    tcl    0.00663  0.000498      13.3  1.75e-27  0.00586   0.00751
#> 2 fixed    NA    tv     1.42     0.0778        18.2  4.27e-40  1.30      1.55   
#> 3 ran_pars ID    sd__…  0.488   NA             NA   NA        NA        NA      
#> 4 ran_pars ID    sd__…  0.402   NA             NA   NA        NA        NA      
#> 5 ran_pars ID    cor_…  0.946   NA             NA   NA        NA        NA      
#> 6 ran_pars Resi… add.…  2.76    NA             NA   NA        NA        NA

Extracting other model information with tidy

The type of information that is extracted can be controlled by the effects argument.

Extracting only fixed effect parameters

The fixed effect parameters can be extracted by effects="fixed"

tidy(fit.s, effects="fixed")
#> # A tibble: 2 × 6
#>   effect term  estimate std.error statistic       p.value
#>   <chr>  <chr>    <dbl>     <dbl>     <dbl>         <dbl>
#> 1 fixed  tcl     -5.02     0.0750    -66.9  1            
#> 2 fixed  tv       0.350    0.0548      6.37 0.00000000109

Extracting only random parameters

The random standard deviations can be extracted by effects="ran_pars":

tidy(fit.s, effects="ran_pars")
#> # A tibble: 4 × 4
#>   effect   group         term               estimate
#>   <chr>    <chr>         <chr>                 <dbl>
#> 1 ran_pars ID            sd__eta.cl            0.488
#> 2 ran_pars ID            sd__eta.v             0.402
#> 3 ran_pars ID            cor__eta.v..eta.cl    0.946
#> 4 ran_pars Residual(add) add.err               2.76

Extracting random values (also called ETAs)

The random values, or in NONMEM the ETAs, can be extracted by effects="ran_vals" or effects="random"

head(tidy(fit.s, effects="ran_vals"))
#> # A tibble: 6 × 5
#>   effect   group level term   estimate
#>   <chr>    <chr> <fct> <fct>     <dbl>
#> 1 ran_vals ID    1     eta.cl  -0.0854
#> 2 ran_vals ID    2     eta.cl  -0.232 
#> 3 ran_vals ID    3     eta.cl   0.257 
#> 4 ran_vals ID    4     eta.cl  -0.522 
#> 5 ran_vals ID    5     eta.cl   0.316 
#> 6 ran_vals ID    6     eta.cl  -0.163

This duplicate method of running effects is because the broom package supports effects="random" while the broom.mixed package supports effects="ran_vals".

Extracting random coefficients

Random coefficients are the population fixed effect parameter + the random effect parameter, possibly transformed to the correct scale.

In this case we can extract this information from a nlmixr fit object by:

head(tidy(fit.s, effects="ran_coef"))
#> # A tibble: 6 × 5
#>   effect   group level term  estimate
#>   <chr>    <chr> <fct> <fct>    <dbl>
#> 1 ran_coef ID    1     tcl      -5.10
#> 2 ran_coef ID    2     tcl      -5.25
#> 3 ran_coef ID    3     tcl      -4.76
#> 4 ran_coef ID    4     tcl      -5.54
#> 5 ran_coef ID    5     tcl      -4.70
#> 6 ran_coef ID    6     tcl      -5.18

This can also be changed by the exponentiate argument:

head(tidy(fit.s, effects="ran_coef", exponentiate=NA))
#> # A tibble: 6 × 5
#>   effect   group level term  estimate
#>   <chr>    <chr> <fct> <fct>    <dbl>
#> 1 ran_coef ID    1     tcl    0.00609
#> 2 ran_coef ID    2     tcl    0.00526
#> 3 ran_coef ID    3     tcl    0.00858
#> 4 ran_coef ID    4     tcl    0.00393
#> 5 ran_coef ID    5     tcl    0.00910
#> 6 ran_coef ID    6     tcl    0.00564
head(tidy(fit.s, effects="ran_coef", exponentiate=TRUE))
#> # A tibble: 6 × 5
#>   effect   group level term  estimate
#>   <chr>    <chr> <fct> <fct>    <dbl>
#> 1 ran_coef ID    1     tcl    0.00609
#> 2 ran_coef ID    2     tcl    0.00526
#> 3 ran_coef ID    3     tcl    0.00858
#> 4 ran_coef ID    4     tcl    0.00393
#> 5 ran_coef ID    5     tcl    0.00910
#> 6 ran_coef ID    6     tcl    0.00564