Journal of Probability and Statistics (Jan 2014)
Parameter Estimation of Population Pharmacokinetic Models with Stochastic Differential Equations: Implementation of an Estimation Algorithm
Abstract
Population pharmacokinetic (PPK) models play a pivotal role in quantitative pharmacology study, which are classically analyzed by nonlinear mixed-effects models based on ordinary differential equations. This paper describes the implementation of SDEs in population pharmacokinetic models, where parameters are estimated by a novel approximation of likelihood function. This approximation is constructed by combining the MCMC method used in nonlinear mixed-effects modeling with the extended Kalman filter used in SDE models. The analysis and simulation results show that the performance of the approximation of likelihood function for mixed-effects SDEs model and analysis of population pharmacokinetic data is reliable. The results suggest that the proposed method is feasible for the analysis of population pharmacokinetic data.