The visual predictive check (VPC) is a model diagnostic that can be used to:
(i) allow comparison between alternative models,
(ii) suggest model improvements, and
(iii) support appropriateness of a model.
The VPC is constructed from stochastic simulations from the model therefore all model components contribute and it can help in diagnosing both structural and stochastic contributions. As the VPC is being increasingly used as a key diagnostic to illustrate model appropriateness, it is important that its methodology, strengths and weaknesses be discussed by the pharmacometric community. In a typical VPC, the model is used to repeatedly (usually n≥1000) simulate observations according to the original design of the study. Based on these simulations, percentiles of the simulated data are plotted versus an independent variable, usually time since start of treatment. It is then desirable that the same percentiles are calculated and plotted for the observed data to aid comparison of predictions with observations. With suitable data a plot including the observations may be helpful by indicating the data density at different times and thus giving some indirect feel for the uncertainty in the percentiles. Apparently poor model performance where there is very sparse data may not as strongly indicate model inadequacy as poor performance with dense data. A drawback of adding all observations to the VPC, in particular for large studies, is that it may cloud the picture without making data density obvious. A possible intermediate route is to plot a random sub-sample of all observations. …
Visual Predictive Checks (VPC) google