Introduction to

Pharmacokinetic/
Pharmacodynamic Modeling:
Concepts and Methods
Alan Hartford
Agensys, Inc.
An Affiliate of Astellas Pharma Inc

Outline

Introduction to Pharmacokinetics
Compartmental Modeling
Maximum Likelihood Methodology
Pharmacodynamic Models
Relevance of NONMEM
(A few examples fitting nonlinear mixed
models with R included through-out as
time allows)
2

Introduction
Pharmacokinetics is the study of what a
body does with a dose of a drug
kinetics = motion
Absorbs, Distributes, Metabolizes, Excretes

Pharmacodynamics is the study of what

the drug does to the body
dynamics = change

Pharmacokinetics
Endpoints
AUC, Cmax, Tmax, half-life (terminal),
C_trough, Clearance, Volume

The effect of the drug is assumed to be

related to some measure of exposure.
(AUC, Cmax, C_trough)

PK/PD Modeling
Procedure:
Estimate exposure and examine correlation between
exposure and PD or other endpoints (including AE
rates)
Use mechanistic models

Purpose:

Estimate therapeutic window

Dose selection
Aids in identifying mechanism of action
Model probability of AE as function of exposure (and
covariates)
5

Concentration of Drug as a Function of Time

Model for Extra-vascular Absorption

Concentration

Cmax

AUC

Tmax

Time
6

Figure 2

Observed or Predicted PK?

Are you able to measure PK?
Concentration in blood is a biomarker for
concentration at site of action
PK parameters are not directly measured
While you can measure C_trough in blood directly,
you cant measure Clearance and Volume

The Nonlinear Mixed Effects Model

Pharmacokineticists use the term population

model when the model involves random effects.

Compartmental Modeling
A persons body is modeled with a system of differential
equations, one for each compartment
If each equation represents a specific organ or set of
organs with similar perfusion rates, then called
Physiologically Based PK (PBPK) modeling.
The mean function f is a solution of this system of
differential equations.
Each equation in the system describes the flow of drug
into and out of a specific compartment.
9

First-Order 1-Compartment
Model (Intravenous injection)
Input

Central
Vc

Elimination
k10

Solution:
10

Choice of Parameterization
For making distribution assumptions for
parameters, it is more physiologically
relevant to assume that systemic
clearance a random effect instead of
elimination rate.
Because clearance and volume are
assumed to be independent, this reduces
the number of parameters in the
covariance matrix.
11

First-Order 1-Compartment
Model (Intravenous injection)
Parameterized with Clearance
Input

Central
Vc

Elimination

Another parameterization for the solution

uses Clearance = Cl = k10 Vc
Clearance = Volume of drug eliminated
per unit time

k10

Solution:
12

First-Order 1-Compartment
Model (Extravascular Administration)
Input
ka
Central

Absorption depot:

Central compartment:

Vc

Elimination
k10

Solution:
F = Bioavailability
13
(i.e., amount absorbed)

First-Order 1-Compartment
Model (Extravascular Administration)
Parameterized with Clearance
Input
ka
Central
Vc
Solution:
Elimination
k10

F = Bioavailability
14
(i.e., amount absorbed)

Parameterization
ka, k10, V
Micro constant

ka, Cl, V
Macro constant

Note that usually F, V, and Cl are not estimable

(unless you perform studies with both IV and
extravascular administration)
Instead, apparent V (V/F) and apparent Cl (Cl/F)
are estimated when only extravascular data are
available
15

Technical Considerations
Outline
General form of NLME
Parameterization
Error Models

Model fitting
(Approximate) Maximum Likelihood
Fitting Algorithms

16

The Nonlinear Mixed Effects Model

Pharmacokineticists use the term population

model when the model involves random effects.

17

 For simplification at this stage, assume

and

18

Error Models
Error models used for PK modeling:
Additive error

Proportional error

Additive and Proportional error

Exponential error
19

Distribution of Error
In each case, the errors are assumed to be
normally distributed with mean 0
In PK literature, the variance is assumed to be
constant (2)
Heteroscedastic variance is modeled, by
pharmacokineticists, using the proportional error
term
Statisticians, in general, use the approach with
additive error model assuming a variance
function R() where is an m x 1 vector which
can incorporate , D and other parameters, e.g.,
R()=2[f()]2, =[, ]
20

For the 1-compartment model

parameterized with Cl, V, ka
Input
ka
Central
Vc

Elimination
k10

And cov(logCli, logVi) is assumed to be 0 by

definition of the pharmacokinetic parameters.

21

Use Maximum Likelihood

We obtain the maximum likelihood estimate by
maximizing

Where p(yi) is the probability distribution function

(pdf) of y where now we use the notation of yi
as a vector of all responses for the ith subject
The problem is that we dont have this
probability density function for y directly.
22

 We use the following:

Where p and are normal probability density functions.

Maximization is in =[, vech(D), vech(R)] T.
Notation: the vech function of a matrix is equal to a vector of the
unique elements of the matrix.
23

Under Normal Assumptions

24

Approach: Approximate ML

Use numerical approaches to

approximate the integral and then
maximize the approximation
Some ways to do this are:
1. Approximate the integrand to something
integrable
2. Approximate the whole integral
3. Gibbs sampler
25

Maximum Likelihood
Given data yij, we use maximum likelihood to
obtain parameters estimates for , D, and
2.
Because the mean function, f, is assumed to
be nonlinear in i in pharmacokinetics,
least squares does not result in equivalent
parameter estimates.
26

Approximate Methods
Options:
Approximate the integrand by something we
can integrate
First Order method (Taylor series)

Approximate the whole integral

Laplaces approximation (second order
approximation)
Gaussian Quadrature

Use Bayesian methodology

27

Algorithms Used
Available in NONMEM

First Order

First Order Conditional Estimation

Laplaces Approximation

Importance Sampling

Gaussian Quadrature

Spherical-Radial

Gibbs Sampler

Monolix

Approximate integrand

Or approximate whole integral

Not covered in this presentation

28

First Order Method

Approximate with a first order Taylor series
expansion
If the model assumes

And Ri = 2I, then this is pretty straight-forward.

You use a Taylor series expansion about bi.
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Taylor Series Expansion

With a first order Taylor series approximation
expanded about , the mean of the i

Let this approximation be

You use this approximation in the integrand.
30

Substituting back in and simplifying

See slide 23.

And now the exponent term is linear in bi and we can

integrate directly. Now we can maximize the likelihood.
31

Using Laplaces Approximation

A second order approximation can be constructed
by using Laplaces approximation

In this manner, the whole integral is approximated

so no integration is needed.
32

Numerical Considerations for

Laplaces Approximation
To guard against numerical overflow errors,
Laplaces approximation is programmed into
software in a way that is not intuitive.

33

Numerical Integration:
Importance Sampling
Consider a function g(b).

To get a numerical solution to the integral simply

use a random number generator to sample
many b and change the expectation to a sample
mean.
34

Where h is the index for the sampling from

(bi).
and
35

Problem!
If each evaluation of the likelihood surface requires
a resampling, then you introduce a randomness
to your likelihood surface.
The likelihood surface would have small
perturbations which would affect your
determination of a maximum.
Solution: sample once and re-use this sample for
each evaluation of the likelihood.
36

 It turns out that importance sampling is not

very efficient. To improve on this method,
another method takes advantage of the
normal assumption of distribution of bi.
This method is called Gaussian
Quadrature. Instead of a random sample,
specific abscissas have been determined
to best evaluate the integral.
In particular, adaptive Gaussian
Quadrature is a preferred method (not
covered here).
37

Review of Approx Methods

First order: biased, only useful for getting
starting values for better methods; converges
often even if model is horrible. DONT RELY ON
THIS METHOD!
Laplacian: numerically cheap, reasonably
good fit
Importance sampling: Need lots of abscissas, so
not useful
Gaussian Quadrature: GOLD STANDARD! But
when data set large, method is slow and difficult
to get convergence.
38

Additional Note
When your model does not converge,
often its because you have the wrong
model.
Dont switch algorithms just because of
nonconvergence. First plot data and
scrutinize choice of model.

39

Software
NONMEM (industry standard, 1979,
FORTRAN)
SAS
R and S-Plus
Monolix
WinBugs (PKBugs)
Phoenix (new 2008)
40

Using R
Nonlinear mixed effects fitting function:
nlme (provided by Pinheiro and Bates)
(You also need the lattice package.)
Pre-written PK models available in PKFIT
package
http://www.pharmastatsci.com/pharmacokineti
cs.htm (provided by In-Sun Nam)

41

Objective Function and Gradient

Vector
The maximum likelihood solution is the
vector of parameters that minimize the
negative of the log likelihood function
(a.k.a. the objective function).
The gradient of the objective function
(vector of partial derivatives of the
objective function w.r.t. the parameters)
should be a vector of zeros
42

Hessian Matrix
The Hessian Matrix is the symmetric matrix of second
partial derivatives of the objective function
The 2nd derivative test can be use to confirm
minimization
If the Hessian is positive definite (equivalently, have all positive
eigenvalues) then the objective function has been minimized at
the solution

However, not a necessary condition. If any of the

eigenvalues are zero then 2nd deriv. test inconclusive
Also note, the variance matrix of the parameter
estimates is the inverse Hessian

43

Objective Function for Model

Selection
For nested models, the difference in the
objective function has a chi-square
distribution with df=difference in the
number parameters

44

First-Order 2-Compartment
Model (Intravenous Dose)
Parameterized in terms of
Micro constants
Note that including Vp overparameterizes the model since

Input
k12
Peripheral

Central

(Vp)

Vc
k21
Elimination
k10

Ac = Amount of drug in central compartment

Ap = Amount of drug in peripheral compartment

45

Web Demonstration
http://vam.anest.ufl.edu/simulations/secon
dorderstochasticsim2.html#sim
(Requires installation of Adobe
Shockwave player.)

46

First-Order 2-Compartment
Model (Intravenous Dose)
Input
k12
Peripheral

Central

(Vp)

Vc
k21
Elimination
k10
General form of
solution:

47

Another, preferred
parameterization (macro constants)
Q is the inter-compartmental
distribution parameter

Input

Peripheral

Central
Vc
Cl
Elimination

Vp

It is the amount of drug

transferred back to Vc per unit
time.

48

 Do we have time now for an example

using R?

49

Modeling Covariates
Assumed: PK parameters vary with respect to a
patients weight or age.
Covariates can be added to the model in a secondary
structure (hierarchical model).

50

Nonlinear Mixed Effects Model

With secondary structure for covariates:

xi is a vector of covariates which, for simplification

here, is assumed to be constant over time j.
Often, is a vector of log Cl, log V, and log ka

51

Why is NONMEM gold standard?

Software needs easy input of PK models.
More challenging for multiple dose settings.
Functional form dependent on data.
Not many software packages allow for models
written in terms of ODEs instead of closed form
solution.
52

Multiple Dose Model

Daily Dose with Fast Elimination

53

Multiple Dose Model

Daily Dose with Slower Elimination
Superposition
principle

54

Super-position Principle
Assume dosing every 24 hours
Assume concentration for single dose is
Then concentration, C(t) is

55

Multiple Dose Model

Missed Third Dose

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Dose Delayed by 3 Hours Every

Other Day

57

Pharmacodynamic Model
PK: nonlinear mixed effect model
PD:
now assume predicted PK parameters are
true
less PD data per subject (or more, e.g. EKG
data)
nonlinear fixed effect model (mechanistic)

58

Emax Model

Emax * Conc
E= EC50+Conc

59

Mechanistic Models
(from Bill Jusko course 2007)
Reversible
Direct (example: Emax model)
Rapid (CNS, CV)
Slow (Ab, Ca-Ch-BI)

Indirect
Synthesis, secretion
Cell trafficking
Enzyme induction

Irreversible
Chemotherapy
Enzyme Inactivation
60

William Jusko, Pharmaceutical Sciences, SUNY Distinguished Professor

Mechanistic Model Example

Multiple Binding Site Model

Effect =

RT * Conc
________________
kD + Conc + K2*Conc2

RT = total receptor content

kD = k-1 / k1
K2 = k2 / k-2

61

Mechanistic Model Example

Multiple Binding Site Model
K2=0
K2=0.001

K2=0.01
K2=0.05
K2=0.5

62

Which PD model?
If mechanism is known, then choice of
model is more clear.
If mechanism not known, then trying
different models leads to suggestions
about mechanism.

63

Competitive Inhibition in a Tissue

Compartment
Example with the following properties:
One compartment IV observed kinetics
Competitive inhibition (the binding of an
endogenous molecule or protein is competing
for the same site on the molecule as the drug)
The competitive inhibition occurs in a
compartment that does not affect the PK, but
does affect the PD readout

64

Kinetics Diagram
Dose
k12
Plasma
Compartment
V1
k10
Excretion and
Metabolism

Effect
Compartment
V2
k20
Elimination from
V2

65

Kinetics Equations
Param

Description

C1

Concentration in plasma cmpt. (amount/vol)

C2

Concentration in effect cmpt (amount/vol)

k10

Elimination rate (1/time)

k12

Rate of transfer to effect cmpt (1/time)

k20

Rate of elimination from effect cmpt (1/time)

66

Kinetics Equations (cont.)

Param

Description

Measured effect

E0

Baseline effect

Emax

Maximum possible effect of infinite protein

EC50,prot

Concentration of half-maximal effect for protein

(amount/vol)

Cprotein

Concentration of the protein (amount/vol)

EC50,drug

Concentration of half-maximal inhibition of the

protein by the drug at a particular protein
concentration. (amount/vol)

67

Next Step: Simulations

Using the PK/PD model, clinical trial
simulations can be performed to:
Inform adaptive design
Determine good dose or dosing regimen for
future trial
Satisfy regulatory agencies in place of
additional trials????? (Controversial topic.)
Surrogate for trials for testing biomarkers to
discriminate doses
68

Acknowledgements
Thanks to Huafeng Zhou, Bill Denney and Banmeet Anand
for help with concepts and examples!
Thanks also to Yao Huang for reviewing slides.
Huafeng Zhou, Gilead, Biostatistician
Bill Denney, Pfizer, Pharmacokineticist
Banmeet Anand, Agensys, Pharmacokineticist
Yao Huang, Agensys, Biostatistician
Also referenced was a PD Modeling short course by Bill
Jusko, SUNY Buffalo.
69

References
Davidian, M. and D. Giltinan, Nonlinear Models for
Repeated Measurement Data, Chapman and Hall, New
York, 1995.
Gabrielsson, J. and D. Weiner, Pharmacokinetic and
Pharmacodynamic Data Analysis: Concepts and
Applications, Swedish Pharmaceutic, 2007.
Pinheiro, J.C. and D.M. Bates, Approximations to the
log-likelihood function in the nonlinear effects model, J.
Comput. Graph. Statist., 4 (1995) 12-35.
Pinheiro, J.C. and D.M. Bates, Mixed-Effects Models in
S and S-Plus, Springer, New York, 2004.
The Comprehensive R Network, http://cran.r-project.org/
Pharma Stat Sci, http://www.pharmastatsci.com/
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