The application of population pharmacokinetic analysis has received increasing attention in the last few years. The main goal of this report is to make investigators aware of the necessity of independent evaluation of the results obtained from a population analysis based on observational studies. We also describe with the help of a specific example (a new synthetic opiate Alfentanil) how such evaluation can be performed for parameter estimates obtained with the software system NONMEM. The method differs depending on the type of serum concentration data that are used for the evaluation. A general method is described, based on the regression model used in NONMEM, that can test for bias in the estimates of fixed and random effects independent of the number of observations per patient and dosing. Since the procedure for testing for statistically significant bias in the prediction of the average concentration and its variability can be relatively complex, we propose that generally available program packages performing estimation of the pharmacokinetic parameters from observational data should contain the necessary software to evaluate the reliability of the parameter estimates on a second data set.