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Incorporating Calibrated Model Parameters into Sensitivity Analyses: Deterministic and Probabilistic Approaches
Abstract
Objective The aim of this study was to examine how calibration uncertainty affects the overall uncertainty of a mathematical model and to evaluate potential drivers of calibration uncertainty. Methods A lifetime Markov model of the natural history of human papillomavirus (HPV) infection and cervical disease was developed to assess the cost effectiveness of a hypothetical HPV vaccine. Published data on cervical cancer incidence and mortality and prevalence of pre-cursor lesions were used as endpoints to calibrate the age- and HPV-type-specific transition probabilities between health states using the Nelder-Mead simplex method of calibration. A conventional probabilistic sensitivity analysis (PSA) was performed to assess uncertainty in vaccine efficacy, cost and utility estimates. To quantify the uncertainty around calibrated transition probabilities, a second PSA (calibration PSA) was performed using 25 distinct combinations of objective functions and starting simplexes. Results The initial calibration produced an incremental cost-effectiveness ratio (ICER) of $US 4300 per QALY for vaccination compared with no vaccination, and the conventional PSA gave a 95% credible interval of dominant to $US 9800 around this estimate (2005 values). The 95% credible interval for the ICERs in the calibration PSA ranged from $US 1000 to $US 37,700. Conclusions Compared with a conventional PSA, the calibration PSA results reveal a greater level of uncertainty in cost-effectiveness results. Sens…
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For more complex models, standard calibration approaches can be applied to identify the best fitting set of inputs, or multiple sets of values, which can then form the basis for uncertainty analysis.
“For more complex models, standard calibration approaches can be applied to identify the best fitting set of inputs, or multiple sets of values, which can then form the basis for uncertainty analysis [18 -21].”
From Model Parameter Estimation and Uncertainty: A Report of the ISPOR-SMDM Modeling Good Research Practices Task Force-6 (2012) · cites this paper as [21]
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Briggs, A. H., Weinstein, M. C., Fenwick, E. A. L., Karnon, J., Sculpher, M. J., & Paltiel, A. D. (2012) · Value in Health · doi:10.1016/j.jval.2012.04.014 · Cited by 711
Self-citation
Metadata
- Authors
- Taylor, D. C. A., Pawar, V., Kruzikas, D. T., Gilmore, K. E., Sanon, M., & Weinstein, M. C.
- Affiliations
- GlaxoSmithKline (United States) (US)
- Harvard University (US)
- Corresponding author
- Taylor, Douglas C.A.
- Venue
- PharmacoEconomics
- Published
- 2012-02
- Volume
- 30
- Issue
- 2
- Pages
- 119-126
- ISSN
- 1170-7690 (ISSN-L)
- OpenAlex
- W1487480195
- Cited by
- 26
- References
- 0
- Citations by year
- 2025: 2 · 2024: 1 · 2023: 1 · 2022: 1 · 2021: 1 · 2020: 2 · 2019: 2 · 2018: 2 · 2017: 2 · 2016: 1 · 2015: 3 · 2014: 4 · 2013: 1 · 2012: 2
- FWCI
- 5.68
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- PharmacoEconomics (publishedVersion)
- PubMed (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Funders
- GlaxoSmithKline
- Bayer HealthCare
- Topics
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Health Systems, Economic Evaluations, Quality of Life
- Health Sciences › Medicine › Epidemiology › Cervical Cancer and HPV Research
- Social Sciences › Decision Sciences › Management Science and Operations Research › Simulation Techniques and Applications
- Keywords
- model calibration, calibration uncertainty, probabilistic sensitivity analysis, HPV vaccine, human papillomavirus, cervical cancer, cervical precancerous lesions, Markov model, cost-effectiveness, transition probabilities, Nelder-Mead algorithm, incremental cost-effectiveness ratio
- MeSH terms
- Adolescent, Adult, Age Factors, Aged, Aged, 80 and over, Calibration, Uterine Cervical Dysplasia, Uterine Cervical Neoplasms, Computer Simulation, Cost-Benefit Analysis, Female, Humans, Markov Chains, Middle Aged, Models, Biological, Incidence, Prevalence, Likelihood Functions, Models, Economic, Quality-Adjusted Life Years, Papillomavirus Infections, Uncertainty, Papillomavirus Vaccines, Young Adult, Neoplasm Grading
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