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Large-sample Bayesian posterior distributions for probabilistic sensitivity analysis
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DOI：10.1177/0272989X06290487.png)
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Abstract
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In probabilistic sensitivity analyses, analysts assign probability distributions to uncertain model parameters and use Monte Carlo simulation to estimate the sensitivity of model results to parameter uncertainty. The authors present Bayesian methods for constructing large-sample approximate posterior distributions for probabilities, rates, and relative effect parameters, for both controlled and uncontrolled studies, and discuss how to use these posterior distributions in a probabilistic sensitivity analysis. These results draw on and extend procedures from the literature on large-sample Bayesian posterior distributions and Bayesian random effects meta-analysis. They improve on standard approaches to probabilistic sensitivity analysis by allowing a proper accounting for heterogeneity across studies as well as dependence between control and treatment parameters, while still being simple enough to be carried out on a spreadsheet. The authors apply these methods to conduct a probabilistic sensitivity analysis for a recently published analysis of zidovudine prophylaxis following rapid HIV testing in labor to prevent vertical HIV transmission in pregnant women.
Keywords:
decision analysis
cost-effectiveness analysis
probabilistic sensitivity analysis
Bayesian methods
random effects meta-analysis
expected value of perfect information
HTV transmission
zidovudine prophylaxis
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