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Uncertainty and Sensitivity Analyses of a Dynamic Economic Evaluation Model for Vaccination Programs

Delft University of Technology, Department of Mathematics, Delft, the Netherlands, rduintje{at}hsph.harvard.edu, Kids Risk Project, Harvard School of Public Health, Boston, Massachusetts

Kimberly M. Thompson, ScD

Kids Risk Project, Harvard School of Public Health, Boston, Massachusetts, Massachusetts Institute of Technology, Sloan School of Management, Cambridge, Massachusetts

M. G. Myriam Hunink, MD, PhD

Department of Epidemiology and Biostatistics and Department of Radiology, Erasmus Medical Center, Rotterdam, the Netherlands

Thomas A. Mazzuchi, DSc

Department of Engineering Management and Systems Engineering, The George Washington University, Washington, DC, Delft University of Technology, Department of Mathematics, Delft, the Netherlands

Daniel Lewandowski, MSc

Delft University of Technology, Department of Mathematics, Delft, the Netherlands

Dorota Kurowicka, PhD

Delft University of Technology, Department of Mathematics, Delft, the Netherlands

Roger M. Cooke, PhD

Delft University of Technology, Department of Mathematics, Delft, the Netherlands

With public health policy increasingly relying on mathematical models to provide insights about the impacts of potential policy options, the demand for uncertainty and sensitivity analyses that explore the implications of different assumptions in a model continues to expand. Although analysts continue to develop methods to meet the demand, most modelers rely on a single method in the context of their assessments and presentations of results, and few analysts provide results that facilitate comparisons between uncertainty and sensitivity analysis methods. Methods vary in their degree of analytical difficulty and in the nature of the information that they provide, and analysts should communicate results with a note that not all methods yield the same insights. The authors explore several sensitivity analysis methods to test whether the choice of method affects the insights and importance rankings of inputs from the analysis. They use a dynamic cost-effectiveness model of a hypothetical infectious disease as the basis to perform 1-way and multi-way sensitivity analyses, design of experiments, and Morris' method. They also compute partial derivatives as well as a number of probabilistic sensitivity measures, including correlations, regression coefficients, and the correlation ratio, to demonstrate the existing methods and to compare them. The authors find that the magnitudes and rankings of sensitivity measures depend on the selected method(s) and make recommendations regarding the choice of method depending on the complexity of the model, number of uncertain inputs, and desired types of insights from the sensitivity analysis.

Key Words: sensitivity analysis • uncertainty analysis • cost-effectiveness analysis • economic evaluation • decision analysis • design of experiments • dynamic infection transmission model.

This version was published on March 1, 2008

Medical Decision Making, Vol. 28, No. 2, 182-200 (2008)
DOI: 10.1177/0272989X07311752


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