微模拟 估计决策的不确定性和信息的价值是有偏见但一致的
Jeremy D Goldhaber-Fiebert1,2, Hawre Jalal3, Fernando Alarid-Escudero1,2
1Department of Health Policy, Stanford School of Medicine, Stanford, CA, USA.
概括
个人级别的状态过渡微模拟 (iSTM) 提供了对决策不确定性和信息价值的偏见但一致的估计. 尽量减少偏差需要足够的微模拟,而不仅仅是更多的参数集,影响计算预算.
科学领域:
- 卫生经济学 卫生经济学
- 决策科学科学 决策科学
- 计算建模计算建模
背景情况:
- 在经济评估中,越来越多地使用个人级别的状态过渡微模拟 (iSTM).
- 概率经济评估对于量化决策不确定性和信息价值 (VOI) 是至关重要的.
- 之前的研究证实iSTM为预期的增量净货币收益 (EINMB) 提供了公正的估计.
研究的目的:
- 将iSTM衍生的决策不确定性和VOI估计与传统队列状态过渡模型 (cSTM) 进行比较.
- 描述iSTM产生的决策不确定性和VOI估计的统计特性.
主要方法:
- 对于cSTM和iSTM的成本效益概率和完美信息预期值 (EVPI) 的衍生分析表达式.
- 考虑到人口和个人层面的增量成本和收益的相关性.
- 利用数值模拟来说明研究结果,并探索具有非正常分布或两个以上决策替代方案的场景.
主要成果:
- iSTM对决策不确定性和VOI的估计是有偏见的,但不对称地一致.
- 在iSTM中,决策不确定性估计受到差异的影响,由于一级噪声,差异往往更大.
- iSTM倾向于高估EVPI,而成本效益概率的偏差是模糊的;偏差随着增量成本和效应的负相关性而增加.
结论:
- iSTM是进行概率经济评估的有价值工具.
- 为了尽量减少iSTM对决策不确定性和VOI估计的偏差,需要足够数量的微模拟个体.
- 在分配计算资源和报告结果时,分析师必须考虑和描述与iSTM相关的偏见.
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