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Course Details
- This course is intended to provide an introduction to Bayesian analysis and MCMC methods using WinBUGS, as applied to cost-effectiveness analysis and typical models used in health-economic evaluations.
- The emphasis throughout will be on practical examples: software and code to carry out all the analyses will be provided. Participants are encouraged to bring their own laptops for the practicals.
- We shall assume a basic knowledge of standard methods in health economics, and familiarity with a range of probability distributions, regression analysis, Markov models and random-effects
meta-analysis.
- No knowledge of WinBUGS will be assumed: however it will help you if you have previously downloaded the software and run the tutorial (Help > User Manual > Tutorial).
Day 1: Wednesday 3 October 2012, 10.00 to 17.15
| On arrival | Tea/Coffee |
| 10.00 - 11.00 |
Introduction to WinBUGS for Monte Carlo analysis:
The Bayesian paradigm - expressing uncertainty using probabilities. Overview of probability distributions for different types of quantity. Predicting data with uncertain parameters. Introduction to Monte Carlo sampling in WinBUGS. (Chris Jackson) |
| 11.00 - 11.45 |
Practical: Monte Carlo in WinBUGS |
| 11.45 - 12.00 |
Tea/Coffee |
| 12.00 - 12.45 |
Probabilistic sensitivity analysis in WinBUGS:
Probabilistic sensitivity analysis (PSA). Cost-effectiveness plane. Incremental net benefit. Cost-effectiveness acceptability curves (CEACs). PSA in WinBUGS. Simple Markov models. (Richard Nixon) |
| 12.45 - 13.30 |
LUNCH |
| 13.30 - 14.15 |
Practical: PSA in WinBUGS |
| 14.15 - 15.00 |
Introduction to MCMC in WinBUGS:
Bayes theorem for learning about parameters from observed data. Introduction to Markov chain Monte Carlo (MCMC) and WinBUGS for estimating posterior distributions of parameters given data. (Chris Jackson) |
| 15.00 - 15.15 |
Tea |
| 15.15 - 16.00 |
Cost data: Parametric models for estimating expected cost. Advantages over transforming data / non-parametric methods. Model fit. Predictions. Inference on mean. Sensitivity to tail-area assumptions. (Richard Nixon) |
| 16.00 - 17.15 |
Practical: MCMC and cost data |
Day 2: Thursday 4 October 2012, 9.30 to 17.00
| On arrival | Tea/Coffee |
| 9.30 - 10.30 |
Cost-utility data: Relating costs to effects using regression. Bivariate posterior distributions. Baseline adjustment. Subgroups. (Richard Nixon) |
| 10.30 - 11.15 |
Practical: Cost-utility data |
| 11.15 - 11.30 |
Tea/Coffee |
| 11.30 - 12.15 |
Markov models: Estimating transition probabilities. One-stage Markov model fitting and probabilistic cost-effectiveness analysis in WinBUGS. Using posterior samples from WinBUGS in spreadsheet-based models. (Chris Jackson) |
| 12.15 - 13.00 |
LUNCH |
| 13.00 - 13.45 |
Practical: Markov models |
| 13.45 - 14.45 |
Evidence synthesis in
WinBUGS: Random-effects meta-analysis. Indirect and mixed treatment comparisons. Integrating evidence synthesis and Markov cost-effectiveness modelling. Model criticism and comparison, sensitivity to assumptions. (Chris Jackson) |
| 14.45 - 15.00 |
Tea |
| 15.00 - 16.00 |
Practical: Evidence synthesis |
| 16.00 - 16.30 |
Advanced topic: Running WinBUGS with R: OpenBUGS. R2WinBUGS. BRugs. CODA. Contour plots. (Richard Nixon) |
| 16.30 - 17.00 |
Optional practical |
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