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Incorporating Calibrated Model Parameters into Sensitivity Analyses

Deterministic and Probabilistic Approaches

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  • Calibration Sensitivity Analysis
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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 $US4300 per QALY for vaccination compared with no vaccination, and the conventional PSA gave a 95% credible interval of dominant to $US9800 around this estimate (2005 values). The 95% credible interval for the ICERs in the calibration PSA ranged from $US1000 to $US37 700.

Conclusions: Compared with a conventional PSA, the calibration PSA results reveal a greater level of uncertainty in cost-effectiveness results. Sensitivity analyses around model calibration should be performed to account for uncertainty arising from the calibration process.

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Acknowledgements

Funding for this study was provided by GlaxoSmithKline, Philadelphia, PA, US. Denise T. Kruzikas was an employee of GlaxoSmithKline when this work was performed, but is now employed by GE Healthcare. All other authors were paid consultants to GlaxoSmithKline. Vivek Pawar is now an employee of Bayer Healthcare Pharmaceuticals, Inc. Milton C. Weinstein conducts academic research and consulting that makes use of the methodologies described in this paper.

The authors would like to thank Ankur Pandya and Rowan Iskandar for their valuable assistance in developing the calibration tools used in this study.

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Correspondence to Douglas Taylor MBA.

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Taylor, D., Pawar, V., Kruzikas, D.T. et al. Incorporating Calibrated Model Parameters into Sensitivity Analyses. PharmacoEconomics 30, 119–126 (2012). https://doi.org/10.2165/11593360-000000000-00000

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