## HEALTH ECONOMIC EVALUATION --- EXAMPLE THROUGHOUT CHAPTER 3 AND CHAPTER 4 ## Loosely based on Fox-Rushby & Cairns (2005). Economic Evaluation. Open University Press ## Parameters of the model # pi = probability of side effects (specific to each treatment) # rho = reduction in probability of side effects for t=2 # phi = probability of ambulatory visit, given side effects (constant across treatments) # c.amb = cost of ambulatory visit after side effects # c.hosp = cost of hospitalisation after side effects # c.drug = cost of each treatment (known constant) # define the working directory assuming - the user is already in ~/WebMaterial/ch2 working.dir <- paste(getwd(),"/",sep="") source("../Utils.R") # loads utility functions ## Generates data for the number of side effects under t=0 N.studies <- 5 sample.size <- 32 prop.pi <- .24 n <- rpois(N.studies,sample.size) se <- rbinom(N.studies,n,prop.pi) ## Generates the data for the number of patients with side effects requiring ambulatory care prop.gamma <- .619 amb <- rbinom(N.studies,se,prop.gamma) ## Computes the hyperparameters for the informative prior distributions m.pi <- .5 s.pi <- sqrt(.125) a.pi <- betaPar(m.pi,s.pi)$a b.pi <- betaPar(m.pi,s.pi)$b m.gamma <- .5 s.gamma <- sqrt(.125) a.gamma <- betaPar(m.gamma,s.gamma)$a b.gamma <- betaPar(m.gamma,s.gamma)$b m.rho <- 0.8 s.rho <- 0.2 tau.rho <- 1/s.rho^2 mu.amb <- 120 sd.amb <- 20 m.amb <- lognPar(mu.amb,sd.amb)$mulog s.amb <- lognPar(mu.amb,sd.amb)$sigmalog tau.amb <- 1/s.amb^2 mu.hosp <- 5500 sd.hosp <- 980 m.hosp <- lognPar(mu.hosp,sd.hosp)$mulog s.hosp <- lognPar(mu.hosp,sd.hosp)$sigmalog tau.hosp <- 1/s.hosp^2 c.drug <- c(110,520) # Number of patients in the population N <- 1000 ## Run JAGS library(R2jags) dataJags <- list("se","amb","n","N.studies","a.pi","b.pi","a.gamma", # data list "b.gamma","m.amb","tau.amb","m.hosp", "tau.hosp","m.rho","tau.rho","N") filein <- "model.txt" # model file params <- c("pi","gamma","c.amb","c.hosp","rho","SE","A","H") # parameters list inits <- function(){ # randomly initialise relevant variables SE=rbinom(2,N,.2) list(pi=c(runif(1),NA),gamma=runif(1),c.amb=rlnorm(1), c.hosp=rlnorm(1),rho=runif(1),SE=SE,A=rbinom(2,SE,.2)) } n.iter <- 20000 n.burnin <- 9500 n.thin <- floor((n.iter-n.burnin)/250) chemo <- jags(dataJags, inits, params, model.file=filein, n.chains=2, n.iter, n.burnin, n.thin, DIC=TRUE, working.directory=working.dir, progress.bar="text") ## NB: If initial values for SE are not compatible with the rest of the model, JAGS stops with an error. ## The solution is to re-launch the whole model until it does work. print(chemo,digits=3,intervals=c(0.025, 0.975)) attach.bugs(chemo$BUGSoutput) ## Cost-effectiveness analysis # Defines the variables of cost and effectiveness e <- c <- matrix(NA,chemo$BUGSoutput$n.sims,2) e <- N - SE for (t in 1:2) { c[,t] <- c.drug[t]*(N-SE[,t]) + (c.amb+c.drug[t])*A[,t] + (c.hosp+c.drug[t])*H[,t] } library(BCEA) treats <- c("Old Chemotherapy","New Chemotherapy") m <- bcea(e=e,c=c,ref=2,interventions=treats,Kmax=50000) summary(m) ## Computes EVPPI # Analysis of Expected Value of Partial Information # Main parameters: # rho = reduction in side effects # gamma = chance of ambulatory care rho.sim <- rho gamma.sim <- gamma detach.bugs() inits <- NULL # EVPPI for rho # Replicates the C/E analysis for a fixed value of rho at each iteration Ustar.phi <- matrix(NA,chemo$BUGSoutput$n.sims,length(m$k)) Rhat <- matrix(NA,chemo$BUGSoutput$n.sims,length(chemo$BUGSoutput$summary[,"Rhat"])-1) for (i in 1:chemo$BUGSoutput$n.sims) { rho <- rho.sim[i] dataJags <- list("se","amb","n","N.studies","a.pi","b.pi","a.gamma","b.gamma","m.amb", "tau.amb","m.hosp","tau.hosp","N","rho") filein <- "modelEVPPI_rho.txt" params <- c("pi","gamma","c.amb","c.hosp","SE","A","H") n.iter <- 10000 n.burnin <- 9750 n.thin <- floor((n.iter-n.burnin)/250) chemo.evppi <- jags(dataJags, inits, params, model.file=filein, n.chains=2, n.iter, n.burnin, n.thin, DIC=TRUE, working.directory=working.dir, progress.bar="text") Rhat[i,] <- chemo.evppi$BUGSoutput$summary[,"Rhat"] attach.bugs(chemo.evppi$BUGSoutput) # Performs the economic analysis given the simulations for all the # other parameters, conditionally on rho e.temp <- c.temp <- matrix(NA,chemo$BUGSoutput$n.sims,2) e.temp <- N - SE for (t in 1:2) { c.temp[,t] <- c.drug[Rt]*(N-SE[,t]) + (c.amb+c.drug[t])*A[,t] + (c.hosp+c.drug[t])*H[,t] } m.evppi <- bcea(e=e.temp,c=c.temp,ref=2,interventions=treats,Kmax=50000,Ktable=25000) # Computes the maximum expected utility for that iteration for each value of k Ustar.phi[i,] <- apply(m.evppi$Ustar,2,mean) rm(m.evppi); detach.bugs() print(i) } # Computes the average value of the maximum expected utility for each value of k Vstar.phi <- apply(Ustar.phi,2,mean) Umax <- apply(apply(m$U,c(2,3),mean),1,max) # Computes the EVPPI for each value of k EVPPI_rho <- Vstar.phi - Umax # Plot the results plot(m$k,m$evi,t="l",xlab="Willingness to pay",ylab="") points(m$k,EVPPI_rho,t="l",lty=2) text <- c("EVPI",expression(paste("EVPPI for ",rho,sep=""))) legend("topleft",text,lty=1:2,cex=.9,box.lty=0) # Checks for convergence in all (inner) simulations par(mfrow=c(4,3)) for (i in 1:12) { plot(Rhat[,i],t="l",main=rownames(chemo.evppi$BUGSoutput$summary)[i],ylim=c(.99,1.15)) abline(h=1.1) } # EVPI for gamma # Replicates the C/E analysis for a fixed value of rho at each iteration Ustar.phi <- matrix(NA,chemo$BUGSoutput$n.sims,length(m$k)) Rhat <- matrix(NA,chemo$BUGSoutput$n.sims,length(chemo$BUGSoutput$summary[,"Rhat"])-1) for (i in 1:chemo$BUGSoutput$n.sims) { gamma <- gamma.sim[i] dataJags <- list("se","amb","n","N.studies","a.pi","b.pi","m.rho","tau.rho","m.amb", "tau.amb","m.hosp","tau.hosp","N","gamma") filein <- "modelEVPPI_gamma.txt" params <- c("pi","rho","c.amb","c.hosp","SE","A","H") n.iter <- 10000 n.burnin <- 9750 n.thin <- floor((n.iter-n.burnin)/250) chemo.evppi <- jags(dataJags, inits, params, model.file=filein, n.chains=2, n.iter, n.burnin, n.thin, DIC=TRUE, working.directory=working.dir, progress.bar="text") Rhat[i,] <- chemo.evppi$BUGSoutput$summary[,"Rhat"] attach.bugs(chemo.evppi$BUGSoutput) # Performs the economic analysis given the simulations for all the # other parameters, conditionally on rho e.temp <- c.temp <- matrix(NA,chemo$BUGSoutput$n.sims,2) e.temp <- N - SE for (t in 1:2) { c.temp[,t] <- c.drug[t]*(N-SE[,t]) + (c.amb+c.drug[t])*A[,t] + (c.hosp+c.drug[t])*H[,t] } m.evppi <- bcea(e=e.temp,c=c.temp,ref=2,interventions=treats,Kmax=50000,Ktable=25000) # Computes the maximum expected utility for that iteration for each value of k Ustar.phi[i,] <- apply(m.evppi$Ustar,2,mean) rm(m.evppi); detach.bugs() print(i) } # Computes the average value of the maximum expected utility for each value of k Vstar.phi <- apply(Ustar.phi,2,mean) Umax <- apply(apply(m$U,c(2,3),mean),1,max) # Computes the EVPPI for each value of k EVPPI_gamma <- Vstar.phi - Umax # Plot the results plot(m$k,m$evi,t="l",xlab="Willingness to pay",ylab="") points(m$k,EVPPI_gamma,t="l",lty=2) text <- c("EVPI",expression(paste("EVPPI for ",gamma,sep=""))) legend("topleft",text,lty=1:2,cex=.9,box.lty=0) # Checks for convergence in all (inner) simulations par(mfrow=c(4,3)) for (i in 1:12) { plot(Rhat[,i],t="l",main=rownames(chemo.evppi$BUGSoutput$summary)[i],ylim=c(.99,1.15)) abline(h=1.1) } ## Model averaging # M1 = complete model # M2 = rho =: 0.3 # M3 = rho =: 1 # analysis for M2 detach.bugs() rho <- 1 dataJags <- list("se","n","amb","N.studies","a.pi","b.pi","a.gamma","b.gamma","m.amb","tau.amb","m.hosp","tau.hosp","N","rho") filein <- "modelEVPPI.txt" params <- c("pi","gamma","c.amb","c.hosp","rho","SE","A","H") inits <- function(){ SE=rbinom(2,N,.2) list(pi=c(runif(1),NA),gamma=runif(1),c.amb=rlnorm(1),c.hosp=rlnorm(1),SE=SE,A=rbinom(2,SE,.2)) } n.iter <- 20000 n.burnin <- 9500 n.thin <- floor((n.iter-n.burnin)/250) chemo2 <- jags(dataJags, inits, params, model.file=filein, n.chains=2, n.iter, n.burnin, n.thin, DIC=TRUE, working.directory=working.dir, progress.bar="text") print(chemo2,digits=3,intervals=c(0.025, 0.975)) attach.bugs(chemo2$BUGSoutput,overwrite=TRUE) ## Cost-effectiveness analysis # Defines the variables of cost and effectiveness e <- c <- matrix(NA,chemo$BUGSoutput$n.sims,2) e <- N - SE for (t in 1:2) { c[,t] <- c.drug[t]*(N-SE[,t]) + (c.amb+c.drug[t])*A[,t] + (c.hosp+c.drug[t])*H[,t] } m2 <- bcea(e=e,c=c,ref=2,interventions=treats,Kmax=50000) fileout <- "Model_rho_fixed.ps" postscript(fileout,paper="special",width=6,height=6,horizontal=F) plot(m2) dev.off() ## Compares the models based on the DIC d <- w <- numeric() d[1] <- chemo$BUGSoutput$DIC d[2] <- chemo2$BUGSoutput$DIC dmin <- min(d) # Computes the model weights w <- exp(-.5*(d-dmin))/sum(exp(-.5*(d-dmin))) # Computes the model average health economic analysis SE <- w[1]*chemo$BUGSoutput$sims.list$SE + w[2]*chemo2$BUGSoutput$sims.list$SE c.hosp <- w[1]*chemo$BUGSoutput$sims.list$c.hosp + w[2]*chemo2$BUGSoutput$sims.list$c.hosp c.amb <- w[1]*chemo$BUGSoutput$sims.list$c.amb + w[2]*chemo2$BUGSoutput$sims.list$c.amb A <- w[1]*chemo$BUGSoutput$sims.list$A + w[2]*chemo2$BUGSoutput$sims.list$A H <- w[1]*chemo$BUGSoutput$sims.list$H + w[2]*chemo2$BUGSoutput$sims.list$H e <- c <- matrix(NA,chemo$BUGSoutput$n.sims,2) e <- N - SE for (t in 1:2) { c[,t] <- c.drug[t]*(N-SE[,t]) + (c.amb+c.drug[t])*A[,t] + (c.hosp+c.drug[t])*H[,t] } m.avg <- bcea(e=e,c=c,ref=2,interventions=treats,Kmax=50000) plot(m.avg) par(mfrow=c(2,2)) contour(m) contour(m2) contour(m.avg)