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Sensitivity to Estimation Errors in Mean-variance Models

✍ Scribed by Zhi-ping Chen; Cai-e Zhao

Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2003
Tongue
English
Weight
214 KB
Volume
19
Category
Article
ISSN
0168-9673

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✍ Anthony O'Hagan; Matt Stevenson; Jason Madan πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 185 KB

## Abstract Probabilistic sensitivity analysis (PSA) is required to account for uncertainty in cost‐effectiveness calculations arising from health economic models. The simplest way to perform PSA in practice is by Monte Carlo methods, which involves running the model many times using randomly sampl