Deterministic sensitivity analysis for first-order Monte Carlo simulations: a technical note.
OBJECTIVE
Monte Carlo microsimulations have gained increasing popularity in decision-analytic modeling because they can incorporate discrete events. Although deterministic sensitivity analyses are essential for interpretation of results, it remains difficult to combine these alongside Monte Carlo simulations in standard modeling packages without enormous time investment. Our purpose was to facilitate one-way deterministic sensitivity analysis of TreeAge Markov state-transition models requiring first-order Monte Carlo simulations.


RESULTS
Using TreeAge Pro Suite 2007 and Microsoft Visual Basic for EXCEL, we constructed a generic script that enables one to perform automated deterministic one-way sensitivity analyses in EXCEL employing microsimulation models. In addition, we constructed a generic EXCEL-worksheet that allows for use of the script with little programming knowledge.


CONCLUSIONS
Linking TreeAge Pro Suite 2007 and Visual Basic enables the performance of deterministic sensitivity analyses of first-order Monte Carlo simulations. There are other potentially interesting applications for automated analysis.
Geisler
Benjamin P
BP
Institute for Technology Assessment, Department of Radiology, Massachusetts General Hospital, Harvard Medical School, Boston, MA 02114, USA. ben@mgh-ita.org
Siebert
Uwe
U
Gazelle
G Scott
GS
Cohen
David J
DJ
Göhler
Alexander
A
D003198:Computer Simulation; D006801:Humans; D009010:Monte Carlo Method; D012680:Sensitivity and Specificity; D012984:Software