Seemingly unrelated Bayesian additive regression trees for cost-effectiveness analyses in healthcare

Fuente: arXiv
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Autori principali: Esser, Jonas, Maia, Mateus, Parnell, Andrew C., Bosmans, Judith, van Dongen, Hanneke, Klausch, Thomas, Murphy, Keefe
Natura: Preprint
Pubblicazione: 2024
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author Esser, Jonas
Maia, Mateus
Parnell, Andrew C.
Bosmans, Judith
van Dongen, Hanneke
Klausch, Thomas
Murphy, Keefe
author_facet Esser, Jonas
Maia, Mateus
Parnell, Andrew C.
Bosmans, Judith
van Dongen, Hanneke
Klausch, Thomas
Murphy, Keefe
contents In recent years, theoretical results and simulation evidence have shown Bayesian additive regression trees to be a highly-effective method for nonparametric regression. Motivated by cost-effectiveness analyses in health economics, where interest lies in jointly modelling the costs of healthcare treatments and the associated health-related quality of life experienced by a patient, we propose a multivariate extension of BART which is applicable in regression analyses with several dependent outcome variables. Our framework allows for continuous or binary outcomes and overcomes some key limitations of existing multivariate BART models by allowing each individual response to be associated with different ensembles of trees, while still handling dependencies between the outcomes. In the case of continuous outcomes, our model is essentially a nonparametric version of seemingly unrelated regression. Likewise, our proposal for binary outcomes is a nonparametric generalisation of the multivariate probit model. We give suggestions for easily interpretable prior distributions, which allow specification of both informative and uninformative priors. We provide detailed discussions of MCMC sampling methods to conduct posterior inference. Our methods are implemented in the R package "subart". We showcase their performance through extensive simulation experiments and an application to an empirical case study from health economics. By also accommodating propensity scores in a manner befitting a causal analysis, we find substantial evidence for a novel trauma care intervention's cost-effectiveness.
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id arxiv_https___arxiv_org_abs_2404_02228
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Seemingly unrelated Bayesian additive regression trees for cost-effectiveness analyses in healthcare
Esser, Jonas
Maia, Mateus
Parnell, Andrew C.
Bosmans, Judith
van Dongen, Hanneke
Klausch, Thomas
Murphy, Keefe
Methodology
Econometrics
Applications
In recent years, theoretical results and simulation evidence have shown Bayesian additive regression trees to be a highly-effective method for nonparametric regression. Motivated by cost-effectiveness analyses in health economics, where interest lies in jointly modelling the costs of healthcare treatments and the associated health-related quality of life experienced by a patient, we propose a multivariate extension of BART which is applicable in regression analyses with several dependent outcome variables. Our framework allows for continuous or binary outcomes and overcomes some key limitations of existing multivariate BART models by allowing each individual response to be associated with different ensembles of trees, while still handling dependencies between the outcomes. In the case of continuous outcomes, our model is essentially a nonparametric version of seemingly unrelated regression. Likewise, our proposal for binary outcomes is a nonparametric generalisation of the multivariate probit model. We give suggestions for easily interpretable prior distributions, which allow specification of both informative and uninformative priors. We provide detailed discussions of MCMC sampling methods to conduct posterior inference. Our methods are implemented in the R package "subart". We showcase their performance through extensive simulation experiments and an application to an empirical case study from health economics. By also accommodating propensity scores in a manner befitting a causal analysis, we find substantial evidence for a novel trauma care intervention's cost-effectiveness.
title Seemingly unrelated Bayesian additive regression trees for cost-effectiveness analyses in healthcare
topic Methodology
Econometrics
Applications
url https://arxiv.org/abs/2404.02228