Model Customisation in missingHE
For each of the three types of models that can be fitted using
missingHE, namely selection,
pattern mixture, and hurdle models,
the package provides a series of customisation options to allow a
flexible specification of the models in terms of modelling assumptions
and prior choices. These can be extremely useful for handling the
typical features of trial-based CEA data, such as non-normality,
clustering, and type of missingness mechanism. This tutorial shows how
it is possible to customise different aspects of the models using the
arguments of each type of function in the package. Throughout, we will
use the built-in dataset called MenSS as a toy example,
which is directly available when installing and loading
missingHE in your R workspace. See the
vignette called Introduction to missingHE for an introductory
tutorial of each function in missingHE and a general
presentation of the data from the MenSS dataset.
If you would like to have more information on the package, or would
like to point out potential issues in the current version, feel free to
contact the maintainer at a.gabrio@maastrichtuniversity.nl. Suggestions on how
to improve the package are also very welcome.
Changing the distributional assumptions
A general concern when analysing trial-based CEA data is that, in
many cases, both effectiveness and costs are characterised by highly
skewed distributions, which may cause standard normality modelling
assumptions to be difficult to justify, especially for small samples.
missingHE allows to chose among a range of parametric
distributions for modelling both outcome variables, which were selected
based on the most common choices in standard practice and the
literature.
In each model, the specific type of distributions for the
effectiveness (\(e\)) and cost (\(c\)) outcome can be selected by setting the
arguments dist_e and dist_c to specific
character names. Available choices include: Normal ("norm")
and Beta ("beta") distributions for \(e\) and Normal ("norm") and
Gamma ("gamma") for \(c\).
Distributions for modelling both discrete and binary effectiveness
variables are also available, such as Poisson ("pois") and
Bernoulli (bern) distributions. The full list of available
distributions for each type of outcome can be seen by using the
help function on each function of the package.
In the MenSS dataset the default effectiveness variables
are the QALYs. However, in general, other types of effectiveness
measures may be of interest in the economic analysis (e.g. the primary
outcome from a trial). In our dataset we have the number of instances of
unprotected sex at \(12\) months
follow-up, denoted as sex_inst, which could be used in the
CEA instead of QALYs. Thus, we create a second dataset called
MenSS2, where we assign the name \(e\) to the variable sex_inst,
which allows missingHE to identify this variable as the
main effectiveness variable for the analysis. This can be done by
typing
> MenSS2 <- MenSS
> MenSS2$e <- MenSS$sex_inst
>
> #first 10 entries of e
> head(MenSS2$e, n = 10)
[1] NA 50 3 0 99 NA 20 NA NA NA
The new effectiveness outcome is now a discrete variable and
therefore the use of discrete distributions is likely to be more
appropriate for modelling purposes compared to standard normality
assumptions. We can check the empirical histograms of \(e\) by treatment group by typing
> par(mfrow=c(1,2))
> hist(MenSS2$e[MenSS2$t==1], main = "N sex instances - Control")
> hist(MenSS2$e[MenSS2$t==2], main = "N sex instances - Intervention")
We can also see that the proportion of missing values in \(e\) is considerably large in both treatment
groups.
> #proportions of missing values in the control group
> sum(is.na(MenSS2$e[MenSS$t==1])) / length(MenSS2$e[MenSS$t==1])
[1] 0.48
>
> #proportions of missing values in the intervention group
> sum(is.na(MenSS2$e[MenSS$t==2])) / length(MenSS2$e[MenSS$t==2])
[1] 0.5238095
As an example, we fit a selection model assuming Poisson
distributions to handle the discrete nature of \(e\), and we choose Gamma distributions to
capture the skewness in the costs. We note that, in case some of
individuals have costs that are equal to zero (as in the
MenSS dataset), standard parametric distributions with a
positive support are not typically defined at \(0\) (e.g. the Gamma distributions), making
their implementation impossible. Thus, in these cases, it is necessary
to use a trick to modify the boundary values before fitting the model. A
common approach is to add a small constant to the cost variables. These
can be done by typing
> MenSS2$c <- MenSS2$c + 0.01
We note that, although simple, this strategy has the potential
drawback that results may be affected by the choice of the constant
added and therefore sensitivity analysis to the value used is typically
recommended. missingHE provides an alternative way to deal
with this issue by means of fitting a two-part regression or
hurdle model which does not require the use of any constant.
For more information on hurdle models, type
help(hurdle).
We are now ready to fit our selection model to the
MenSS2 dataset using the following command
> PG.sel=selection(data = MenSS2, model.eff = e ~ sex_inst.0, model.cost = c ~ 1,
+ model.me = me ~ age + ethnicity + employment,
+ model.mc = mc ~ age + ethnicity + employment, type = "MAR",
+ n.iter = 1000, dist_e = "pois", dist_c = "gamma")
The arguments dist_e = "pois" and
dist_c = "gamma" specify the distributions assumed for the
outcome variables and, in the model of \(e\), we also adjust for the baseline
outcome values (sex_inst.0). According to the type of
distributions chosen, missingHE automatically models the
dependence between covariates and the mean outcome on a specific scale
to reduce the chance of incurring into numerical problems due to the
constraints of the distributions. For example, for both Poisson and
Gamma distributions means are modelled on the log scale, while for Beta
and Bernoulli distirbutions they are modelled on the logit scale. To see
the modelling scale used by missingHE according to the type
of distribution selected, use the help command on each
function of the package.
The model assumes MAR conditional on age,
ethnicity and employment as auxiliary
variables for predicting missingness in both outcomes. We can look at
how the model generate imputations for the outcomes by treatment group
using the generic function plot. For example, we can look
at how the missing \(e\) are imputed by
typing
> plot(PG.sel, outcome = "effects")
Summary results of our model from a statistical perspective can be
inspected using the command coef, which extracts the
estimates of the mean regression coefficients for \(e\) and \(c\) by treatment group. By default, the
lower and upper bounds provide the \(95\%\) credibile intervals for each
estimate (based on the \(0.025\) and
\(0.975\) quantiles of the posterior
distribution). However, it is possible to modify these values using the
argument prob to change the level of the intervals to match
the one desired. For example, if we want \(90\%\) intervals, we can type
> coef(PG.sel, prob = c(0.05, 0.95))
$Comparator
$Comparator$Effects
mean sd lower upper
(Intercept) 3.233 0.049 3.155 3.312
sex_inst.0 0.004 0.001 0.003 0.006
$Comparator$Costs
mean sd lower upper
(Intercept) 5.505 0.39 4.908 6.193
$Reference
$Reference$Effects
mean sd lower upper
(Intercept) 3.136 0.056 3.042 3.225
sex_inst.0 0.011 0.002 0.007 0.015
$Reference$Costs
mean sd lower upper
(Intercept) 5.48 0.482 4.699 6.211
The entire posterior distribution for each parameter of the model can
also be extracted from the output of the model by typing
PG.sel$model_output, which returns a list object containing
the posterior estimates for each model parameter. An overall summary of
the economic analysis based on the model estimates can be obtained using
the summary command
> summary(PG.sel)
Cost-effectiveness analysis summary
Comparator intervention: intervention 1
Reference intervention: intervention 2
Parameter estimates under MAR assumption
Comparator intervention
mean sd LB UB
mean effects (t = 1) 27.3 1.083 25.603 29.152
mean costs (t = 1) 266.067 114.279 135.404 489.173
Reference intervention
mean sd LB UB
mean effects (t = 2) 25.867 1.056 24.178 27.602
mean costs (t = 2) 269.266 135.37 109.892 498.09
Incremental results
mean sd LB UB
delta effects -1.433 1.524 -3.764 1.03
delta costs 3.199 162.358 -251.133 255.221
ICER -2.233
which shows summary statistics for the mean effectiveness and costs
in each treatment group, for the mean differentials and the estimate of
the ICER.
Including random effects terms
For each type of model, missingHE allows the inclusion
of random effects terms to handle clustered data. To be precise, the
term random effects does not have much meaning within a
Bayesian approach since all parameters are in fact random variables.
However, this terminology is quite useful to explain the structure of
the model.
We show how random effects can be added to the model of \(e\) and \(c\) within a pattern mixture model fitted
to the MenSS2 dataset using the function
pattern. The clustering variable over which the random
effects are specified is the factor variable site,
representing the centres at which data were collected in the trial.
Using the same distributional assumptions of the selection model, we fit
the pattern mixture model by typing
> PG.pat=pattern(data = MenSS2, model.eff = e ~ sex_inst.0 + (1 | site),
+ model.cost = c ~ 1 + (1 | site), type = "MAR", restriction = "AC",
+ n.iter = 1000, Delta_e = 0, Delta_c = 0, dist_e = "pois", dist_c = "gamma")
The function fits a random intercept only model for \(e\) and \(c\), as indicated by the notation
(1 | site)and (1 | site). In both models,
site is the clustering variable over which the random
coefficients are estimated. missingHE allows the user to
choose among different clustering variables for the model of \(e\) and \(c\) if these are available in the dataset.
Random intercept and slope models can be specified using the notation
(1 + sex_inst.0 | site), where sex_inst.0 is
the name of a covariate which should be inlcuded as fixed effects in the
corresponding outcome model. Finally, it is also possible to specify
random slope only models using the notation
(0 + sex_inst.0 | site), where 0 indicates the
removal of the random intercept. The same notation can be applied when
using the selection and hurdle functions
inside missingHE, with the addition that for these models
random effects can also be specified for the missingness and structural
value mechanisms. Use the help command to obtain more
information on how random effects can be specified for each type of
model.
Coefficient estimates for the random effects can be extracted using
the coef function and setting the argument
random = TRUE (if set to FALSE then the fixed
effects estimates are displayed).
> coef(PG.pat, random = TRUE)
$Comparator
$Comparator$Effects
mean sd lower upper
(Intercept) 1 -3.478 21.040 -52.371 26.520
(Intercept) 2 -2.725 21.031 -51.548 27.215
(Intercept) 3 -3.971 21.024 -52.842 25.958
$Comparator$Costs
mean sd lower upper
(Intercept) 1 4.859 0.809 3.486 6.249
(Intercept) 2 4.823 0.824 3.473 6.218
(Intercept) 3 4.869 0.811 3.575 6.265
$Reference
$Reference$Effects
mean sd lower upper
(Intercept) 1 23.342 27.106 -13.118 64.545
(Intercept) 2 22.863 27.112 -13.472 64.096
(Intercept) 3 23.483 27.104 -12.883 64.719
$Reference$Costs
mean sd lower upper
(Intercept) 1 2.892 1.982 0.176 5.683
(Intercept) 2 2.698 2.000 -0.208 5.446
(Intercept) 3 2.945 2.020 0.179 5.703
For both \(e\) and \(c\) models, summary statistics for the
random coefficient estimates are displayed for each treatment group and
each of the \(3\) clusters in
site.
Changing the priors
By default, all models in missingHE are fitted using
vague prior distributions so that posterior results are essentially
derived based on the information from the observed data alone. This
ensures a rough approximation to results obtained under a frequentist
approach based on the same type of models.
However, in some cases, it may be reasonable to use more informative
priors to ensure a better stability of the posterior estimates by
restricting the range over which estimates can be obtained. For example
if, based on previous evidence or knowledge, the range over which a
specific parameter is likely to vary is known, then priors can be
specified so to give less weight to values outside that range when
deriving the posterior estimates. However, unless the user is familiar
with the choice of informative priors, it is generally recommended not
to change the default priors of missingHE as the unintended
use of informative priors may substantially drive posterior estimates
and lead to incorrect results.
For each type of model in missingHE, priors can be
modified using the argument prior, which allows to change
the hyperprior values for each model parameter. The interpretation of
the prior values change according to the type of parameter and model
considered. For example, we can fit a hurdle model using
hurdle to the MenSS2 dataset using more
informative priors on some parameters.
Prior values can be modified by first creating a list object which,
for example, we call my.prior. Within this list, we create
a number of elements (vectors of length two) which should be assigned
specific names based on the type of parameters which priors we want to
change.
> my.prior <- list(
+ "alpha0.prior" = c(0 , 0.0000001),
+ "alpha.prior" = c(0, 0.0000001),
+ "beta0.prior" = c(0, 0.0000001),
+ "gamma0.prior.c"= c(0, 1),
+ "gamma.prior.c" = c(0, 0.01),
+ "mu.b0.prior" = c(0, 0.001),
+ "mu.g0.prior.c"= c(0, 0.001),
+ "s.b0.prior" = c(0, 100),
+ "s.g0.prior.c"= c(0, 100),
+ "sigma.prior.c" = c(0, 10000)
+ )
The names above have the following interpretations in terms of the
model parameters:
"alpha0.prior" is the intercept of the model of
\(e\). The first and second elements
inside the vector for this parameter are the mean and precision (inverse
of variance) that should be used for the normal prior given to this
parameter by missingHE.
"alpha.prior" are the regression coefficients
(exclusing the intercept) of the model of \(e\). The first and second elements inside
the vector for this parameter are the mean and precision (inverse of
variance) that should be used for the normal priors given to each
coefficient by missingHE.
"beta0.prior" is the intercept of the model of \(c\). The first and second elements inside
the vector for this parameter are the mean and precision (inverse of
variance) that should be used for the normal prior given to this
parameter by missingHE.
"gamma0.prior.c" is the intercept of the model of
\(sc\). The first and second elements
inside the vector for this parameter are the mean and precision (inverse
of variance) that should be used for the logistic prior given to this
parameter by missingHE.
"gamma.prior.c" are the regression coefficients
(exclusing the intercept) of the model of \(sc\). The first and second elements inside
the vector for this parameter are the mean and precision (inverse of
variance) that should be used for the normal priors given to each
coefficient by missingHE.
"mu.b0.prior" is the mean of the random intercept of
the model of \(c\). The first and
second elements inside the vector for this parameter are the mean and
precision (inverse of variance) that should be used for the normal prior
given to this parameter by missingHE.
"s.b0.prior" is the standard deviation of the random
intercept of the model of \(c\). The
first and second elements inside the vector for this parameter are the
lower and upper bounds that should be used for the uniform prior given
to this parameter by missingHE.
"mu.g0.prior" is the mean of the random intercept of
the model of \(sc\). The first and
second elements inside the vector for this parameter are the mean and
precision (inverse of variance) that should be used for the normal prior
given to this parameter by missingHE.
"s.g0.prior" is the standard deviation of the random
intercept of the model of \(sc\). The
first and second elements inside the vector for this parameter are the
lower and upper bounds that should be used for the uniform prior given
to this parameter by missingHE.
"sigma.prior.c" is the standard deviation of the
model of \(c\). The first and second
elements inside the vector for this parameter are the lower and upper
bounds that should be used for the uniform prior given to this parameter
by missingHE.
The values shown above are the default values set in
missingHE for each of these parameters. It is possible to
change the priors by providing different values, for example by
increasing the precision for some of the coefficient estimates or
decreasing the upper bound for standard deviation parameters. Different
names should be used to indicate for which parameter the prior should be
modified, keeping in mind that the full list of names that can be used
varies depending on the type of models and modelling assumptions
specified. The full list of parameter names for each type of model can
be assessed using the helpcommand on each function of
missingHE.
We can now fit the hurdle model using our priors by typing
> #remove added constant from costs
> #MenSS2$c <- MenSS2$c - 0.01
>
> PG.hur=hurdle(data = MenSS2, model.eff = e ~ sex_inst.0, model.cost = c ~ 1 + (1 | site),
+ model.se = se ~ 1, model.sc = sc ~ age + (1 | site), type = "SAR", se = NULL, sc = 0,
+ n.iter = 1000, dist_e = "pois", dist_c = "gamma", prior = my.prior)
In this case, we do not require handling any structural value in
\(e\) and we pass this information to
the function by setting se = NULL. Finally, we can inspect
the statistical results from the model by typing
> coef(PG.hur, random = FALSE)
$Comparator
$Comparator$Effects
mean sd lower upper
(Intercept) 3.256 0.049 3.166 3.359
sex_inst.0 0.004 0.001 0.002 0.006
$Comparator$Costs
mean sd lower upper
(Intercept) 2.525 3.86 -4.329 8.299
$Reference
$Reference$Effects
mean sd lower upper
(Intercept) 3.194 0.055 3.087 3.300
sex_inst.0 0.009 0.002 0.005 0.014
$Reference$Costs
mean sd lower upper
(Intercept) 3.675 2.69 -1.288 6.845
and
> coef(PG.hur, random = TRUE)
$Comparator
$Comparator$Effects
NULL
$Comparator$Costs
mean sd lower upper
(Intercept) 1 3.044 3.837 -2.871 9.735
(Intercept) 2 3.319 3.834 -2.544 10.072
(Intercept) 3 3.147 3.812 -2.627 9.772
$Reference
$Reference$Effects
NULL
$Reference$Costs
mean sd lower upper
(Intercept) 1 1.817 2.710 -1.446 6.979
(Intercept) 2 2.063 2.704 -1.219 7.103
(Intercept) 3 1.773 2.680 -1.445 6.916