Sensitivity Analysis - zward/Amua GitHub Wiki
Contents
Overview
Amua has several types of sensitivity analyses available. Sensitivity analyses can only be run on parameters, however, so if you want to include a model parameter in a sensitivity analysis make sure that it is defined first. All sensitivity results can be exported to CSV files for use in other programs.
One Way
Performs a one-way sensitivity analysis on the selected parameter in the table (highlighted in blue). Enter a min/max value and the number of intervals. The dashed line indicates the base case parameter value.
Tornado Diagram
Creates a tornado diagram showing how sensitive the model results are to upper/lower bounds of the parameters in the table. Only parameters with min/max values entered will be included in the diagram.
Threshold Analysis
Performs a one-way sensitivity analysis on the selected parameter and identifies the value at which 2 selected strategies yield the same outcome of interest. The dashed line indicates the base case parameter value.
A numerical ‘tolerance’ can be specified for what is considered ‘equal’ – i.e. how close the strategies have to be for them to be considered to intersect. Setting a looser tolerance can help the model converge more quickly to an approximation when model outcomes are discrete (e.g. Monte Carlo simulation) and/or take a long time to run.
Note: Amua performs a binary search of the parameter neighborhood to identify the intersection of strategies. This procedure may be sensitive to the choice of search bounds (min/max values) so care should be taken if there are multiple intersections or convergence is not achieved.
Stacked One Way
Performs a series of one-way sensitivity analyses on parameters in the table and determines the best strategy at each value. Enter min/max values for parameters and the number of intervals. Results can be viewed in parameter space or by model outcomes.
Two Way
Performs a two-way sensitivity analysis of the selected parameters.
Area Chart
For each combination of values (a grid defined by min/max values and intervals for each parameter) the model determines which strategy is optimal to minimize/maximize the outcome of interest.
Surface Chart
A surface chart of model outcomes for a particular strategy is also displayed for two-way sensitivity analysis. While a large number of intervals results in a smoother area chart, this can result in difficultly visualizing the surface chart - different intervals may be needed depending on which chart you are creating. The surface chart is based on the Java Surface Plot package and is interactive:
- Rotate: Mouse Click & Drag
- Zoom: Shift Key + Mouse Click & Drag
- Move: Control Key + Mouse Click & Drag
Probabilistic
A probabilistic sensitivity analysis (PSA) samples all model parameters simultaneously (see distributions). The random number generator used to sample parameters can be seeded.
The distribution of model results can be viewed:
Specific sampled parameters can be selected:
Ratio outcomes (CEA or BCA results) can be viewed as scatter plots:
A cost-effectiveness acceptability curve (CEAC) can also be viewed for CEA/BCA results:
