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MHcalibrationexample_18Sept12.xlsm (440.92 kB)
Metropolis Hastings Calibration Excel Example
| This spreadsheet is intended as an example to demonstrate how the Metropolis Hastings algorithm can be implemented within microsoft Excel to undertake Bayesian inference. | ||
| If you are considering programming the Metropolis Hastings algorithm in another language/modelling package this example may be useful for you. | ||
| This example uses a very simple state transition model (with 3 states) and uses data observations of persons in State B and persons moving to Stage C. | ||
| This structure and approach can be extended to a larger more complex model and with more parameters and datasets. | ||
| This spreadsheet may be a useful illustration of the process of the MH algorithm for those considering programming this algorithm in another package. | ||
| Warning! This example is intended as a rough guide to the process only. For further details consult a statistics reference. | ||
| Referencing | ||
| The author has used a similar approach to calibrate a natural history model for colorectal cancer. The methods are published here: | ||
| Whyte S, Walsh C, Chilcott J. Bayesian Calibration of a Natural History Model with Application to a Population Model for Colorectal Cancer. Medical Decision Making 2011;31:625-641. | ||
| http://www.ncbi.nlm.nih.gov/pubmed/21127321 |
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UK National Cancer Screening
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calibration algorithmHealth economicCancer Biologydisease prediction modelsMetropolis Monte Carlo algorithmBayesian inference methodsstate transition modelExcel toolMicrosoft Excel spreadsheetdisease progression modelexamplarsCancer DiagnosisSimulation and ModellingStochastic Analysis and ModellingEconomic Models and ForecastingHealth EconomicsCancer
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