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Metropolis Hastings Calibration Excel Example
datasetposted on 2021-10-11, 14:33 authored by Sophie WhyteSophie Whyte
|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.
|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.
UK National Cancer Screening
- There is no personal data or any that requires ethical approval
- The data complies with the institution and funders' policies on access and sharing
Sharing and access restrictions
- The data can be shared openly
- The file formats are open or commonly used
Methodology, headings and units
- There is a file including methodology, headings and units, such as a readme.txt
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