On the third Thursday of every month, we speak to a recent graduate about their thesis and their studies. This month’s guest is Dr Andrea Gabrio who has a PhD from University College London. If you would like to suggest a candidate for an upcoming Thesis Thursday, get in touch.
What kind of assumptions about missing data are made in trial-based economic evaluations?
In any analysis, assumptions about the missing values are always made, about those values which are not observed. Since the final results may depend on these assumptions, it is important that they are as plausible as possible within the context considered. For example, in trial-based economic evaluations, missing values often occur when data are collected through self-reported patient questionnaires and in many cases it is plausible that patients with unobserved responses are different from the others (e.g. have worse health states). In general, it is very important that a range of plausible scenarios (defined according to the available information) are considered, and that the robustness of our conclusions across them is assessed in sensitivity analysis. Often, however, analysts prefer to ignore this uncertainty and rely on ‘default’ approaches (e.g. remove the missing data from the analysis) which implicitly make unrealistic assumptions and possibly lead to biased results. For a more in-depth overview of current practice, I refer to my published review.
Given that any assumption about the missing values cannot be checked from the data at hand, an ideal approach to handle missing data should combine a well-defined model for the observed data and explicit assumptions about missingness.
What do you mean by ‘full Bayesian’?
The term ‘full Bayesian’ is a technicality and typically indicates that, in the Bayesian analysis, the prior distributions are freely specified by the analyst, rather than being based on the data (e.g. ’empirical Bayesian’). Being ‘fully’ Bayesian has some key advantages for handling missingness compared to other approaches, especially in small samples. First, a flexible choice of the priors may help to stabilise inference and avoid giving too much weight to implausible parameter values. Second, external information about missingness (e.g. expert opinion) can be easily incorporated into the model through the priors. This is essential when performing sensitivity analysis to missingness, as it allows assessment of the robustness of the results to a range of assumptions, with the uncertainty of any unobserved quantity (parameters or missing data) being fully propagated and quantified in the posterior distribution.
How did you use case studies to support the development of your methods?
In my PhD I had access to economic data from two small trials, which were characterised by considerable amounts of missing outcome values and which I used as motivating examples to implement my methods. In particular, individual-level economic data are characterised by a series of complexities that make it difficult to justify the use of more ‘standardised’ methods and which, if not taken into account, may lead to biased results.
Examples of these include the correlation between effectiveness and costs, the skewness in the empirical distributions of both outcomes, the presence of identical values for many individuals (e.g. excess zeros or ones), and, on top of that, missingness. In many cases, the implementation of methods to handle these issues is not straightforward, especially when multiple types of complexities affect the data.
The flexibility of the Bayesian framework allows the specification of a model whose level of complexity can be increased in a relatively easy way to handle all these problems simultaneously, while also providing a natural way to perform probabilistic sensitivity analysis. I refer to my published work to see an example of how Bayesian models can be implemented to handle trial-based economic data.
How does your framework account for longitudinal data?
Since the data collected within a trial have a longitudinal nature (i.e. collected at different times), it is important that any missingness methods for trial-based economic evaluations take into account this feature. I therefore developed a Bayesian parametric model for a bivariate health economic longitudinal response which, together with accounting for the typical complexities of the data (e.g. skewness), can be fitted to all the effectiveness and cost variables in a trial.
Time dependence between the responses is formally taken into account by means of a series of regressions, where each variable can be modelled conditionally on other variables collected at the same or at previous time points. This also offers an efficient way to handle missingness, as the available evidence at each time is included in the model, which may provide valuable information for imputing the missing data and therefore improve the confidence in the final results. In addition, sensitivity analysis to a range of missingness assumptions can be performed using a ‘pattern mixture’ approach. This allows the identification of certain parameters, known as sensitivity parameters, on which priors can be specified to incorporate external information and quantify its impact on the conclusions. A detailed description of the longitudinal model and the missing data analyses explored is also available online.
Are your proposed methods easy to implement?
Most of the methods that I developed in my project were implemented in JAGS, a software specifically designed for the analysis of Bayesian models using Markov Chain Monte Carlo simulation. Like other Bayesian software (e.g. OpenBUGS and STAN), JAGS is freely available and can be interfaced with different statistical programs, such as R, SAS, Stata, etc. Therefore, I believe that, once people are willing to overcome the initial barrier of getting familiar with a new software language, these programs provide extremely powerful tools to implement Bayesian methods. Although in economic evaluations analysts are typically more familiar with frequentist methods (e.g. multiple imputations), it is clear that as the complexity of the analysis increases, the implementation of these methods would require tailor-made routines for the optimisation of non-standard likelihood functions, and a full Bayesian approach is likely to be a preferable option as it naturally allows the propagation of uncertainty to the wider economic model and to perform sensitivity analysis.