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A Procedure for Deriving Formulas to Convert Transition Rates to Probabilities for Multistate Markov Models.

ABSTRACT: For health-economic analyses that use multistate Markov models, it is often necessary to convert from transition rates to transition probabilities, and for probabilistic sensitivity analysis and other purposes it is useful to have explicit algebraic formulas for these conversions, to avoid having to resort to numerical methods. However, if there are four or more states then the formulas can be extremely complicated. These calculations can be made using packages such as R, but many analysts and other stakeholders still prefer to use spreadsheets for these decision models. We describe a procedure for deriving formulas that use intermediate variables so that each individual formula is reasonably simple. Once the formulas have been derived, the calculations can be performed in Excel or similar software. The procedure is illustrated by several examples and we discuss how to use a computer algebra system to assist with it. The procedure works in a wide variety of scenarios but cannot be employed when there are several backward transitions and the characteristic equation has no algebraic solution, or when the eigenvalues of the transition rate matrix are very close to each other.

SUBMITTER: Jones E

PROVIDER: S-EPMC5582645 | biostudies-literature | 2017 Oct

REPOSITORIES: biostudies-literature

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A Procedure for Deriving Formulas to Convert Transition Rates to Probabilities for Multistate Markov Models.

Jones Edmund E Epstein David D García-Mochón Leticia L

Medical decision making : an international journal of the Society for Medical Decision Making 20170405 7

For health-economic analyses that use multistate Markov models, it is often necessary to convert from transition rates to transition probabilities, and for probabilistic sensitivity analysis and other purposes it is useful to have explicit algebraic formulas for these conversions, to avoid having to resort to numerical methods. However, if there are four or more states then the formulas can be extremely complicated. These calculations can be made using packages such as R, but many analysts and o ...[more]

PMID: 28379779

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Project description:ObjectiveAlthough Markov cohort models represent one of the most common forms of decision-analytic models used in health care decision-making, correct implementation of such models requires reliable estimation of transition probabilities. This study sought to identify consensus statements or guidelines that detail how such transition probability matrices should be estimated.MethodsA literature review was performed to identify relevant publications in the following databases: Medline, Embase, the Cochrane Library, and PubMed. Electronic searches were supplemented by manual-searches of health technology assessment (HTA) websites in Australia, Belgium, Canada, France, Germany, Ireland, Norway, Portugal, Sweden, and the UK. One reviewer assessed studies for eligibility.ResultsOf the 1,931 citations identified in the electronic searches, no studies met the inclusion criteria for full-text review, and no guidelines on transition probabilities in Markov models were identified. Manual-searching of the websites of HTA agencies identified ten guidelines on economic evaluations (Australia, Belgium, Canada, France, Germany, Ireland, Norway, Portugal, Sweden, and UK). All identified guidelines provided general guidance on how to develop economic models, but none provided guidance on the calculation of transition probabilities. One relevant publication was identified following review of the reference lists of HTA agency guidelines: the International Society for Pharmacoeconomics and Outcomes Research taskforce guidance. This provided limited guidance on the use of rates and probabilities.ConclusionsThere is limited formal guidance available on the estimation of transition probabilities for use in decision-analytic models. Given the increasing importance of cost-effectiveness analysis in the decision-making processes of HTA bodies and other medical decision-makers, there is a need for additional guidance to inform a more consistent approach to decision-analytic modeling. Further research should be done to develop more detailed guidelines on the estimation of transition probabilities.

Project description:BACKGROUND: Profile Hidden Markov Models (HMM) are statistical representations of protein families derived from patterns of sequence conservation in multiple alignments and have been used in identifying remote homologues with considerable success. These conservation patterns arise from fold specific signals, shared across multiple families, and function specific signals unique to the families. The availability of sequences pre-classified according to their function permits the use of negative training sequences to improve the specificity of the HMM, both by optimizing the threshold cutoff and by modifying emission probabilities to minimize the influence of fold-specific signals. A protocol to generate family specific HMMs is described that first constructs a profile HMM from an alignment of the family's sequences and then uses this model to identify sequences belonging to other classes that score above the default threshold (false positives). Ten-fold cross validation is used to optimise the discrimination threshold score for the model. The advent of fast multiple alignment methods enables the use of the profile alignments to align the true and false positive sequences, and the resulting alignments are used to modify the emission probabilities in the original model. RESULTS: The protocol, called HMM-ModE, was validated on a set of sequences belonging to six sub-families of the AGC family of kinases. These sequences have an average sequence similarity of 63% among the group though each sub-group has a different substrate specificity. The optimisation of discrimination threshold, by using negative sequences scored against the model improves specificity in test cases from an average of 21% to 98%. Further discrimination by the HMM after modifying model probabilities using negative training sequences is provided in a few cases, the average specificity rising to 99%. Similar improvements were obtained with a sample of G-Protein coupled receptors sub-classified with respect to their substrate specificity, though the average sequence identity across the sub-families is just 20.6%. The protocol is applied in a high-throughput classification exercise on protein kinases. CONCLUSION: The protocol has the potential to maximise the contributions of discriminating residues to classify proteins based on their molecular function, using pre-classified positive and negative sequence training data. The high specificity of the method, and increasing availability of pre-classified sequence data holds the potential for its application in sequence annotation.

Dataset Information

A Procedure for Deriving Formulas to Convert Transition Rates to Probabilities for Multistate Markov Models.

Publications

A Procedure for Deriving Formulas to Convert Transition Rates to Probabilities for Multistate Markov Models.

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