General-purpose methods for simulating survival data for expected value of sample information calculations

Background

Expected value of sample information (EVSI) quantifies the expected value to a decision maker of reducing uncertainty by collecting additional data. EVSI calculations require simulating plausible data sets, typically achieved by evaluating quantile functions at random uniform numbers using standard inverse transform sampling (ITS). This is straightforward when closed-form expressions for the quantile function are available, such as for standard parametric survival models, but these are often unavailable when assuming treatment effect waning and for flexible survival models. In these circumstances, the standard ITS method could be implemented by numerically evaluating the quantile functions at each iteration in a probabilistic analysis, but this greatly increases the computational burden. Thus, our study aims to develop general purpose methods that standardize and reduce the computational burden of the EVSI data-simulation step for survival data.

Methods

We developed a discrete sampling method and an interpolated ITS method for simulating survival data from a probabilistic sample of survival probabilities over discrete time units. We compared the general purpose and standard ITS methods using an illustrative partitioned survival model with and without adjustment for treatment effect waning. Results The discrete sampling and interpolated ITS methods agree closely with the standard ITS method, with the added benefit of a greatly reduced computational cost in the scenario with adjustment for treatment effect waning.

Conclusions

We present general purpose methods for simulating survival data from a probabilistic sample of survival probabilities that greatly reduce the computational burden of the EVSI data-simulation step when we assume treatment effect waning or use flexible survival models. The implementation of our data-simulation methods is identical across all possible survival models and can easily be automated from standard probabilistic decision analyses.