Increasing the efficiency of Monte Carlo cohort simulations with variance reduction techniques

Medical Decision Making

Volumn 26, Issue 5, 2006, Pages 550-553

  Shechter, Steven M ^a,d   Schaefer, Andrew J ^a,b   Braithwaite, R Scott ^c   Roberts, Mark S ^a,b  

^a University of Pittsburgh   (United States)

^b UNIVERSITY OF PITTSBURGH SCHOOL OF MEDICINE   (United States)

^c YALE UNIVERSITY SCHOOL OF MEDICINE   (United States)

^d UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Antithetic variates; Common random numbers; Estimation; Monte Carlo cohort simulations; Policy comparison; Variance reduction techniques

Indexed keywords

ACCURACY; ARTICLE; COHORT ANALYSIS; COST BENEFIT ANALYSIS; MEDICAL DECISION MAKING; MONTE CARLO METHOD; SIMULATION; STATISTICAL PARAMETERS; VARIANCE;

COMPUTER SIMULATION; DECISION MAKING; HUMANS; MODELS, STATISTICAL; MONTE CARLO METHOD;

EID: 33748785453     PISSN: 0272989X     EISSN: 1552681X     Source Type: Journal    
DOI: 10.1177/0272989X06290489     Document Type: Article

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