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Department of Management, Economics and Quantitative Methods

Short course Bayesian Methods in Health Economics

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Short course
Bayesian Methods in Health Economics

UniversitÓ di Bergamo - 30th March - 1st April 2015

via dei Caniana 2 - 24127 Bergamo (BG) - Italy
45░ 41' 38" N 9░ 40' 11" E


Dr. Gianluca Baio - University College London (www.ucl.ac.uk/statistics/people/gianlucabaio)


The course aims at providing an introduction to Bayesian analysis and MCMC methods using R and MCMC sampling software (such as OpenBUGS and JAGS), as applied to cost-effectiveness analysis and typical models used in health economic evaluations. As such, it is intended for health economists, statisticians, and decision modellers interested in the practice of Bayesian modelling and will be based on a mixture of lectures and computer practicals. The emphasis will be on examples of applied analysis: software and code to carry out the analyses will be provided.
Lectures and practicals are based on the book Bayesian Methods in Health Economics (BMHE).

The lecture programme will include:

  • Introduction to health economic evaluations, Bayesian inference and MCMC
  • Cost and cost-utility data
  • Statistical cost-effectiveness analysis
  • Probabilistic Sensitivity Analysis (PSA)
  • Evidence synthesis and hierarchical models
  • Markov models

The practical programme (with R, BUGS/JAGS) will include:

  • Monte Carlo and MCMC in BUGS
  • Cost-effectiveness analysis with individual level data
  • Introduction to R and cost-effectiveness analysis using BCEA
  • Health economic evaluation and PSA with R/BUGS/BCEA
  • Evidence synthesis: decision models and network meta-analysis
  • Markov models in health economics


The target audience is anyone with a basic knowledge of probability distributions, regression analysis and Markov models. However, statistical concepts are reviewed in the context of applied health economic evaluations in the lectures. Participants are encouraged to bring their own laptops (not provided by the organizers) for the practicals.


The course fee is 85 Euro and includes course material, coffee breaks and lunches.


For more information about the course please contact Michela Cameletti: michela.cameletti@unibg.it