Robust confidence intervals for meta-regression with interaction effects

IF 1 4区 数学 Q3 STATISTICS & PROBABILITY
Maria Thurow, Thilo Welz, Eric Knop, Tim Friede, Markus Pauly
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引用次数: 0

Abstract

Meta-analysis is an important statistical technique for synthesizing the results of multiple studies regarding the same or closely related research question. So-called meta-regression extends meta-analysis models by accounting for study-level covariates. Mixed-effects meta-regression models provide a powerful tool for evidence synthesis, by appropriately accounting for between-study heterogeneity. In fact, modelling the study effect in terms of random effects and moderators not only allows to examine the impact of the moderators, but often leads to more accurate estimates of the involved parameters. Nevertheless, due to the often small number of studies on a specific research topic, interactions are often neglected in meta-regression. In this work we consider the research questions (i) how moderator interactions influence inference in mixed-effects meta-regression models and (ii) whether some inference methods are more reliable than others. Here we review robust methods for confidence intervals in meta-regression models including interaction effects. These methods are based on the application of robust sandwich estimators of Hartung-Knapp-Sidik-Jonkman (HKSJ) or heteroscedasticity-consistent (HC)-type for estimating the variance-covariance matrix of the vector of model coefficients. Furthermore, we compare different versions of these robust estimators in an extensive simulation study. We thereby investigate coverage and width of seven different confidence intervals under varying conditions. Our simulation study shows that the coverage rates as well as the interval widths of the parameter estimates are only slightly affected by adjustment of the parameters. It also turned out that using the Satterthwaite approximation for the degrees of freedom seems to be advantageous for accurate coverage rates. In addition, different to previous analyses for simpler models, the \(\textbf{HKSJ}\)-estimator shows a worse performance in this more complex setting compared to some of the \(\textbf{HC}\)-estimators.

Abstract Image

具有交互效应的元回归的稳健置信区间
荟萃分析是一种重要的统计技术,用于综合有关相同或密切相关研究问题的多项研究结果。所谓的元回归通过考虑研究层面的协变量来扩展元分析模型。混合效应元回归模型通过适当考虑研究间的异质性,为证据综合提供了强有力的工具。事实上,用随机效应和调节因子来模拟研究效应,不仅可以考察调节因子的影响,而且往往能更准确地估计相关参数。然而,由于特定研究课题的研究数量通常较少,元回归往往忽略了交互作用。在这项工作中,我们考虑了以下研究问题:(i) 在混合效应元回归模型中,调节因子的交互作用如何影响推断;(ii) 某些推断方法是否比其他方法更可靠。在此,我们回顾了元回归模型(包括交互效应)中置信区间的稳健方法。这些方法的基础是应用 Hartung-Knapp-Sidik-Jonkman(HKSJ)或异方差一致(HC)型稳健三明治估计器来估计模型系数向量的方差-协方差矩阵。此外,我们还在广泛的模拟研究中比较了这些稳健估计器的不同版本。因此,我们研究了不同条件下七个不同置信区间的覆盖率和宽度。我们的模拟研究表明,参数估计的覆盖率和区间宽度只受到参数调整的轻微影响。结果还表明,使用萨特斯韦特自由度近似值似乎更有利于获得准确的覆盖率。此外,与之前对较简单模型的分析不同,在这种较复杂的情况下,与某些(textbf{HC})估计器相比,(textbf{HKSJ})估计器的性能较差。
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来源期刊
Computational Statistics
Computational Statistics 数学-统计学与概率论
CiteScore
2.90
自引率
0.00%
发文量
122
审稿时长
>12 weeks
期刊介绍: Computational Statistics (CompStat) is an international journal which promotes the publication of applications and methodological research in the field of Computational Statistics. The focus of papers in CompStat is on the contribution to and influence of computing on statistics and vice versa. The journal provides a forum for computer scientists, mathematicians, and statisticians in a variety of fields of statistics such as biometrics, econometrics, data analysis, graphics, simulation, algorithms, knowledge based systems, and Bayesian computing. CompStat publishes hardware, software plus package reports.
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