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Meta-Analysis
. 2023 Jan 17;23(1):19.
doi: 10.1186/s12874-022-01809-0.

Heterogeneity estimation in meta-analysis of standardized mean differences when the distribution of random effects departs from normal: A Monte Carlo simulation study

Affiliations
Meta-Analysis

Heterogeneity estimation in meta-analysis of standardized mean differences when the distribution of random effects departs from normal: A Monte Carlo simulation study

Desirée Blázquez-Rincón et al. BMC Med Res Methodol. .

Abstract

Background: Advantages of meta-analysis depend on the assumptions underlying the statistical procedures used being met. One of the main assumptions that is usually taken for granted is the normality underlying the population of true effects in a random-effects model, even though the available evidence suggests that this assumption is often not met. This paper examines how 21 frequentist and 24 Bayesian methods, including several novel procedures, for computing a point estimate of the heterogeneity parameter ([Formula: see text]) perform when the distribution of random effects departs from normality compared to normal scenarios in meta-analysis of standardized mean differences.

Methods: A Monte Carlo simulation was carried out using the R software, generating data for meta-analyses using the standardized mean difference. The simulation factors were the number and average sample size of primary studies, the amount of heterogeneity, as well as the shape of the random-effects distribution. The point estimators were compared in terms of absolute bias and variance, although results regarding mean squared error were also discussed.

Results: Although not all the estimators were affected to the same extent, there was a general tendency to obtain lower and more variable [Formula: see text] estimates as the random-effects distribution departed from normality. However, the estimators ranking in terms of their absolute bias and variance did not change: Those estimators that obtained lower bias also showed greater variance. Finally, a large number and sample size of primary studies acted as a bias-protective factor against a lack of normality for several procedures, whereas only a high number of studies was a variance-protective factor for most of the estimators analyzed.

Conclusions: Although the estimation and inference of the combined effect have proven to be sufficiently robust, our work highlights the role that the deviation from normality may be playing in the meta-analytic conclusions from the simulation results and the numerical examples included in this work. With the aim to exercise caution in the interpretation of the results obtained from random-effects models, the tau2() R function is made available for obtaining the range of [Formula: see text] values computed from the 45 estimators analyzed in this work, as well as to assess how the pooled effect, its confidence and prediction intervals vary according to the estimator chosen.

Keywords: Between-study variance; Heterogeneity; Meta-analysis; Non-normality; Random effects; Simulation study.

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Conflict of interest statement

The authors declare that they have no competing interests.

Figures

Fig. 1
Fig. 1
Absolute bias of the frequentist estimators Note. Absolute bias of the frequentist estimators as a function of the amount of heterogeneity, the number of primary studies, and the average sample size. The results are presented separately for each condition of the shape of the random-effects distribution. CA = Cochran estimator; MBH = Malzahn-Böhning-Holling estimator; SJ(CA) = Sidik-Jonkman estimator with prior CA estimation; MPM = median-unbiased Mandel-Paule estimator; SJ = Sidik-Jonkman estimator; MP = Mandel-Paule estimator; CA2 = two-step Cochran estimator; DL2 = two-step DerSimonian-Laird estimator; DLm = multistep DerSimonian-Laird estimator; HS(ss) = Hunter-Schmidt estimator weighted by sample size; ML = maximum likelihood estimator; REML = restricted maximum likelihood estimator; LCHr = Lin-Chu-Hodges r estimator; LCHm = Lin-Chu-Hodges m estimator; GENQM = median-unbiased generalized Q statistic estimator; DLp = positive DerSimonian-Laird estimator; DL = DerSimonian-Laird estimator; HS(k) = Hunter-Schmidt estimator corrected by small sample size; DLb = nonparametric bootstrap DerSimonian-Laird estimator; HS(iv) = Hunter-Schmidt estimator weighted by inversed variance; HM = Hartung-Makambi estimator
Fig. 2
Fig. 2
Absolute bias of the Bayesian estimators Note. Absolute bias of the Bayesian estimators as a function of the amount of heterogeneity, the number of primary studies, and the average sample size. The results are presented separately for each condition of the shape of the random-effects distribution. FB (mean) = fully Bayesian estimators based on the posterior mean; FB (median) = fully Bayesian estimators based on the posterior median; FB (mode) = fully Bayesian estimators based on the posterior mode; RB = Rukhin Bayes estimator; RBp = positive Rukhin Bayes estimator; BM = Bayes Modal estimator
Fig. 3
Fig. 3
Variance of the frequentist estimators Note. Variance of the frequentist estimators as a function of the amount of heterogeneity, the number of primary studies, and the average sample size. The results are presented separately for each condition of the shape of the random-effects distribution. CA = Cochran estimator; MBH = Malzahn-Böhning-Holling estimator; SJ(CA) = Sidik-Jonkman estimator with prior CA estimation; MPM = median-unbiased Mandel-Paule estimator; SJ = Sidik-Jonkman estimator; MP = Mandel-Paule estimator; CA2 = two-step Cochran estimator; DL2 = two-step DerSimonian-Laird estimator; DLm = multistep DerSimonian-Laird estimator; HS(ss) = Hunter-Schmidt estimator weighted by sample size; ML = maximum likelihood estimator; REML = restricted maximum likelihood estimator; LCHr = Lin-Chu-Hodges r estimator; LCHm = Lin-Chu-Hodges m estimator; GENQM = median-unbiased generalized Q statistic estimator; DLp = positive DerSimonian-Laird estimator; DL = DerSimonian-Laird estimator; HS(k) = Hunter-Schmidt estimator corrected by small sample size; DLb = nonparametric bootstrap DerSimonian-Laird estimator; HS(iv) = Hunter-Schmidt estimator weighted by inversed variance; HM = Hartung-Makambi estimator
Fig. 4
Fig. 4
Variance of the Bayesian estimators Note. Variance of the Bayesian estimators as a function of the amount of heterogeneity, the number of primary studies, and the average sample size. The results are presented separately for each condition of the shape of the random-effects distribution. FB (mean) = fully Bayesian estimators based on the posterior mean; FB (median) = fully Bayesian estimators based on the posterior median; FB (mode) = fully Bayesian estimators based on the posterior mode; RB = Rukhin Bayes estimator; RBp = positive Rukhin Bayes estimator; BM = Bayes Modal estimator

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