Robust estimation and confidence interval in meta-regression models

被引:5
|
作者
Yu, Dalei [1 ]
Ding, Chang [1 ]
He, Na [2 ]
Wang, Ruiwu [3 ]
Zhou, Xiaohua [4 ]
Shi, Lei [1 ]
机构
[1] Yunnan Univ Finance & Econ, Sch Stat & Math, Kunming 650221, Yunnan, Peoples R China
[2] Ind & Commerce Adm Yunnan Prov, Kunming 650228, Yunnan, Peoples R China
[3] Northwestern Polytech Univ, Ctr Ecol & Environm Sci, Xian 710072, Shaanxi, Peoples R China
[4] Univ Washington, Dept Biostat, Seattle, WA 98195 USA
基金
中国国家自然科学基金;
关键词
Confidence interval; Meta-regression mode; Outlier; Random effect; Robust estimation; Second-order stochastic expansion; MAXIMUM-LIKELIHOOD ESTIMATOR; INFLUENCE DIAGNOSTICS; VARIANCE-ESTIMATION; METAANALYSIS; HETEROGENEITY; TUBERCULOSIS; INFERENCE; OUTLIER;
D O I
10.1016/j.csda.2018.08.010
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Meta-analysis provides a quantitative method for combining results from independent studies with the same treatment. However, existing estimation methods are sensitive to the presence of outliers in the datasets. In this paper we study the robust estimation for the parameters in meta-regression, including the between-study variance and regression parameters. Huber's rho function and Tukey's biweight function are adopted to derive the formulae of robust maximum likelihood (ML) estimators. The corresponding algorithms are developed. The asymptotic confidence interval and second-order-corrected confidence interval are investigated. Extensive simulation studies are conducted to assess the performance of the proposed methodology, and our results show that the robust estimators are promising and outperform the conventional ML and restricted maximum likelihood estimators when outliers exist in the dataset. The proposed methods are applied in three case studies and the results further support the eligibility of our methods in practical situations. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码:93 / 118
页数:26
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