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
相关论文
共 50 条
  • [31] Robust estimation for functional quadratic regression models
    Boente G.
    Parada D.
    Computational Statistics and Data Analysis, 2023, 187
  • [32] Robust estimation for functional logistic regression models
    Boente, Graciela
    Valdora, Marina
    ELECTRONIC JOURNAL OF STATISTICS, 2025, 19 (01): : 921 - 955
  • [33] ROBUST REGRESSION FOR DEVELOPING SOFTWARE ESTIMATION MODELS
    MIYAZAKI, Y
    TERAKADO, M
    OZAKI, K
    NOZAKI, H
    JOURNAL OF SYSTEMS AND SOFTWARE, 1994, 27 (01) : 3 - 16
  • [34] Robust estimation in partially linear regression models
    Jiang, Yunlu
    JOURNAL OF APPLIED STATISTICS, 2015, 42 (11) : 2497 - 2508
  • [35] Semiparametrically weighted robust estimation of regression models
    Cizek, Pavel
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2011, 55 (01) : 774 - 788
  • [36] Building Confidence-Interval-Based Fuzzy Random Regression Models
    Watada, Junzo
    Wang, Shuming
    Pedrycz, Witold
    IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2009, 17 (06) : 1273 - 1283
  • [37] Robust estimation of confidence interval in neural networks applied to time series
    Salas, R
    Torres, R
    Allende, H
    Moraga, C
    ARTIFICIAL NEURAL NETS PROBLEM SOLVING METHODS, PT II, 2003, 2687 : 441 - 448
  • [38] Robust confidence interval for the variance
    Barham, AM
    Jeyaratnam, S
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1999, 62 (03) : 189 - 205
  • [39] Partially Adaptive Estimation of Interval Censored Regression Models
    Jason Cook
    James McDonald
    Computational Economics, 2013, 42 : 119 - 131
  • [40] Partially Adaptive Estimation of Interval Censored Regression Models
    Cook, Jason
    McDonald, James
    COMPUTATIONAL ECONOMICS, 2013, 42 (01) : 119 - 131