Multivariate random-effects meta-analysis

Multivariate meta-analysis combines estimates of several related parameters over several studies. These parameters can, for example, refer to multiple outcomes or comparisons between more than two groups. A new Stata command, mvmeta, performs maximum likelihood, restricted maximum likelihood, or method-of-moments estimation of random-effects multivariate meta-analysis models. A utility command, mvmeta_make, facilitates the preparation of summary datasets from more detailed data. The commands are illustrated with data from the Fibrinogen Studies Collaboration, a meta-analysis of observational studies; I estimate the shape of the association between a quantitative exposure and disease events by grouping the quantitative exposure into several categories.