This paper investigates the use of likelihood methods for meta-analysis, within the random-effects models framework. We show that likelihood inference relying on first-order approximations, while improving common meta-analysis techniques, can be prone to misleading results. This drawback is very evident in the case of small sample sizes, which are typical in meta-analysis. We alleviate the problem by exploiting the theory of higher-order asymptotics. In particular, we focus on a second-order adjustment to the log-likelihood ratio statistic. Simulation studies in meta-analysis and meta-regression show that higher-order likelihood inference provides much more accurate results than its first-order counterpart, while being of a computationally feasible form. We illustrate the application of the proposed approach on a real example.

Higher-order likelihood inference in meta-analysis and meta-regression

GUOLO, ANNAMARIA
2012-01-01

Abstract

This paper investigates the use of likelihood methods for meta-analysis, within the random-effects models framework. We show that likelihood inference relying on first-order approximations, while improving common meta-analysis techniques, can be prone to misleading results. This drawback is very evident in the case of small sample sizes, which are typical in meta-analysis. We alleviate the problem by exploiting the theory of higher-order asymptotics. In particular, we focus on a second-order adjustment to the log-likelihood ratio statistic. Simulation studies in meta-analysis and meta-regression show that higher-order likelihood inference provides much more accurate results than its first-order counterpart, while being of a computationally feasible form. We illustrate the application of the proposed approach on a real example.
higher-order asymptotics,likelihood,linear mixed-effects model,meta-analysis,Skovgaard's statistic,small sample inference
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/371796
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