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Decision-Theoretic Aspects of Meta-Analysis

Published

Author(s)

Andrew L. Rukhin

Abstract

In the random-effects model of meta-analysis a canonical representation of the restricted likelihood function is obtained. The relationship between the common mean estimators and the heterogeneity variance estimators is explored via this representation. An explicit form of weighted means statistics variance is found.The behavior of the quadratic risk for large heterogeneity variance is elucidated. It is noted that the sample mean is not admissible or minimax when the number of studies is larger than three.
Citation
Journal of the Royal Statistical Society Series B-Statistical Methodology

Keywords

DerSimonian-Laird estimator, Hedges estimator, Mandel-Paule procedure, minimaxity, random-effects model, restricted likelihood, Stein phenomenon.

Citation

Rukhin, A. (2014), Decision-Theoretic Aspects of Meta-Analysis, Journal of the Royal Statistical Society Series B-Statistical Methodology, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=912771 (Accessed July 20, 2024)

Issues

If you have any questions about this publication or are having problems accessing it, please contact reflib@nist.gov.

Created April 1, 2014, Updated January 27, 2020