多元随机效应meta分析的一种稳健方法

A Robust Method for Multivariate Random-Effects Meta-Analysis

  • 摘要: 传统的多元meta分析模型通常假设研究间的随机效应和研究内的随机误差项均服从正态分布,这使得模型结果容易受到异常值和特殊观测的扰动.为了使模型更加稳健,并且能够处理来自随机效应和随机误差的两种异常,本文建立了基于t分布的多元随机效应meta分析模型.令随机效应项和随机误差项均服从多元t分布,给出ECM算法及其相应的三种加速算法形式,并基于极大似然估计构建了多元meta分析的t-t模型.通过数值模拟和实例研究,发现PX-ECME算法的效率在四种算法中相对最理想;实验不仅证实了t分布建模的稳健性,还验证了t-t模型能有效地识别异常值并对其来源进行区分.

     

    Abstract: Conventional multivariate meta-analysis models assume that both between-study random effects and within-study random errors follow a normal distribution. However, this assumption makes the model susceptible to outliers and unusual observations. To enhance the model’s robustness and its ability to handle anomalies in both random effects and random errors, this paper introduces a multivariate random effects meta-analysis model based on the t-distribution. In this model, both the random-effect term and the random error term are assumed to follow multivariate t-distributions. The paper details the ECM algorithm along with three accelerated versions of this algorithm and builds the t-t model for multivariate meta-analysis using maximum likelihood estimation. Numerical simulations and case studies demonstrate that the PX-ECME algorithm has the highest effciency among the proposed algorithms. The experiments not only confirm the robustness of the t-distribution modeling but also demonstrate that the t-t model can effectively identify outliers and distinguish their origins.

     

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