Title: | Likelihood Inference in Meta-Analysis and Meta-Regression Models |
---|---|
Description: | First- and higher-order likelihood inference in meta-analysis and meta-regression models. |
Authors: | Annamaria Guolo and Cristiano Varin |
Maintainer: | Cristiano Varin <[email protected]> |
License: | GPL (>= 2) |
Version: | 0.43.0 |
Built: | 2024-10-31 21:18:39 UTC |
Source: | CRAN |
Data from four experiments about the percentage of albumin in the plasma protein of the normal human subjects.
data(albumin)
data(albumin)
y
mean albumin percentage.
sigma2
estimated within-study variance.
Meier, P. (1953). Variance of a Weighted Mean. Biometrics 9, 59–73.
data(albumin)
data(albumin)
Data from 28 randomized trials about the effect of serum cholesterol reduction on the risk of ischaemic heart disease.
data(cholesterol)
data(cholesterol)
heart_disease
log odds ratio of ischaemic heart disease.
chol_reduction
average serum cholesterol reduction measured in mmol/l.
sigma2
estimated within-study variance.
Law, M.R., Wald, N.J., and Thompson, S.G. (1994). By How Much and How Quickly Does Reduction in Serum Cholesterol Concentration Lower Risk of Ischaemic Heart Disease? British Medical Journal 308, 367–373.
Thompson, S.G. and Sharp, S.J. (1999). Explaining Heterogeneity in Meta-Analysis: A Comparison of Methods. Statistics in Medicine 18, 2693–2708.
data(cholesterol)
data(cholesterol)
Data from nine randomized trials on prevention of pre-eclampsia with diuretics.
data(diuretics)
data(diuretics)
y
logarithm of the risk ratio in each study.
sigma2
estimated within-study variance.
Biggerstaff, B. and Tweedie, R. (1997). Incorporating Variability in Estimates of Heterogeneity in the Random Effects Model in Meta-Analysis. Statistics in Medicine 16, 753–768.
data(diuretics)
data(diuretics)
Data from eleven studies on the effect of open versus traditional education on student attitude toward schools.
data(education)
data(education)
y
standardized estimated mean difference in attitude according to the type of education.
sigma2
estimated within-study variance.
Hedges, L.V. and Olkin, I. (1985). Statistical Methods for Meta-Analysis. Academic Press, Orlando.
data(education)
data(education)
Implements first-order and higher-order likelihood methods for inference in meta-analysis and meta-regression models, as described in Guolo (2012). Higher-order asymptotics refer to the higher-order adjustment to the log-likelihood ratio statistic for inference on a scalar component of interest as proposed by Skovgaard (1996). See Guolo and Varin (2012) for illustrative examples about the usage of metaLik package.
metaLik(formula, data, subset, contrasts = NULL, offset, sigma2, weights=1/sigma2)
metaLik(formula, data, subset, contrasts = NULL, offset, sigma2, weights=1/sigma2)
formula |
an object of class |
data |
an optional data frame, list or environment (or object
coercible by |
subset |
an optional vector specifying a subset of observations to be used in the fitting process. |
contrasts |
an optional list. See the contrasts.arg of |
offset |
this can be used to specify an a priori known component to be included in the linear predictor during fitting. This should be |
sigma2 |
a vector of within-study estimated variances. The length of the vector must be the same of the number of studies. |
weights |
a vector of the inverse of within-study estimated variances. The length of the vector must be the same of the number of studies. If |
Models for metaLik.fit
are specified simbolically. A typical model has the form y ~ x1 + ... + xJ
, where y
is the continuous response term and xj
is the j-th covariate available at the aggregated meta-analysis level for each study. The case of no covariates corresponds to the classical meta-analysis model specified as y~1
.
Within-study variances are specified through sigma2
: the rare case of equal within-study variances implies Skovgaard's adjustment reaching a third-order accuracy.
DerSimonian and Laird estimates (DerSimonian and Laird, 1986) are also supplied.
An object of class "metaLik"
with the following components:
y |
the y vector used. |
X |
the model matrix used. |
fitted.values |
the fitted values. |
sigma2 |
the within-study variances used. |
K |
the number of studies. |
mle |
the vector of the maximum likelihood parameter estimates. |
vcov |
the variance-covariance matrix of the parameter estimates. |
max.lik |
the maximum log-likelihood value. |
beta.mle |
the vector of fixed-effects parameters estimated according to maximum likelihood. |
tau2.mle |
the maximum likelihood estimate of |
DL |
the vector of fixed-effects parameters estimated according to DerSimonian and Laird's pproach. |
tau2.DL |
the method of moments estimate of the heterogeneity parameter |
vcov.DL |
the variance-covariance matrix of the DL parameter estimates. |
call |
the matched call. |
formula |
the |
terms |
the |
offset |
the offset used. |
contrasts |
(only where relevant) the |
xlevels |
(only where relevant) a record of the levels of the factors used in fitting. |
model |
the model frame used. |
Generic functions coefficients
, vcov
, logLik
, fitted
, residuals
can be used to extract fitted model quantities.
Annamaria Guolo and Cristiano Varin.
DerSimonian, R. and Laird, N. (1986). Meta-Analysis in Clinical Trials. Controlled Clinical Trials 7, 177–188.
Guolo, A. (2012). Higher-Order Likelihood Inference in Meta-Analysis and Meta-Regression. Statistics in Medicine 31, 313–327.
Guolo, A. and Varin, C. (2012). The R Package metaLik for Likelihood Inference in Meta-Analysis. Journal of Statistical Software 50 (7), 1–14. http://www.jstatsoft.org/v50/i07/.
Skovgaard, I. M. (1996). An Explicit Large-Deviation Approximation to One-Parameter Tests. Bernoulli 2, 145–165.
Function summary.metaLik
for summaries.
Function test.metaLik
for hypothesis testing.
## meta-analysis data(education) m <- metaLik(y~1, data=education, sigma2=sigma2) summary(m) ## meta-analysis data(albumin) m <- metaLik(y~1, data=albumin, sigma2=sigma2) summary(m) ## meta-regression data(vaccine) m <- metaLik(y~latitude, data=vaccine, sigma2=sigma2) summary(m) ## meta-regression data(cholesterol) m <- metaLik(heart_disease~chol_reduction, data=cholesterol, weights=1/sigma2) summary(m)
## meta-analysis data(education) m <- metaLik(y~1, data=education, sigma2=sigma2) summary(m) ## meta-analysis data(albumin) m <- metaLik(y~1, data=albumin, sigma2=sigma2) summary(m) ## meta-regression data(vaccine) m <- metaLik(y~latitude, data=vaccine, sigma2=sigma2) summary(m) ## meta-regression data(cholesterol) m <- metaLik(heart_disease~chol_reduction, data=cholesterol, weights=1/sigma2) summary(m)
Simulate one or more meta-analysis outcomes from a fitted metaLik
object.
## S3 method for class 'metaLik' simulate(object, nsim=1, seed=NULL, ...)
## S3 method for class 'metaLik' simulate(object, nsim=1, seed=NULL, ...)
object |
an object of class |
nsim |
number of outcome vectors to simulate. Default is |
seed |
an object specifying if and how the random number generator should be initialized, see |
... |
additional optional arguments. |
A dataframe containing the simulated meta-analysis outcomes.
Annamaria Guolo and Cristiano Varin.
DerSimonian, R. and Laird, N. (1986). Meta-Analysis in Clinical Trials. Controlled Clinical Trials 7, 177–188.
data(vaccine) m <- metaLik(y~latitude, data=vaccine, sigma2=sigma2) sim <- simulate(m, nsim=2) sim
data(vaccine) m <- metaLik(y~latitude, data=vaccine, sigma2=sigma2) sim <- simulate(m, nsim=2) sim
Summary method for class "metaLik"
.
## S3 method for class 'metaLik' summary(object, ...)
## S3 method for class 'metaLik' summary(object, ...)
object |
an object of class "metaLik", usually a result of a call to |
... |
additional arguments |
summary.metaLik
prints summary information about within-study heterogeneity, parameter estimates, standard errors, first- and higher-order log-likelihood ratio statistics. See test.metaLik
for more details about the first- and higher-order statistics.
The function summary.metaLik
returns the metaLik
object from which summary.metaLik
is called.
The generic functions coefficients
, confint
and vcov
.
Function test.metaLik
allows for hypothesis testing.
## meta-analysis data(education) m <- metaLik(y~1, data=education, sigma2=sigma2) summary(m) ## meta-analysis data(albumin) m <- metaLik(y~1, data=albumin, sigma2=sigma2) summary(m) ## meta-regression data(vaccine) m <- metaLik(y~latitude, data=vaccine, sigma2=sigma2) summary(m) ## meta-regression data(cholesterol) m <- metaLik(heart_disease~chol_reduction, data=cholesterol, weights=1/sigma2) summary(m)
## meta-analysis data(education) m <- metaLik(y~1, data=education, sigma2=sigma2) summary(m) ## meta-analysis data(albumin) m <- metaLik(y~1, data=albumin, sigma2=sigma2) summary(m) ## meta-regression data(vaccine) m <- metaLik(y~latitude, data=vaccine, sigma2=sigma2) summary(m) ## meta-regression data(cholesterol) m <- metaLik(heart_disease~chol_reduction, data=cholesterol, weights=1/sigma2) summary(m)
Performs hypothesis testing on a scalar component of the fixed-effects vector in meta-analysis and meta-regression models, using the signed profile log-likelihood ratio test and its higher-order Skovgaard's adjustment (Skovgaard, 1996), as described in Guolo (2012). See Guolo and Varin (2012) for illustrative examples about the usage of metaLik package.
test.metaLik(object, param=1, value=0, alternative=c("two.sided", "less", "greater"), print=TRUE)
test.metaLik(object, param=1, value=0, alternative=c("two.sided", "less", "greater"), print=TRUE)
object |
an object of class |
param |
a specification of which parameter is to be given confidence interval, either a number or a name. Default is |
value |
a single number indicating the value of the fixed-effect parameter under the null hypothesis. Default is 0. |
alternative |
a character string specifying the alternative hypothesis, must be one of "two.sided" (default), "greater" or "less". Just the initial letter can be specified. |
print |
logical, whether output information should be printed or not; default is |
test.metaLik
allows hypothesis testing on a scalar component of interest in the fixed-effects vector. The signed profile log-likelihood ratio statistic for inference on scalar component of
is
where is the log-likelihood function and
is the maximum likelihood estimate of
.
The Skovgaard's adjustment is defined as
where is a correction term involving the observed and the expected information matrix and covariances of likelihood quantities, as described in Guolo (2012). Skovgaard's statistic has a second-order accuracy in approximating the standard normal distribution. In the rare case of equal within-study variances, Skovgaard's statistic reaches third-order accuracy.
A list with the following components:
r |
the value of the signed profile log-likelihood ratio statistic. |
pvalue.r |
the p-value of the signed profile log-likelihood ratio test. |
rskov |
the value of the Skovgaard's statistic. |
pvalue.rskov |
the p-value of the Skovgaard's test. |
Annamaria Guolo and Cristiano Varin.
Guolo, A. (2012). Higher-Order Likelihood Inference in Meta-Analysis and Meta-Regression. Statistics in Medicine 31, 313–327.
Guolo, A. and Varin, C. (2012). The R Package metaLik for Likelihood Inference in Meta-Analysis. Journal of Statistical Software 50 (7), 1–14. http://www.jstatsoft.org/v50/i07/.
Skovgaard, I. M. (1996). An Explicit Large-Deviation Approximation to One-Parameter Tests. Bernoulli 2, 145–165.
Function metaLik
for fitting meta-analysis and meta-regression models.
Function summary.metaLik
for summaries.
data(vaccine) m <- metaLik(y~latitude, data=vaccine, sigma2=sigma2) ## significance test for the intercept coefficient test.metaLik(m) ## significance test for the 'latitude' coefficient test.metaLik(m, param=2) ## testing for the 'latitude' coefficient less than 0 test.metaLik(m, param=2, value=0, alternative='less')
data(vaccine) m <- metaLik(y~latitude, data=vaccine, sigma2=sigma2) ## significance test for the intercept coefficient test.metaLik(m) ## significance test for the 'latitude' coefficient test.metaLik(m, param=2) ## testing for the 'latitude' coefficient less than 0 test.metaLik(m, param=2, value=0, alternative='less')
Data from thirteen clinical studies evaluating the efficacy of the BCG vaccine for the prevention of tuberculosis.
data(vaccine)
data(vaccine)
y
log odds ratio in each study.
latitude
latitude, distance of each study from the equator, surrogate for the presence of environmental mycobacteria providing a level of natural immunity against tuberculosis.
year
year of the study.
sigma2
estimated within-study variance.
Berkey, C.S., Hoaglin, D.C., Mosteller, F. and Colditz, G.A. (1995). A random-effects regression model for meta-analysis. Statistics in Medicine 14, 395–411.
data(vaccine)
data(vaccine)