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Some Corrections of the Significance Level in Meta‐Analysis
Author(s) -
Böckenhoff Annette,
Hartung Joachim
Publication year - 1998
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/(sici)1521-4036(199812)40:8<937::aid-bimj937>3.0.co;2-0
Subject(s) - estimator , statistics , mathematics , standard deviation , econometrics , convexity , standard error , economics , financial economics
In many applications we obtain test statistics by combining estimates from different experiments or studies. The usual combined estimator of the overall effect in independent studies leads to systematic overestimates of the significance level, see Li, Shi , and Roth (1994). This results in a great number of unjustified significant evidences. By examination of the convexity of composed functions involved and application of higher and inverse moments of the χ 2 distribution we propose corrections for the estimated standard deviation of the overall effect estimator. Analytical results and simulations show that we improve the estimated significance level in such models.