Premium
Multivariate meta‐analysis with an increasing number of parameters
Author(s) -
Boca Simina M.,
Pfeiffer Ruth M.,
Sampson Joshua N.
Publication year - 2017
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/bimj.201600013
Subject(s) - meta analysis , univariate , statistics , multivariate statistics , random effects model , multivariate analysis , mathematics , covariance , covariance matrix , econometrics , correlation , medicine , geometry
Meta‐analysis can average estimates of multiple parameters, such as a treatment's effect on multiple outcomes, across studies. Univariate meta‐analysis (UVMA) considers each parameter individually, while multivariate meta‐analysis (MVMA) considers the parameters jointly and accounts for the correlation between their estimates. The performance of MVMA and UVMA has been extensively compared in scenarios with two parameters. Our objective is to compare the performance of MVMA and UVMA as the number of parameters, p , increases. Specifically, we show that (i) for fixed‐effect (FE) meta‐analysis, the benefit from using MVMA can substantially increase as p increases; (ii) for random effects (RE) meta‐analysis, the benefit from MVMA can increase as p increases, but the potential improvement is modest in the presence of high between‐study variability and the actual improvement is further reduced by the need to estimate an increasingly large between study covariance matrix; and (iii) when there is little to no between‐study variability, the loss of efficiency due to choosing RE MVMA over FE MVMA increases as p increases. We demonstrate these three features through theory, simulation, and a meta‐analysis of risk factors for non‐Hodgkin lymphoma.