Summarizing empirical information on between-study heterogeneity for Bayesian random-effects meta-analysis

Bibliographic Details
Title: Summarizing empirical information on between-study heterogeneity for Bayesian random-effects meta-analysis
Authors: Röver, Christian, Sturtz, Sibylle, Lilienthal, Jona, Bender, Ralf, Friede, Tim
Source: Statistics in Medicine, 42(14):2439-2454, 2023
Publication Year: 2022
Collection: Statistics
Subject Terms: Statistics - Methodology
More Details: In Bayesian meta-analysis, the specification of prior probabilities for the between-study heterogeneity is commonly required, and is of particular benefit in situations where only few studies are included. Among the considerations in the set-up of such prior distributions, the consultation of available empirical data on a set of relevant past analyses sometimes plays a role. How exactly to summarize historical data sensibly is not immediately obvious; in particular, the investigation of an empirical collection of heterogeneity estimates will not target the actual problem and will usually only be of limited use. The commonly used normal-normal hierarchical model for random-effects meta-analysis is extended to infer a heterogeneity prior. Using an example data set, we demonstrate how to fit a distribution to empirically observed heterogeneity data from a set of meta-analyses. Considerations also include the choice of a parametric distribution family. Here, we focus on simple and readily applicable approaches to then translate these into (prior) probability distributions.
Comment: 18 pages, 5 tables, 4 figures
Document Type: Working Paper
DOI: 10.1002/sim.9731
Access URL: http://arxiv.org/abs/2202.12538
Accession Number: edsarx.2202.12538
Database: arXiv
More Details
DOI:10.1002/sim.9731