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A RANDOM EFFECT MODEL WITH QUALITY SCORE FOR META-ANALYSIS Hongmei Cao A thesis submit ted in conformity with the requirements for the degree of Master of Science Graduate Department of Community Health Cniversity of Toronto @Copyright by Hongmei Cao 200 1

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Page 1: A RANDOM EFFECT MODEL WITH QUALITY SCORE FOR META … · A Random Effect Mode1 with Quality Score for Meta-analysis Hongmei Cao, h1.S~. Department of Cornrnunity Health University

A RANDOM EFFECT MODEL WITH

QUALITY SCORE FOR

META-ANALYSIS

Hongmei Cao

A thesis submit ted in conformity with the requirements

for the degree of Master of Science

Graduate Department of Community Health

Cniversity of Toronto

@Copyright by Hongmei Cao 200 1

Page 2: A RANDOM EFFECT MODEL WITH QUALITY SCORE FOR META … · A Random Effect Mode1 with Quality Score for Meta-analysis Hongmei Cao, h1.S~. Department of Cornrnunity Health University

National Library I*l of Canada Bibliothèque nationale du Canada

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Page 3: A RANDOM EFFECT MODEL WITH QUALITY SCORE FOR META … · A Random Effect Mode1 with Quality Score for Meta-analysis Hongmei Cao, h1.S~. Department of Cornrnunity Health University

A Random Effect Mode1 with Quality Score for

Meta-analysis

Hongmei Cao, h1.S~.

Department of Cornrnunity Health

University of Toronto, 200 1

Abstract

!deta-anaiysis is a set of statistical maneuvers to quantitatively sumrnarize rnulti-

ple related studics. There are two major stat ist ical approaches to niet a-analysis. One

is fised effect models. d i i c h assume that al1 studies arc governeci by a cornmon treat-

ment effect. and take the studies be analyzed as the iiniversc of intercst: the other

is randorn effect models. which allow ciifferent treatrnent efI'ects for different studies.

and treat these studies as representing a sample from a larger population of possible

studies. Because the reliability of data used in the meta-analysis is different. in or-

der to get more accurate results. quality scores can be introduced to mode1 the data

reliabilit. In this thesis. 1 study a randorn effect mode1 incorporating quality score

for met a-analysis in comparison s i t h t hree ot her models. 1 apply Iikelihood met hods

and the bootstrap to estimate the study effect. and the bias and standard errors of

the estimators. 1 apply the mode1 to a real data set. and to simulated data sets.

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By analyzing systemiitic cornputational results. 1 find that the random effect mode1

with quaiity score can offer better accuracy. precision and coverage of the estimate of

study effect than the other three models.

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Acknowledgment s

1 thank my supervisor. Prof. David Tritchler. a h o has offered me valuable guid-

ance and assistance during the course of my MSc. study.

1 thank the niembers of rny departmental oral esamination cornmittee. Prof. David

Tritchler. Prof. Salomon SIinkin. Prof. Paul Corey and Prof. George Tomlinson. for

their valuable comments antl feeclback on the nianuscript of rny thesis.

1 thank rny hiisband. Jiangbin Yang. a h o has acconipanicd me for many days and

nights of hart1 work. nho has understood and appreciated me. nho has sliarcd many

things witli nie. antl who has supported ancl encouraged me.

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Contents

Abstract 1

. O O Acknowledgments 111

1 Introduction 1

1.1 Historical Devrloprncnt of Meta-Analysis . . . . . . . . . . . . . . . . 1

1.2 Objective and Steps of 'rieta-.\nalysis . . . . . . . . . . . . . . . . . . :3

1.3 Two Approaches to Statist ical Iieta-Xnalysis . . . . . . . . . . . . . 4

1.4 Quality of Stiiclies in Ileta-Analysis . . . . . . . . . . . . . . . . . . . S

1.5 A Probability Mode1 to be Studied in This Thesis . . . . . . . . . . . 9

1.6 Contents and Organization of the Thesis . . . . . . . . . . . . . . . . 12

2 Methods and Techniques for Analysis 13

'2.1 Derivation of Likelihood Functions . . . . . . . . . . . . . . . . . . . 14

2.2 Monte Carlo Simulation . . . . . . . . . . . . . . . . . . . . . . . . . 11

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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.3 Bootstrap

. . . . . . . . . . . . . . . . . 2.3.1 Concept and Idea of Bootstrap

. . . . . . . . . . . . . . . 2.3.2 Bootstrap Procedure in This Thesis

3 Application of the Mode1 to Simulation Data

. . . . . . . . . . . . . . . 3.1 Cornputational Results of Simulation Data

3.2 Analysis of the Computational Results for Cornparison of the SIodels

4 Application of the Mode1 to a Real Data Set

. . . . . . . . . . . . . . . . . . . . . . . 4.1 Background of the Data Set

4.2 Application of the Mode1 to the Data Set . . . . . . . . . . . . . . . .

5 Conchsion

A S-plus hinctions

. . . . . . . . . . . . . . . . . . . . . . 1 Object Function of the Models

. . . . . . . . . . . . .-\ . 1.1 Ranclom Effect !dodel a i t h Quality Score

. . . . . . . . . . . . . .A . 1.2 Fixed Effect SIodel with Quality Score

.A . 3 Random Effect SIodel wit hout Quality Score . . . . . . . . . .

. . . . . . . . . . . . . . . A.2 Information SIatris (Function) for .\ Iodels

. . . . . . . . . . . . 4 . 2 . 1 Random Effect Slodel mith Quality Score

. . . . . . . . . . . . . A.2.2 Fixed Effect .\ Iode1 a i th Quality Score

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-4.3.3 Random Effect Mode1 without Quality Score . . . . . . . . . . 70

-1.3 Bootstrap Procedure for Estimation of Biases and Standard Errors . 71

-- A.4 Nain Simulation Fiinction . . . . . . . . . . . . . . . . . . . . . . . . , a

Bibliography 81

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List of Tables

1.1 Arrangement of data and table notation for application of Slantel-

Haenszel and Peto methods . . . . . . . . . . . . . . . . . . . . . . . .. *3

3.1 Simulation results for r" O. 1 x e x p ( 4 . 3 ) and 0.5 < Q, c 1 . . . . . 27

3.2 Simulation results for r 2 = 0.25 x e r p ( 4 . 3 ) and 0.5 < Q, < 1 . . . . 28

3.3 Simulation results for r2 = 0.5 x exp( -2 .3 ) and 0.5 < Q, < 1 . . . . 29

3.4 Simulation results for r' = 0.73 x e x p ( 4 . 3 ) and O.: < Q, < 1 . . . . 30

3.5 Simulation results for r' = 1 .O0 x e r p ( - 2 . 3 ) and 0.5 < Q, < 1 . . . . 31

3.6 Simulation results for r' = 2.00 x exp(-'1.3) and 0.5 < Q, < 1 . . . . 32

3.7 Simulation results for r' = 0.10 x erp(- '1.3) and 0.75 < Q, < 1 . . . 33

3.8 Simulation results for r' = 0.25 x e x p ( 4 . 3 ) and 0.7.5 < Q, < 1 . . . 34

3.9 Simulation results for T' = 0.50 x e r p ( 4 . 3 ) and 0.7.3 < Q, < 1 . . . 35

3.10 Simulation results for r2 = 0.75 x e r p ( - 2 . 3 ) and 0.7.5 < Q, < 1 . . . 36

3.11 Simulation results for r2 = 1.00 x exp( -2 .3 ) and 0.75 < Q, < 1 . . . 37

3.12 S i m u i a t i o n r e s u l t s f o r r ~ = 2 x e ~ p ( - 2 . 3 ) a n d 0 . 7 . 5 < Q , < 1 . . . . . 35

vii

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3.13 Simulation results for T' = 0.10 x e x p ( 4 . 3 ) and 0.99 < Q, < 1 . . . 39

3.14 Simulation results for r' = 0.25 x e x p ( 4 . 3 ) and 0.99 < &, < 1 . . . 40

3.13 Simulation results for r' = 0.50 x e x p ( 4 . 3 ) and 0.99 < Q, < 1 . . . 41

3.16 Simulation results for r' = 0.75 x e r p ( 4 . 3 ) and 0.99 < Q, < 1 . . . 42

3.17 Simulation results for T' = 1.00 x e x p ( 4 . 3 ) and 0.99 < Q, < 1 . . . 43

3.18 Simulation results for r' = 2.00 x exp(-2.3) and 0.99 < &, < 1 . . . 44

4 Pa r t Io f the rea l c i a t a sc t . . . . . . . . . . . . . . . . . . . . . . . . . 61

-4.2 Part II of the real data set. . . . . . . . . . . . . . . . . . . . . . . . . 62

4.3 Slodcling results of the real data . . . . . . . . . . . . . . . . . . . . 64

. *. V l l l

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List of Figures

3.1 Plots of the bias of the estiniateti stucly effect with respect to r' of

the four niodels with and without bootstrap atljiistmcnt for the thrce

ranges of quality scores. . . . . . . . . . . . . . . . . . . . . . . . . . 49

3.2 Plots of the absoiutc values of bias of the estirnatetl study effitct with

respect to T? of the four moclels a i t li and [rit hoiit bootstrap iicljustrncnt

for the three ranges of qiiality scores. . . . . . . . . . . . . . . . . . 30

3.3 Plots of SISE of the estimated study effect with respect to r- of the four

niodels with and without bootstrap adjustment for the three ranges of

quality scores. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 l

3.4 Plots of the 95% coverage of the estimated stiidy effect tvith respect to

r' of the four rnodels with and withaiit bootstrap adjustment for the

three ranges of quality scores. . . . . . . . . . . . . . . . . . . . . . . 52

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3.5 Plots of the 90% coverage of the estimated study effect with respect to

r' of the four models with and without bootstrap adjustment for the

three ranges of quality scores. . . . . . . . . . . . . . . . . . . . . . . 53

3.6 Plots of the b i s of the estimated stridy effect with respect to r2. for

the three ranges of quality scores. of the four niodels a i th and nithout

bootstrap adjustment. . . . . . . . . . . . . . . . . . . . . . . . . . . 54

3.7 Plots of the absolute rdlues of bias of the estiniated study effect with

respect to T'. for the three ranges of quality scores. of the four models

- - with and without bootstrnp adjustment. . . . . . . . . . . . . . . . . a;,

3.8 Plots of SISE of the ~s t imatrd stiidy ~ffecit rvit h respert to r'. for the

three ranges of quality scores. of the four niociels witli ancl aitliorit

bootstrap adjustment. . . . . . . . . . . . . . . . . . . . . . . . . . . 56

3.9 Plots of the 95% CI coverages of the est imated st iidy effect nit ti respect

to r? for the threc ranges of quality scores. of the four models with

-- and without bootstrap adjustment. . . . . . . . . . . . . . . . . . . . 9 1

3.10 Plots of the 90% CI coverages of the estimated study effect wit h respect

to 7'. for the three ranges of quality scores. of the four models with

andwithout bootstrapadjustrnent. . . . . . . . . . . . . . . . . . . . 523

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Chapter 1

Introduction

1.1 Historical Development of Meta-Analysis

\Vhat is niet ;wmalysis? The terni 'm~ta-analysis' was inventecl by GS' . Glass in

1976 (rcfcrriice 10). where 'meta' is a Greek prefis mliich nieans 'transceiiding'. and

.analysis' is the root. A definition of meta-analysis given by Diana B. Petitti is

as foilons: 'Meta-analysis is a quantitative approach for systematically conibining

the results of previous research in order to arrive .et conclusions about the body of

research. S tudies of a topic are first systemat ically ident ified. Cri teria for including

and excluding studies are defined. and data from the eligible st udies are abstracted.

L a t . the data are comhined statistically. yielding a quantitative estimate of the size

of the effect of treatment and a test of homogeneity in the estimate of effect size

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(reference 2 1) .' However, before the word .met a-analysis' was coined. the st at ist ical

combination of data from previous studies in the same topic had been widely used.

Because literally hundreds of studies esisted for the same topics in the mid-1970s.

the techniques of combining data from man' studies of the sanie topic have became

more and niore popiilar anci important since late 1970s. During the late 1970s and

the early 1980s. meta-aniilysis and its statistical metliocls were developed in the re-

search work of social scientists. inclucling Rosenthal (1978). Gliiss. '\lcGaw. and Smith

(1% 1). and Heclges ( 1982. 1983). Hunter. Schmidt ancl .Jackson (198'2). Light ( 1983).

and Ligtit and Pillcniitr ( 1984). It ivas important that they espandecl the goal of the

analysis to inclticIr the attcnipt to systematically iti~ntify the stiidirs to br cornhineti.

not just the cornhination of data. It nas eclually important that they consicirr the

estimation of effect size. not jiist statistical significance which had bcen a primary

aim of niet a-arialysis.

The ilse of nieta-analysis in medical research became popiilar right after its p o p

ularization in the social sciences. In the late 1980s. descriptions of the methods of

meta-analysis appeared almost simultaneoiisly in three influential general medical

journals. the New England Journal o/ ibiedicine. Lancet. and the ilnnal.9 O/ Interna1

Mededicine (L'Abbe. Detsky. O'Rourke 1987: Sack et al. 1987: Btilpitt 1988). Due to

the increasing focus on randomized clinical trials. meta-analusis \vas used sidely in

medical research and benefited from the rising level of concern about the interpreta-

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t ion of small and individually inconclusive clinical t rails.

1.2 Objective and Steps of Meta-Analysis

The overall objective of meta-analysis is to combine the results of previous studies

to analyze them and get sumrnary conclusions about a topic of research. Especially

when the individual sttidies are small. rneta-analysis is the most iiseful maneuver in

siimmarizing them to reach a valid conclusion.

There are four steps in a meta-analysis:

1. Identify the studies with relevant data in the same topic for the interided meta-

analysis. The development of sys temat ic and esplici t procedures for itlcnt ifying

the stuclies with relevant data in the sanie topic is ver- important for proper a p

plication of meta-analysis rnethods. The systernaticriess ancl esplicitness of the

procedures For st udy iclentification make a clist inct ion beriveen rneta-analysis.

which is quantitative. and qualitative literature revieiv. The systernatic nature

of procedures will reduce bias and help guarantee reproducibility.

2. Define eligibility criteria for the meta-analusis. Sot al1 the studies can or should

be included in the meta-analysis. To ensure reproducibility of the rneta-analysis

and to minimize the bias in choosing studies for the meta-analysis. the eligibility

criteria for inclusion and eschsion of the studies should be defined. after the

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studies with relevant information have been identified.

3. Abstract data. There are tmo levels of data abstraction in meta-analysis. First.

the studies that are eligible for the meta-analysis after identification need to be

abstracted from al1 the studies identified. Then. for al1 eligible studies. data

on relevant outcornes of the study and the characteristics of the studies are

abstracted.

4. hnalyze the data statistically. This step is the rnost important part of the

meta-analysis. In this step. statistical analysis is applied to thc cornbined data

in order to arrive at a summary estimate of the effect size. a rneasure of its

variance and a confidence interval, a suninian statistic whicli can be usecl for

tiypot hesis testing. and a test of the hypot hesis t hat the cffects are Iiornogenrous.

1.3 Two Approaches to Statistical Meta- Analysis

There are two major approaches to the statistical analysis of meta-analysis. One is

fixed effect models. nhich assume that al1 stiidies are governed by a common treatment

effect. and take the studies to be analyzed as the iiniverse of interest: the other. is

the random effect modeis. which allow different treat ment effects for different st udies.

and treat t hese studies as representing a sample from a larger population of possible

studies. The Mantel-Haenszel method (!dantel and Haenszel. 1939). the Peto met hods

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(Yusuf et al.. 1983). and gneral variance-based rnethods (Wolf. 1986) are basecl on

fixed effect models. The methods described by Dersirnonian and Laird (1986) are

based on random effect models.

- - -

Esposed Sot Exposed Total

Total

Diseascd

Not Diseascd

--

Table 1.1: Arrangement of data and table notation for applicatioii o f SIantel-Haenszel

and Peto methods

1 b 1 a, -+ 6,

ct dl cl + dl

The Mantel-Haenszel method can be used wheri the measrire of cffcct is a ratio

effcct. especially an odds ratio. If the data from a stuciy are arranged as shown in

Table 1.1. the formula to estimate the sunirnary odds ratio using Slantel-Haenszel

methods is

where ORrnh is the Mantel-Haenszel summary odds ratio. OR, is the odds ratio of

study i and

a, x di OR, = -.

h, x ci

IL', is the weight n-hich is equal to 4. and of is the variance of odds ratio in study i

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and

The Peto method is a modification of the kmtel-Haenszel method. Like Alantel-

Haenszel mettiod. it has been used frequently in meta-analysis of randoniized trials.

The formula to estinlate a sumrnary measure of effect is

In OR, = mol - Et) L 0:

where OR, is the sumrnary odds ratio using Peto niethod. 0, is the ol~servcd tiiimber

of events. Et is the espected ones in the treatnient group for study i ancl

(a , - bJ x (4 + c,) El =

t

of is the variance of the observed minus espectecl for the stiidy i and

The application of the Slantel-Haenszel method and the Peto met hod reqitire data

from each study to form a 2 x 2 table. If the data from a stiidy is not enougb to

complete a 2 x 2 table. the study must be escluded. Esclusion nieans the potential

to cause bias. This is the limitation of the two rnethods. Howver. the general

variance-based met hods can avoid t his limitation.

Let p, clenote the generic rneasure of the effect of study i. and let u , denote the

reciprocal of its variance. Then. p. the estimator under the assumption of fised effects

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by applying the general variance-based met hods is

with the variance of as

The general variance-bascd methods dori't require data froni each stiicly to corn-

plett. a 2 x :! table. -4ctually. the Slantel-Haenszel niethod and the Peto niethod are

special cases of variance bascd methods.

DerSiniotiian and Laird (1986) proposed a statistical mettiod which nas bilsetl on

the random efkct rnodels. The Dersirnonian-Laird siirnrnary cstiniator is

where M.; is ttir DerSirnonian-Liiircl wcighting factor for the itti stiidy. and IL, is the

gerieric nir!asiirc of the effect of study i . 11.;. is calciilatcd as

where 7' denotes the variance. the effect size of the studies. or the measure of ranclorn

effect .

Calculation of 7' is cornplicated. First. we need to calculate Q. n-hich denotes the

statistic for rneasuring study-to-stiidy variation in effect size. and is giwn b -

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nhere iLyi and are calculated from the geiieral variance-basecl rnethods. Then. the

nieasure of random effect. T"S

and

., [Q- (n -1 ) j rE w, -- - I - , , )Cr . if Q > TI - 1.

where n is the sanipie s ix .

Becaiisc x, a; < - x, ic, with equality only wtien T' = O. a rantlorn effect rrioclcl

irnplies more uncertairity than a fixed effcct motlcl. and the confidence interval for

the surnmary estimator using random effect rnoclel is widcr ttiari that c*alctilated from

a fised effect model. Generally. a randoni efFect rnorlel is riiorc suitable than a fiscd

effect model.

1.4 Quality of Studies in Meta-Analysis

Often. the design and execution of studies in a meta-analysis differ. This leads to the

the question to the reliability of the data from different studies and the variation in

quaiity of the studies. which can Vary widely. There are several possible approaches

to dealing with this quality problem:

1. Ignore the quality variation.

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2. Only include studies meeting a specified standard of quality and ignore the

quality variation wit hin the included st udies.

3. Introduce a quality score to the model in a descriptive way. to see if the summary

st atistic is associated with the quality score.

4. Ipply a quality score to the probability model and adjust the oiitcome of nieta-

analysis to get a niore precise summary statistic ancl makc more accuratc infer-

ences.

In this thesis. I will adopt the foiirth approadi.

1.5 A Probability Mode1 to be Studied in This

Thesis

Tritchler (1999) proposed a fised effect mode1 with quality score. Let p be the pa-

rameter of interest. i.e.. the effect of study. Then his mode1 is

where n is the number of studies. For each study i. x, is the point estimate of IL

and assunieci to be normally distributed mith mean p and variance of. The quality

score Q, for the ith study is definetl to be the probability that the study has not

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been influenced by uncontrolled factors. At's are independent of one another and also

independent of p.

The rnodel I will study in this thesis is a random effect model \vit h qualit- score.

where T' denotes the variance of the studies. or the rneasure of random effect, This

rnodel is extended from TritchIer's fiscd effect model. The definitions of p. 1,. O,. A,

and Q, are the same as in fised effect niodel. \lé will assume that a study is irrclcvant

to the parameter of interest if the uncontrolled lactors affect the stiicly in an unknown

fashion.

Q, is the probability that the i th stiidy is relevant (and cinbiased for the param-

eter of interest). and 1 - Q, is the probability that the ith study is i r re l~vmt . An

irreievant study bears no relationship to parameter of interest. Khen the ith stiidy

is relevant (with probability Q,). the rnean of r , is p. If the ith study is irrelc~ant

(ivith probability 1 - Q,). the ith study is assunied to corne from a unique normal

population with mean A,. where A, is independent of IL and al1 other A,. Therefore.

an irrele\.int study does not relate to the pararneter of interest. QI is assunied to

have the following characteristics:

1. The quality score of a study is a function of its design. and the assessnient of

quality is independent of the outcome of the study.

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3. Without additional assumptions. a relevant study cannot be distinguished froni

an irrelevant study on the basis of outcorne. That is. ffawed studies do not

arise from a common population. nor need they arise from a population that

appears different from the population of unbiased studies. Al1 Ive specify is that

its clistribution is not tleterrnined by the parameter of intcrest. but hy 0 t h .

uncont rollect factors.

The randoni effect model with quality score will be stiitliecl in cornparison to three

other models. which arc special cases of the random effect model a i t h quality score

( 1.4):

1. Tlie fisccl cffect nioclel with qiiality score. which is Mode1 ( 1.3). or Ilocle1 ( 1.4)

with r2 = 0.

2. A random effect mode1 withoiit quality score. which is !dodrl ( 1.4) with Q, = 1

for i = 1. . .Y to ignore the quality variation. Tha t is:

3. h fised effect aithout quality score. ahich is Slodel ( 1.4) with r2 = O and

Q, = 1 for i = 1. . . to take away hoth the random effect and the differencc in

quality score. That is:

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1.6 Contents and Organization of the Thesis

Csing the ~naxirnum likelihood method. 1 will estimate the parameter of interest 11

in the random effect mode1 with qiiality score. Csing the information matris of the

log likeliiiood at @. 1 will conipute the variance of f i . the estirriate of p. Csing large

saniple theory. 1 will conipiite the confidence intemal of 6. 1 will also ilse a bootstrap

to cstirniitc the variance of f i .

in Ctiapter 2 . I s i 1 1 t i r r iv~ the likelihood fiinctions and information matrices of the

nioclels. prrsrrit the simulation and bootstrap procecliircs. In Chapter 3. I will present

t lie coniputat ional resiilts froni t lie siniulation data. analyze t hem. iind compare t hr

p d o r n i a n w of the four moclels. In Chaptrr 4. 1 will apply the niodel to a r d data

set. t r i Chaptcr 3. 1 will priwnt concliiding reniarks.

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Chapter 2

Methods and Techniques for

Analysis

Besides maximum likelihood and large sariiplc t heory. tn-O ot her major stat istical

techniques 1 use are Monte Carlo simulation ancl bootstrap. Csing Monte Carlo

simulation. 1 generate data according to the randorn effect mode1 with qiiality score.

Csing the bootstrap procedore. 1 compute variance. bias. coverage. and confidence

intervals of the estimator of the ranclom effect. I use S-Plus. a statistical software

package. to do the simulation and computation. In the rest of this chapter. 1 will

discuss the techniques in detail.

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2.1 Derivation of Likelihood Functions

Recall the random effect mode1 with quality score ( 1.4). For each study i. there is

an associatecl quality score Q, that is the probability that the study is relevant. The

point estimate of study effect is r,.

- ( p . + ) if the ith stucly is relevant.

and

, Y ( . O). if the i th study is irrelevant.

~vherc p is the parmieter of interest. r 2 is the ranclom effect of the stiidy. <if is the

variaricc of obsenation. and A, is independent of 11 and other A, 'S.

Cnder the full niotlel ( 1.4). the likelihood function is

\\é get the profile likelihood for p by siibstituting the maximum estimate of A for

fised p. If Q, < 1. the maximum likelihood estiniate of A, esists and equals to r,. So

the profile likelihood is:

The log profile likelihood is:

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Then the score functions under the full mode1 ( 1.4) can be obtained as

and ( x , - P F - 0

BlogL(p . r ' ) QI 2 ( T ~ + 2 2 ( & f ) Sr' (p. r 2 ) = 8 - 2 =? 0, +

1= 1 fi

And t hc inforniation mat ris:

- - - asp ( p . ?} a+

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Since the other three niodels for coniparison are special cases of the full niodel

( 1 4. t heir likelihooci fiinctions. score functions and information matrices can be

obtainecl by supplying r' = O and/or QI = 1 for i = 1. - - . . .V to ( 1.4).

1. For the fised effect moclel with quality score. supply r2 = 0.

3. For the randorn effect model without qiiality score. supply Q, = 1 for i =

1.---.-Y.

3. For the fixed effect model without quality score. supply r' = O and Q, = I for

i = 1.. . S. Since the MLE computed from ( 1.6).

is the same as p computed from the general rarianccbased methoci disciissed

in 5 1.3. 1 ni11 use p of ( 1.1) and I -a r (p ) of ( 1.2) as f i and I ' u r ( b ) for the fised

effect mode1 nithout qualit? score in my simulation procedure.

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2.2 Monte Carlo Simulation

Simulation is to imitate or reproduce certain conditions. The term simulation can be

used to cover a wide variety of activities ranging from the development of mat hemati-

cal relations describing a systcm. to the construction of a physical mode1 or niock-up.

A defiriit ion of siniulat ion vas given by Koskossidis and Brennan( 1984) as follows.

Sinidation is the techriiqiie of constructing and running a mode1 of real

systcni in order to stridy its behavior without disrupting the environment

of the rcal system.

A Alonte Carlo simulation is to generatc pseudo randoni variates according to a

probability nioclcl.

The Moritc Carlo simiilation in this thesis generatcs rancloni variates according to

the random t + k ~ t niodel with quality score. 1 choose parameters for mu sirniilntrd

data the sanie as Tritchl~r (1999). Described below is oiir Nonte Carlo sinidation

procedure.

1. Generate Q,. i = 1. . . . . 24 independently from a Cniform(mir2p. 1) distribution.

where Q, is the probability that the ith study is relevant. 1 -Q, is the probability

that the ith study is irrele~ant. and minp is chosen from 0.5. 0.7.3. 0.99.

2. For each i = 1. - . . .21. generate Ii from a Bernoulli(Q,) distribut ion such t hat :

Pr(I, = 1) = Qi and Pr(1, = O) = 1 - Qi:

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3. Generate 0:. i = 1:-2-4 independently such that log(oT) has a Y(-'2.3.0.31)

distribution.

4. Generate study effect p from a Lniform(-2. 9) distribution.

5 . For i = 1.. . .A:

If 1, = 1 (relevant study). theri generate r , from X ( p . of + T-). where

r' is chosen from 0.10 x erp(-2.3). 0.25 x erp(-2.3). 0.50 x erp(-2 .3) .

0.75 x e.rp(4.3) . 1.00 x e s p ( 4 . 3 ) and 2.00 x exp(-2.3).

If 1, = O (irrelevant study). t hen generate A, from a Cniform(-2. 2 ) distri-

butioii and r, from .Y(,\,. of).

That is. tvc tvill have:

I f t e r each sample {(Q,. op. 1,): i = 1.2. . .24} is generated. ive ni11 compute /1.

the LILE of p. according to the random effect mode1 with qualit? score and the three

other models for comparison as well. The asyrnptotic likelihood-based variance ni11 be

used to const ruc t confidence intervals bnsed on the normal distribution assumpt ion.

1s

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Comparing jl with the true p that is used to generate the random sample. 1 can

get the hias of b. From each simulation sample. 1 can get

bins, = ,iij - /i,.

90% CI, : Li, k 1.65 x 1-nr(jr,)

for each motlel. where j = 1. =.=*. .\i. .Vs is the total niimber of sarnples generated.

Finally. 1 can get hias. niean squared error (LISE). 95% and 90% coverage For each

moclel from al1 the sirnulat ion sarnples:

2.3 Bootstrap

2.3.1 Concept and Idea of Bootstrap

Bootstrap is a technique for making certain kinds of statistical inferences from a data

sample developed by Efron (1979). The term "bootstrap" derives h m the phrase to

19

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pull onesel/ up by one 's bootstrap. Bootstrap is a computer-based method to obtain

statistical inferences and assign rneasures of accuracy to stat istical estimates. which

can solre many statistical questions wit hout formulas. It is a compiiter-intensive

technique.

The basic idea behind the bootstrap is as follows. Suppose that the vector

X = (xl.xz. -. x,} clenotes a set of data points X I . z2. . . . . .L, which are o h

served indepenclently frorn an unknown probability distribution F. ancl ive rvish to

estirnate a parameter of interest 0 = t ( F ) on the hasis of X. We calculate an estimate

é = s(X) from X. To estiinate how accurate the estirnator 6' is. the bootstrap nu

introduced in 1979 as a cornpiitcr-basecl methocl to rstimate the standard rrror o f O .

A bootstrap sarnplc X' = {xi. xi. - . . x*,} is generated from t ht. original data

points r l . x-. - . 1,. by randomly sampling rl times a i t h replacenient. That is. a

bootstrap data set {xi. r:. . . . . n,} consists of rnembers of the original data set

{q. x?. . - . r, }. where sonie members don3 appear. some appear once. somc appear

twice. etc.

A large number of inclependent bootstrap samples X;. X;. . .. Xb with sanlple

size n. are generated. The number of bootstrap saniples. B. typically ranges from

-50 to 200 for standard error estimation. For each bootstrap sample. a bootstrap

replication of s which is denoted by 9'(b) = .s(Xg). the value of the statistic s for

X;. is calculated correspondingly. The bootstrap estimate of standard error of s(X)

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is given by:

4 x - 1 where s(.) = ~ f ! ! = , +.

Standard error is iiot the tmly measure of acciiracy Another measure of acciiracy

is bias. which is the difference between the espectütion of an estimator $ and the

quantity 0 being estimated. The bootstrap algorithm c m reach the estiniates of bias

as well as standard error. The bootstrap estimate O/ bias is defined as follows.

The bootstrap espectation E&(X)I can be approsiniated by avcraging the bootstrap

replications e 8 ( b ) = s(Xmb). Therefore. we can get the bootstrap estimate of bias

binss with &(a) substituted forE&(X)]:

biksbo,,t = I? (.) - t ( F ) .

.ifter ne get an estimate 0 and an estimated standard error i e . ne can get the

95% confidence interval by

1 +O. 95 - where t,--, denotes the y - perceritile of the Student's t distribution with n - 1

degrees of Freedom. and n is the sample size of the original data set. Then we can

get the 95% coverage. rvhich is the prohability that the 95% confidence interval can

cover the true parameter value.

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hnother bootstrap confidence inten-als is based on percentiles of the bootstrap

distribution of O'. -1 1 - ?CI percentile interval is:

wliere &'(") is the 100 nth percentile of the bootstrap distribution. In the simula-

tion stiidy in Chapter 3. the bootstrap confidence intervals are Studentized. In the

application to a real data set in Chapter -4. both Studentizecl bootstrap confidence

intervals and percentile bootstrap confidence intervals are computed.

\\-hm the original data sets contain strata. where there are n, observations in the

i th stratiim. it will be niore appropriate to generate bootstrap samplcs by stratified

sampling in wliicli ri , observations arc taken with ecpal probability froni the i th

stratiim. Actiially. 1 atlapt stratified sampling to generate bootstrap saniples.

Sow tve can see that the bootstrap is actiially a data-based sirncilation method

for statistical infcrences. which can be used to produce variance. bias. confidence

intervals. The bootstrap estimates of the rneasures of statistical accuracy are non-

parametric. and its computation is feasible no mat ter how mat hernat ically compli-

cated the estirnator = s(X) may be. This is one of the most charrning characteristics

of bootstrap.

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2.3.2 Bootstrap Procedure in This Thesis

The bootstrap procedure for estiniatiori of the standard error. bias and confidence

interval of the estimator of the study effect based on each of the four models has been

developed as follows.

1. Generate a bootstrap sarnple of size Zi = 24 by ranclomly sarnpling with replace-

nient from the original set of studies {(x,. O:. Q,): i = 1. - - - . .\-}. and deriote it

{(x;. O:'. Q:): i = 1 .2 . *. - . 'i). Similarly. a large number of indcpendcnt boot-

strap sarnples with size .V are generatecl . and tve denote t hem {(r;l. a:". Q;' ):

i = 1.2,. . . .V}. {(r;2,a'm',Q:2): i = 1.2. . O . . . -v}. . .-., {(r;*.o~*B. Q ; R ) : i =

1. 2. --. *. .Y}.

2. Foreach study i in theset ofsttidies {(x,.a~.Q,):i = l.2.-8-..V}.

i ) Generatc a random variable 1, h m a Bernoulli distribution witti siiccess

probability Q;. that is:

Pr([, = 1) = Q, and Pr([, = O) = 1 - Q,:

ii) Divide the original sample into twa subgroups by 1, . the sribgroup Good is

{(x,. op. Qi): i = 1.. .-. . .\-,} for Ii = 1 and the subgroup Bad is {(r,. a:. Q,): i =

1. *----. .V} for I, = 0. where .V, + -\ib = 3.

iii) Generate a bootstrap sample of size .V, by random sampling LI-ith replace-

ment from the subgroup Good and denote it {(x;. of'. Q;): i = 1. - - . . &}.

23

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Generate a bootstrap sample of size -Vb by random sampling with replace-

ment from the subgroup Bad and denote it {(x;. O;*. Q:): i = 1. . - - . &}.

Slerge the two samples together and then 1 can get a new bootstrap sample

of size .V which is denoted { (2: . of*. Q;) : i = 1. - . . . .Y).

iv) Compute by mavimizing the log likelihoocl function of the mode1 I intro-

duced in this paper for the modifieti bootstrap saniple { ( 5 5 , . nmb,. Q; ): 1 =

1.2. -. . . *VI.

3. Compute the bootstrap estiniates of the measures of accuracy - standard error.

biczs. and confidence interval:

and

mhere F m ( . ) = $$.

Bootstrap estimates of the bias and standard errors of the ULE are computed

for each of the four models. Then we can obtain the bootstrap bias adjusted AILE

a . Csing the bootst rap variance. we can const ruct confidence intervals for bboat

based on the t-distribution with S - 1 = '23 degrees of freedoni. Comparing fiaoot

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to the triie 11 that is useci to generate the random saniple. I can get the bias of

bsoot. Then. the &S. SISE. 95% and 90% coverages for each mode1 with bootstrap

adjustment can be obtained.

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Chapter 3

Application of the Mode1 to

Simulation Data

3.1 Computational Results of Simulation Data

Csing the simulation procedure described in 8 2.2. I generate sers of 2-4 observations

of study effect according to the random effect mode1 ( 1.4) for 6 x 3 combinations

of r2 = tt x e x p ( 4 . 3 ) and ranges of Q,. where tt is 0.1. 0.25. 0.5. 0.75. 1 or 2. and

0.5 < Qt < 1. 0.75 < Q, < 1 or 0.99 < Q, < 1. 1000 simulation data sets are

generated for each combination of tt and range of Q,.

For each simulation data set. tve calculate ji. iiboat. and the bias. mean squared

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errors (AISE). 95% and 90% confidence intervals of p and fihot of the four models:

random effect model with quality score.

fked effect mode1 with quality score.

random effect mode1 without quality score.

fised effect model wit hout quality score.

Al1 of the simiilations reported were based on 1000 random data sets. The bootstrap

calculations are based 011 200 bootstrap sarnples. The results are presented in the

folloning tables.

random effect mociel

with quality score

fised effect niodel

with quality score

randorn effect mode1

rvit hout quality score

fised effect model

n i t hout quali ty score

bias LISE 95% coverage 90% coveragc

ilht -0.00249 0.0059 0.936 0.900

Table 3.1: Simulation results for r2 = 0.1 x e r p ( - 2 . 3 ) and 0.5 < Q, < 1.

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random effect mode1

n i t h quality score

fixed effect model

with quality score

random effect model

without quality score

fised effect mode1

n i t hout quality score

bias SISE 95% coverage 90% coverage

Table 3.2: Simulation resuits for Ï' = 0.25 x e s p ( - ? . 3 ) and 0.3 < Q, < 1

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bias AISE 95% coverage 90% coverage

random effect mode1 1 fihot -0.00Xli 0.0165 O. 922 0.865

wit h quality score / a -0.00089 0.0142 O. 926 O. 892

fixed effect niodel

aitliout quality score 1 ji -0.001 17 O. 1 128 0.69 1 0.553

-0.00389 0.0202 0.920 O. 869

random cffect mode1

with qiiality score , jL -0.00221 0.0154 0.922 0.85 1 -

b o t -0.00137 0.1 127 O. 132 O. 39.5

Table 3.3: Simuiation resiilts for r' = 0.5 x e x p ( - 2 . 3 ) and 0.5 < Q, < 1

fixed effect mode1

without quality score

0.00114 0.1247 0.753 0.6'26

fi 0.00109 0.1'235 0.212 0 . 2 7

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bias .\ISE 05% cowrage 90% coverage

randotn effect mode1 / jlb,,,( 0.00286 0.0190 0.916 0.871

ni thout cpality score -0.02200 0.1213 0.212 O. 23-4

Table 3.4: Simulation resiilts for r' = 0.75 x eip(-2.3) and 0.5 < Q, c 1

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1 wit h quality score 1 fi 0.00022 0.0199 0.906 0.848

random effect mode1

with qiiaiity score 1 0.00-iX 0.0243 0.871 O. 782

bias .\ISE 9.5% cocerage 90% coverage

f i o o 0.00256 0.0238 0.910 0.8Z9

randorn effeci mode1 /iaooi -0.00778 0.1086 0.135 0.611

l wit hout cluality score 1 jr -0.00679 0.1088 0.70 1 0.354

ai thout quaiity score -0.00893 O. I 198 0.259 0.256

Table 3.5: Simulation restilts for r2 = 1.00 x erp(-2.3) and 0.5 < Q, < 1

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random effect mode1

with quality score

fisetl effect mode1

with cluality score

biaç SISE 95% coverage 908 coverage

Cbool -0.004Z9 0.0260 0.923 0.866

random effect mode1

without quality score

fised effect mode1

nit hoiit quality score

Table 3.6: Simulation resiilts For T' = 2.00 x e x p ( 4 . 3 ) ancl 0.5 < Q, < 1

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wit h quality score 1 f i 0.00075 O.OOS7 0.956 0.924

random effect niodel

I fixed effect mode1 1 uboot 0.00096 0.0061 O. 930 0.366

bias SISE 95% coverage 90% coverage

fiboal 0.00076 0.0061 O. 935 0.872

with quality score 1 f i 0.00010 0.00158 0.963 0.918

randoni effect rnodel 1 -0.00134 0.0337 0.906 0.804

without qunlity score 1 f i -0.00146 0.0353 0.884 0,792

without quality score 1 @ -0.00235 0.0407 0.499 0.450

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with quiility score 1 ji -0.00160 0.0073 0.946 0.904

randorn effect mode1

\vit h qualit? score / -0.001 72 0.0076 0.945 0.898

bias SISE 95% coverage 90% coverage

-0.00198 0.0077 0.935 0.855

ralidorn effect rnodcl 1 /laoot 0.00104 0.0420 0.586 0.169

ivithoiit qiiality score i o.ooo96 0.0-136 0.491 0.424

nithout quality score

. .-

Tihle 3.8: Simulation results for T' = 0.25 x e x ~ ( - 2 . 3 ) and 0.73 < Q, < 1

/l 0.00115 0.0421 0.855 0.734

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with quality score / f i -0.00322 0.0105 0.934 0.877

random effect mode1

with quality score / jl -0.00368 0.01 15 0.910 0.826

bias SISE 9-556 coverage 90% coverage

-0.00279 0.01 14 0.929 0.846

without quality score / ji -0.00468 0.0402 0.861 O. Z54

without quality score 1 ji -0.00208 0.0482 0.470 0.396

Table 3.9: Simulation results for T' = 0.X) x e r p ( - 2 . 3 ) and 0.75 < Q, c 1

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- -- - --

wirh qiiality score 1 ji 0.00416 0.0112 0.9'23 0.873

random effect mode1

l fised effect inode1 fiboot 0.00477 0.0162 0.927 0.86 1

bias LISE 95% coverage 90% coverage

f i 0.00462 0.0112 0.9'26 0.868

a i t h qiiality score / ,Li 0.00464 0.0135 0.88 1 0.806

withour qiiality score ( i' 0.00184 0.0411 0.563 0.766

Table 3.10: Simulation results for r' = 0.75 x e z p ( 4 . 3 ) and 0.73 < Q, < 1

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bias XISE 95% coverage 90% coverage

fixed efkct mode1 1 f i b -0.00702 0.020S 0.9'28 0.876

wit h qualit? score fi -0.00114 0.0127 0.923 0.818

random effect mode1 fibaot -0.00486 0.0390 0.895 0.805

t

wit h quaiity score

- --

fi -0,007'20 0.0159 0.879 0.804

fised effect mode1 1 b o t -0.00137 0.0455 0.905 0.8 18

aithout quality score

witliaui qiiality score 1 -0.00101 0.0447 0 3 10 0.443

-0.00424 0.0388 0.S7.3 0.782

Table 3.11: Siniulation restilts for r' = 1.00 x erp( -2 .3) and 0.75 < Q, < 1

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random effect model

with quality score

Lwd effect model

with quality score

randoni effect model

wi t hou t cliiali tu score

fised effect mode1

wit hout quali tu score

bias USE 95% coverage 90% coverage

bbool -0.00439 0.0260 0.923 0.566

Table 3.12: Simulation results for r' = 2 x e x p ( 4 . 3 ) and 0.72 c Q, < 1

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hias SISE 9.5% coverage 90% coverage

random effect mode1 1 jib0,, 0.00107 0.00427 0.946 O. 896

1

raridoni effect moclel 1 /iboot 0.00032 0.00478 0.946 0.391 I

witlioiit quality score 1 fi 0.00036 0.00473 0.960 0.908

v i t h o t l i t s r 0.00086 0.00480 O. 9% 0.8'74

Table 3.13: Simulation resiilts for r' = 0.10 x e x p ( - 2 . 3 ) and 0.99 < Q, < 1

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with qiiality score 1 ji -0.00157' 0.00504 0.9'23 0.822

random effect mode1

ai thout qual i ty score / i, -0.00232 0.00546 0.946 0.88:3

bias SISE 95% coverage 90% coverage

fibot -0.00184 0.00310 0.94'1 0.898

withoiir qiiiiliry score / fi -0.00210 0.00343 0.593 0.82.5

fisecl effect mode1

Table 3.14: Simiilatiori resiilts for T' = 0.2; x e r p ( - 2 . 3 ) and 0.99 < Q, < 1

/iboot -0.00301 0.00545 0.953 0.902

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bias SISE 95% corerage 90% coverage

with quality score 1 f i -0.00073 0.00657 0.924 0.880 4

wittmut qiiiility score 1 fi 0.00129 0.00688 0.9'21 0.877

fixed effect mode1

with quality score

bb,,, -0.00124 0.00749 0.924 O. 860

ji -0.00149 0.001'24 0.859 0.790

Table 3.1.3: Simulation results for r' = 0.50 x exp( -2 .3 ) and 0.99 < Q, < 1

mit hout quality score

--

jl 0.00 163 0.001'2'2 0.84 1 0.737

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randorn efFect mode1 1 fiboot -0.00392 0.00ii19 0.938 0.893

with quality score / f i -0.00381 0.00736 0.9'26 0.875

with qualiry score / f i -0.00166 0.00842 0.830 0.111

n-ithoui quality score / f i -0.00297 0.00513 O ,822 0.732

random effect mode1

Table 3.16: Simulation results for r' = 0.75 x e r p ( 4 . 3 ) and 0.99 < Q, < 1

-0.00351 0.00780 0.935 0.894

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bias SISE 95% coverage 90% coverage

with quality score -0.00334 0.OiOZ 0.82.5 0.744

random effect mode1

with quality score

randorn rffect mode1 1 /Ibt -0.00269 0.00910 0.945 OS88

f i o t -0.00331 0.00893 0.938 0.886

-0.00332 0.00813 0.9'21 0.575

wirhoiir qiiality score 1 fi -0.00236 11.00900 0.928 0.883

Table 3-17: Siniulation results for Ï' = 1.00 x e r p ( 4 . 3 ) arid 0.90 < Q, < 1

fisccl effect mode1

wit hout qiiality score

bbOot -0.0028'1 0.010'24 0.92:3 0.879

-0.0023'1 0.00995 0.780 0.687

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bias SISE 95% coverage 90% coverage

random effect mode1 / bboal -0.00941 0.0121 0.953 0.909

wir h qiiality score 1 -0.00975 0.0 119 0.940 0.890

wir h qualit- score 1 fi 0 . 0 11 19 0.0 176 0.747 0.673

nithout quality score / b -0.00762 0.0136 0.687 0.623

without cluality score

Table 3.15: Simulation results for r' = 2-00 x r x p ( - 2 . 3 ) and 0.99 < Q, < 1

-0.01020 0.01 19 0.947 0.891

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3.2 Analysis of the Computational Results for Com-

parison of the Models

Recall that 1 liave generated simulation data sets according to random effect niodels

with quality scores. Csing the model. as well as the three other niodels. with and

aithout bootstrap adjustrnent. 1 have estimated the study effect of the simulateci

random effect mociels a i th quality scores. and computed the bias. SISE. 95% and

90% coveriges of j~ and i lbaol. The computational results have been presented in the

tables of the last section. In this section. 1 compare thesr coniputational results with

respect to r' bctween the random effect models and the fiseci cffect niodels. betiveen

t hc modcls wit h and wit hout qualit? scores. betweeii the moclels iising bootstrap

acijristmmt and not. ancl also among the three ranges of quality scores.

Figures 3.1. 3.2. 3.3. 3.4 and 3 3 present plots of the bias. absolute d u e s

of hias. USE. 95% and 90% coverages of the estimated study effect with respect to

r2 of the four moclels with and without bootstrap adjiistrnent for the three ranges

of quality scores. ahere 'rc1.b' denotes the random efFect mociel witli quality score

and adjusted by bootstrap. 'rq' denotes the random effect moclel with quality score.

*fq.bg denotes the fised effect niodel wit h quality score and adjusted by bootstrap. fq '

denotes the fised effect model ivith quality score. 'rnq.bS denotes the randorn effect

rnodel a i t hout quality score and adjusted by bootstrap. m q ' denotes the random

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effect model without quality score. .fnq.b' denotes the fixed effect model without

quality score and adjusted by bootstrap. and 'fnq' denotes the fised effect rnodel

without quality score. Figures 3.6. 3.7. 3.8. 3.9 and 3.10 present plots of the bias.

absolute value of bias. SISE. 95% and 90% coverages of the estirnated study effect

ni th respect to T'. for the three ranges of quality scores (0.5 5 Q, 5 1. 0.75 5 Q, 5 1

and 0.99 5 Q, 5 1). of the four models with and without bootstrap adjtistnient.

From the figures. we can rnake the following observations.

Froni Figures 3.1. 3.2. 3.6. and 3.7. WC c m see that the absolute values of bias

froni the random cffect model with qtiality score arp roiighly the smallest aniong

al1 the rnodels. The random effect rnoclel a i t h quülity score performs the hest

on bias wfien low quality score esists (for 0.5 5 Q, 5 1) . The bias from id1

these rnodels are pretty close when al1 the quality score is rery close tu 1 (for

0.99 5 QI 5 1 ) l l though the absolute values of hias from the randoni effect

model a i t h qtiality score are higher t han t hesc froni t hc rnociels [vit hout cpali ty

score for 0.75 5 Q, 5 1. the M E S from the random effect models are the

smallest comparing with the other models (from Figure 3.3).

2. From Figures 3.3 and 3.5. al1 the >ISE values turn larger and larger almost

linearly as r' goes from 0.1 t e x p ( 4 . 3 ) to 2 + e x p ( 4 . 3 ) escept tliese from

the fised effect models with and without quality score for 0.5 < Qi 5 1. The

SISE values from the randorn effect rnodel with quality score are smaller than

46

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t hese from the other models. This indicates t hat the random effect mode1 wit h

quality score produces more precise results than the fised effect models with

quality score.

From Figures 3.4 and 3.9. the 95% coverage from the random effect moclel with

quality score is basically above 0.9 for ail values of r2. the 95% covcrage from

the fised effect model with quality score is good when r' is sniall. but cirops

rapiclly as T' increases. The 95% coverage from the raridom effect mode1 wit hoiit

quality score is good for high qtiality scores. but not for low qiiality scores. The

95% covcragc from the fixccl effect model withoiit quality score rouglily is the

lowest and drops most rapiclly. Therefore. the estimate of stiitly effcct from the

randoni effect model with quality score provides bctter coverage of p tlim the

others when the ranclom efkct is large or when the quality score is low. For

fised effect models wit h and n i t hout quality score. random effect mode1 without

qiiality score. bootstrap acijustment provide improves the coverages.

4. The 1 s t observation is also obvious from Figures 3.3 and 3.10. The fixed effect

models ni th quality score don't work well if the random effect is large. The

random effect model without quality score doesn't work weII when the quality

score is low. The fised effect mode! works the worst under al1 conclitions. The

random effect model n i th quality score appears the most proper one no niatter

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how the random effect or the quality score is.

From Figure 3.5. the M E decreases as the quality score becomes higher. This

means that we ail1 get niore precise results when the quality score is high.

From Figure 3.9 and 3.10. the results froiri stiidies with higher quality providc

bet ter coverages in nieta-analysis.

Based on these observations. we can sec that the random effect mode1 with cluality

score ( 1.4) is about the hest among a11 the four niodels.

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For 0.50 < Q < 1 For 0.75 < O c 1 For 0.99 c Q =z 1

0 0 0 5 1 0 1 s 2 0

tau

Figure 3.1: Plots of the bias of the estimated study effect with respect to Ï' of the

four models with and ivithout bootstrap adjustment for the tliree ranges of quality

scores.

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For 0.50 < Q c 1 For 0.75 c Q c 1 For 0.99 c Q < 1

0 0 0 5 1 0 1 5 2 0

tau

0 0 0 5 1 0 1 5 2 0

tau

0 0 0 5 10 1 5 2 0

tau

Figure 3.2: Plots of the absolute values of bias of the estimated study effect with

respect to r2 of the four models with and without bootstrap adjustment for the three

ranges of qiiality scores.

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For 0.50 < Q < 1 For 0.75 c Q < 1 For 0.99 -z Q < 1

- m D rq - - - fq b - - fq -- rnq - - * mq --- fnq D

'nq

0 0 0 5 1 0 1 5 2 0

tau

0 0 0 5 1 0 1 5 2 0

tau

Figure 3.3: Plots of SISE of the estiniated study effect with respect to r' of the four

models with and without bootstrap adjustment for the three ranges of quality scores.

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For 0.50 c Q c 1 For 0.75 -Z O c 1 For 0.99 e Q -Z 1

O 0 0 5 1 0 1 5 2 0

tau

0 0 0 5 1 0 1 5 2 0

tau

0 0 o s 1 0 15 2 0

tau

Figure 3.4: Plots of the 95% coverage of the estirnated stiidy effect with respect to

r2 of the four models with and without bootstrap adjustment for the three ranges of

quality scores.

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For 0.50 c Q < 1 For 0.75 -z Q < 1 For 0.99 c Q < 1

Figure 3.5: Plots of the 90% coverage of the estimated study effect with respect to

r' of the four models n-ith and aithout bootstrap adjustment for the three ranges of

quality scores.

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'fq'

Uu

'rnq. b'

U Y

'rnq'

Figure 3.6: Plots of the bias of the estimated study effect s i t h respect to 7'. for

the three ranges of quality scores. of the four models with and without bootstrap

adjustment.

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'mq. b'

F i e 3 : Plots of the absolute values of bias of the estimated study effect with

respect to r2. for the three ranges of quality scores. of the four models n i th and

n i t hout bootstrap adjiist ment.

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Uu

'mq .e'

f*"

'rnq' 'fnq'

Figure 3.5: Plots of SISE of the estimated study effect wit h respect to r'. For t lie t hree

ranges of quality scores. of the Four models with and without bootstrap adjustment.

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'fq'

Leu

'rnq . b'

Le"

'mq' 'fnq'

Figure 3.9: Plots of the 95% CI coverages of the estimated study effect with respect

to r2. for the three ranges of quality scores. of the four models with and without

bootstrap adjustment .

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'fq. b'

'rnq . b'

m.,

'mq' 'fnq'

Figure 3.10: Plots of the 90% CI coverages of the estimated study effect with respect

to r2. for the three ranges of qualit? scores. of the four rnodels n i th and without

bootstrap adjustment .

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Chapter 4

Application of the Mode1 to a Real

Data Set

4.1 Background of the Data Set

Breast cancer is one of the most commori cause of death from cancer in worrieri in

most of the Kestern world. Especially. it is the ieading cause of death from ail causes

for the tromen aged less than JO (Boring et al.. 1993). Breast cancer incidence varies

nidely arnong coiintries. The international differences in the frequency of breast

cancer are not only due to genetic differences between populations but also due to

some difference in the environment. Difference in diet could be one of the responsible

environment factors. Cohon and case control studies 11-hich esamined the relationship

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between dietary fat and breast cancer risk have given inconsisteut results. To address

this inconsistency meta-analysis is needed by to develop a quantitative sumrnary of

the elcisting literature.

The real data set we use in this paper is h m 24 stiidies of dietary fat and breast

cancer risk. which was assembled by Boyd et al. (1993). A total of 24 cstimates

for total fat intake were obtained from 23 independent studies included in the meta-

analusis. Each study aas assigned a quality score based on some predetermined

met hotlological standards. Table 4.1 and Table 4.2 s h o w the selecteci ciiaractwistics

of the real data set ive lise in meta-analysis iri this paper.

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Relative Risk(RR) r , = Iog(RR,) a: Quality Score(Q,)

Table 4.1: Part i of the real data set.

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Study ( i ) Relative Risk(RR) xi = log(RRi) o: Quality Score(Qi)

- ..

Table 4.2: Part II of the real data set.

4.2 Application of the Mode1 to the Data Set

Table -4.3 shon-s the results from our meta-analysis. For Boyd's meta-analysis in 1993.

they used a random effect mode1 to calculate a summary relative risk for dietary fat.

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and it was 1.12 (93% CI 1.04 - 1.21). Comparing that 114th what 1 get by iising the

random effect model in this thesis. the bboot ( the SILE adjusted by bootstrap) is 1.18

with Studentized 9576 CI (0.98. 1.41) and 90% CI (1.01. 1.37). and percentile 95% CI

(0.96. 1.38) and 90% CI (0.98. 1.33). and the (the AILE of the model) is 1.18 with

93% C I (1.01. 1.38) and 90% CI (1.03. 1.34). 'rly estimates of the sunimary relative

risk for dietary fat are higher than Boyd's. and my estimates of the confidence intervals

are wider than B0yd.s. The wider confidence intervals indicate that the randoni effect

coniputed from my random effect model is p a t e r than Boyci's. since it models mort.

uncertainty and inconsistency. If ive do a hypothesis to test if dietary fat intake

increases breast cancpr ri& with Ho : RR = 1. w~ will rojcct the Ho arvorciing to

the Boyd's results at 0.0.5 levcl. \\é d l reject the Ho at 0.05 level too. according to

the confidence intervals of b. However. ive ivill fail to reject the Ho at 0.05 level and

reject the Ho at 0.1 levcl according to the Studentizecl bootstrap confidence intemals

and n e nill fail to reject the Ho at 0.1 level according to the percentile bootstrap

confidence intervals. If WC just look at the relative risk. ive will concludc that the

dietary fat intake will affect breast cancer risk. which is the same conclusion which

Boyd got.

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Relative Risk 95% CI 90% CI --

1.146 Studentized (0.98. 1.41) (1.01. 1.37)

Percentile (0.96. 1.38) (0.98. 1.33)

115th quality score 1.177 (1.01. L.38) (1.03. 1.34)

with quality score 1.088 (0.94. 1.26) (0.96. 1.23)

fised effect mode1 fiboot 1.033 Studentized (0.80. 1.34) (0.84. 1.29)

Percentile (0.95. L.41) (0.96. 1.35)

. - - - - - -

wit hout quslity score 1.169 (1.04. 1.32) (1.06. 1.29)

randoni cffect mode1 bboot 1.17.5 Studentized (1.01. 1.33) (1.04. 1.31)

Percentile (1.02. 1.33) (1.05. 1.30)

aithout quality score / ji 1.151 (1.06. 1.25) (1.08. 1-23)

fised effect rnodel

Table 4.3: Slocle!ing results of the real data

[ L ~ ~ ~ ~ 1.149 Studentized (0.95. 1.33) (1.01. 1.30)

Percentile (1.01. 1.33) (1.03. 1.31)

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Chapter 5

Lonclusion

Since niost of the stuclies in meta-analysis are done on diffcrcnt stiidy populations

using clifferrnt niethocls. a rantloni effect modd is appropriate. Due to tlic ïariation

of the met liodological quali ty of the st iidies. cluality score 1 baseci on pr~determincd

methodological standard ni- help to get more accurate results. Theoretically. a

ranclom effect model witli qualit- score should be the niost appropriate approacli to

met a-analysis.

In Chapter '2. 1 have derived the likelihood functions and information matrices

of the rnodels. developed the simulation and bootstrap proceclures for stiiciy. In

Chapter 3 and Chapter 4. I have conipared the random effect model with quality

score n i t h three other related models using simiihtion data sets and a real data set.

From the results and analysis. we can see that Lxed effect models ivith and n-ithout

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quality score d o i t nork well when the random effect is large. and the random effect

mode1 without qiiûlity score doesn't work well when i o n quality score exists. However.

the random effect mode1 with cpality score works pretty weli even when the random

effect is large and low quality score exists. The mode1 is pas>. to iniplenient in S-Plus

too. Therefore. the random effect mode1 with quality score is a gootl approach to

met a-analysis.

Sonie possible disaclvantages wheri we apply the randoni cffcfcct nioclel \vit li quality

score to rcal data scts are as follo~vs:

1. It. is more coniplicatetl than the ot hcr thrce moclels nictiorird in this thesis. \\é

have to use stat istical software to est imate the stiicly rffwt.

2 it t a k ~ s 11s some tinw to assign a clunlity score to eacli stiirly iri tripta-iirialysis.

3. I l qiiality scores aren't assignecl prop~rly. ae ni- get inacciiratr resiilts.

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Appendix A

S-plus Functions

A.l Object Function of the Models

A.1.1 Random Effect Model with Quality Score

metafrn. obj-function(parms, x, ss, q) <

u-p-s Cl1 tt - p m s C21

.exprl C- x - u

.expr2 <- .exprla2

.expr4 C- ss + tt

. expr7 <- exp ( (( ( - . expr2) / . expr4) / 2 ) )

.expr8 c- q * .expr7

.expr9 <- .expr4-0.5

.exprl4 <- (.expr8/.expr9) + ((1 - q)/(ssa0.5))

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A.1.2 Fixed Effect Model with Quality Score

metafq. obj-function(u, x , ss, q) C

A.1.3 Random Effect Model without Quality Score

s u d . value)

A.2 Information Mat rix (Function) for Models

A.2.1 Random Effect Model with Quality Score

metafrn.hes-function(u, tt, meta.x, rneta.~, meta.p) <

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A.2.2 Fixed Effect Model with Quality Score

metafq. hes-function(u, x , ss , q)

A.2.3 Random Effect Model without Quality Score

metarnq.hes,function(u, tt, x , ss)

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A.3 Bootstrap Procedure for Estimation of Biases and Standard Errors

metafour .fun, function(x, s, p, nb, ttO)

boot-numerichb) boot . r,numeric(nb) boot.f,numeric(nb) boot.nqr-numericbb) boot.nqf-numeric(nb1 tt . boot-numeric (nb) n-length(x) confz95-qt (0.975, n - 2 ) confz90-qt (0.95, n - 2) mu.cf-sum((x * p)/s)/sum(p/s)

max1ik.r-nlminb(c(mu. cf, ttO) , metafrn. obj , scale=2, lower=c (-Inf ,O. 001) , upper=c (Inf , Inf ) , X= X , S S = S, q = p)

mutt.r,maxlik.r$parameters mu. r-mutt . r Cl] tt . r-mutt . r CS1 hessian-metafrn.hes(mu.r, tt-r, x , s, p) mu. var-solve (hessian) senm.r,abs(rnu.var[1,1])'0.5

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max1ik.f-nlminb(c(mu.cf), metafq.obj, x = x , ss = s, q = p) mu.f-rnaxlik.f$parameters mu.f-mutt . f [il tt .f,mutt . f [2j

hessian-metafq.hes(mu.f, x , s, p) mu. var,l/abs (hessian) senm.f,mu.var"O.S

# nq is "without quality score"

maxlik.nqr-nlminb(c(mu.cf, ttO), metarnq.obj, scale=2, lower=c(-Inf ,O. 001) , upper=c(Inf , Inf) , x = x , ss = s)

mutt.nqr-maxlik.nqr$parameters mu. nqr-mutt . nqr Cl] tt . nqr-mutt . nqr C21 hessian-metarnq.hes(mu.nqr, tt-nqr, x, s) mu. var-solve (hessian) senm.nqr-abs(mu.var[l, l] )"O -5

Ibnmg5 .nqr- mu .nqr - qnorm(0.975)*senm.nqr ubm95.nqr- mu.nqr + qnom(0.975)*senm.nqr lbnm90. nqr- mu. nqr - qnorm(0.95) *senm. nqr ubnm90.nqr- mu.nqr + qnorm(0.95)*sem.nqr

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ib-rbinom(n, 1, p) xgood-x [ib==l] xbad-x [ib==O] sgood-s [ib==l] sbad-s [ib==O] qgood-p [ib==l] qbad-p [ib==O]

igood-sample (1 : length(xgood) , length(xgood) , replace = T) ibad-sample(l:length(xbad), length(xbad), replace = T)

xb-c ( xgood [igood] , xbad [ibad] ) sb-c ( sgood [igood] , sbad [ibad] ) qb-c ( qgood [igood] , qbad [ibad] )

#print(list(x=x,s=s,q=q, xb=xb, sb=sb, qb=qb, igood=igood))

mu. cf -sum(xb*qb/sb) /sum(qb/sb) maxbo0t.r-nlminb(c(mu.cf, ttO), metafrn.obj,

scale=2, lower=c(-Inf,0.001), upper=c(Inf,Inf), x = xb, ss = sb, q = qb)

muboot-r-maxboot.r$parameters boot . r [il ,muboot . r [Il

maxboot.f~nlminb~c(mu.cf), metafq.obj, x = xb, ss = sb, q = qb)

boot . f Ci] -maxboot. f $parameters

iboot-sample(1 :n, n, replace-T) xb-x [iboot] sb-s [iboot]

boot .nqf Cil -sum(xb/sb) /sum(l/sb)

mu. cf -boat . nqf [il

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x = xb, ss = sb) muboot.nqr~maxboot.nqr$parameters boot . nqr Ci] -muboot. nqr Ci]

bootbias.nqr-mean(boot.nqr) - mu.nqr bootse .nqr-(var(boot .nqr) )*O .5 bootmu.nqr,mu.nqr - bootbias.nqr lb95.nqr-bootmu.nqr - confz95 * bootse.nqr ub95.nqr,bootmu.nqr + confz95 * bootse.nqr lb90.nqr-bootmu.nqr - confz9O * bootse.nqr ub9O.nqr-bootmu.nqr + confz90 * bootse-nqr

bootbias-nqf-mean(boot.nqf) - mu.nqf bootse . nqf _ (var (boot . nqf) ) -0.5 bootmu.nqf,mu.nqf - bootbiasaqf Ib95.nqf-bootmu-nqf - confz95 * bootseaqf ub95.nqf-bootmu.nqf + confz95 * bootse-nqf lb90.nqf-bootmu.nqf - confz9O * bootse.nqf ub9O.nqf-bootmu.nqf + confz9O * bootse-nqf

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Main Simulation Funct ion simufour~function(ns=100,nb=200, tau=0.1, minp=0.5) < #

# Simulation of the random effect mode1 # Hongmei Cao, July 4, 2000 #

bootmu.r-1:ns mu. r-1: ns

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bootmu.nqr,l:ns mu. nqr, 1 : ns lb95.nqr-1:ns ub95.nqr-1:ns lbnm95.nqr-l:ns ubm95. nqr- 1 : ns lb90.nqr-i:ns ub90.nqr-1:ns lbnm90.nqr,l:ns ubnm90.nqr-1:ns

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tt-tau*exp(-2.3)

#print( l i s t ( ns = n s , nb=nb, tau= tau, minp-ninp))

for (j in 1:ns) print(list(j=j))

meta.out-metafour.fun(x, s , p , nb, tt)

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lbm95. f [j] -meta.out$lbnm95. f ubnm95. f [j] -meta. out$ubnm95. f lb9O .f [j] -meta. out81b90. f ub90.f [jl-meta.out$ub90.f lbnm9O. f [j] -meta. out$lbnm90. f ubnm90.f [j]-meta.out$ubnm90.f

bootmu .nqr[j] -meta. out$bootmu .nqr mu.nqr[j]~meta.out$mu.nqr lb95 .nqr [j] _meta.out$lb95 .nqr ub95. nqr [ j] -meta. out$ub95. nqr lbnm95 .nqr [j] -meta. out$lbm95. nqr ubnm95. nqr [ j 1 -meta. out8ubnm95. nqr lb9O .nqr[j] -meta.out$lb90 .nqr ub9O. nqr [j] -meta. out$ub90. nqr lbnm9O .nqr [j] -meta. outFlbnm90 .nqr ubnrn90.nqrCjI-meta.out$ubnm90.nqr

bootmu.nqf[j]~meta.out$bootmu.nqf mu.nqf [jl-meta.out$mu.nqf lb95. nqf [ j] -meta. out0lb95. nqf ub95. nqf [ j] -meta. out$ub95. nqf lbnm95 .nqf [j] -meta. out$lbnm95. nqf ubnm95.nqf[j]-meta.out$ubnm95.nqf lb90 .nqf [j] _meta.out$lb90 .nqf ub9O .nqf [j] -meta.out$ub90 .nqf lbnm9O.nqf[j]-meta.out$lbnm9O.nqf ubnm90. nqf [ j] -meta. out$ubnm90. nqf

c95b.r-sum(ugenc=ub95.r % ugen>=lb95.r)/ns c95m.r-sum(ugen~=ubm95.r & ugen>=lbnn95.r)/ns c95b.nqr-sum(ugen<=ub95.nqr & ugen>=lb95.nqr)/ns c95nm. nqr-sum (ugen<=ubnm95. nqr & ugen>=lbnm95. nqr) /ns c95b.f-sum(ugen<=ub95.f & ugen>=lb95.f)/ns c95m.f-sum(ugen<=ubnm95.f & ugen>=lbnm95.f)/ns c95b.nqf-sum(ugen<=ub95.nqf t ugen>=lb95.nqf)/ns c95m.nqf-sum(ugen<=ubnm95.nqf & ugen>=lbnm95.nqf)/ns

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c90b. r-sum (ugenc=ub90. r & ugen>=lbgO. r) /ns c9Onm. r-sum(ugenc=ubnm90. r & ugen>=lbnm90. r) /ns c90b. nqr-sum(ugen<=ub90. nqr & ugen>=lb90. nqr) /ns c9Onm.nqr-sum(ugen<=ubnm90.nqr & ugen>=lbnm90.nqr)/ns c90b.f-sum(ugen<=ub90.f & ugen>=lbgO.f)/ns c9Onm. f -sum(ugen<=ubnm90. f & ugen>=lbnm90. f ) /ns c90b.nqf-swn(ugen<=ub9O.nqf & ugen>=lbgO.nqf)/ns c90nm.nqf-sum(ugen~=ubnm9O.nqf & ugen>=lbnm90.nqf)/ns

b0otbias.r-mean(bootmu.r - ugen) bias.r-rnean(mu.r - ugen) bo0tmse.r-mean( (bo0tmu.ï - ugen)-2) mse .r-mean( (mu. r - ugen) -2 1

bootbias.f~mean(bootmu.f - ugen) bias . f -meadmu. f - ugen) bootmse .f -mean( (bo0tmu.f - ugen) -2) mse . f -mean( (mu. f - ugen) -2

bootbias . nqr-meadbootmu . nqr - ugen) bias .nqr-mean(mu.nqr - ugen) bootmse . nqr-mean( (bootmu. nqr - ugen) -2) mse. nqr-mead (mu.nqr - ugen)-2 )

bootbias.nqf~rnean(bootmu.nqf - ugen) bias . nqf -mean (mu. nqf - ugen) bootmse . nqf -mean( (bootmu. nqf - ugen) ̂2) mse.nqf-mean( (mu-nqf - ugenl-2

effect-c("rq.bM, "rq.nmI1, "fq.b","fq.nm", "nqr.bU, "nqr.nmU, "nqf.b","nqf.nm") bias-c(bootbias.r, bias.r, bootbias.f, bias.f, bootbias.nqr, bias-nqr,

bootbias . nqf , bias . nqf) mse,c(bootmse.r, mse-r, bootmse.f, mse.f, bootmse.nqr, mse.nqr,

bootmse . nqf , mse . nqf ) c95,c(c95b.r, c95nm.r, c95b.f, c95nm.f, c95b.nqr, c95nm.nqr,

c95b.nqfJ c95nm.nqf) c90,c(c90b.r, c90nm.r, c90b.f, ~90nm.f~ c90b.nqr, c90nm.nqr,

c90b. nqf , c9Onm. nqf)

input-data.frame(ns=ns, nb=nb, tau-tau, minp=minp)

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result-data.frame(effect=effect, bias=bias, mse=mse, c95=c95, c90=c90)

return(input , result) 3

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