论文标题
模拟Q统计量具有恒定权重的Q统计,以评估平均差异的荟萃分析的异质性
Simulations for a Q statistic with constant weights to assess heterogeneity in meta-analysis of mean difference
论文作者
论文摘要
随机效应荟萃分析的各种问题来自常规$ Q $统计量,该统计量使用估计的反变量(IV)权重。在先前关于标准化平均差异和log-odds-Ratio的工作中,我们发现了较高的性能,估计了整体效应的权重仅使用组级的样本量。这些权重的$ Q $统计数据具有Dersimonian和Kacker提出的形式。通常必须近似于此$ Q $和具有IV权重的$ Q $。我们研究这些分布的近似值,作为测试和估计研究间差异的基础($τ^2 $)。一些近似需要的差异和第三刻的$ q $,我们得出。我们描述了一项模拟研究的设计和结果,其平均差异为效果度量,该效果度量为评估测试的近似,水平和功率的准确性以及估计$τ^2 $的偏见提供了一个框架。使用$ Q $与样品大小的权重及其确切的分布(可用于平均差异,并由Farebrother的算法评估),即使对于非常小且不平衡的样本量,也提供了精确的水平。 $τ^2 $的相应估计量几乎无偏见,用于10个或更多的小型研究。在这种情况下,这种性能与异质性标准测试的极其自由行为以及基于反相位权重的偏置估计器的极为自由的行为进行了比较。
A variety of problems in random-effects meta-analysis arise from the conventional $Q$ statistic, which uses estimated inverse-variance (IV) weights. In previous work on standardized mean difference and log-odds-ratio, we found superior performance with an estimator of the overall effect whose weights use only group-level sample sizes. The $Q$ statistic with those weights has the form proposed by DerSimonian and Kacker. The distribution of this $Q$ and the $Q$ with IV weights must generally be approximated. We investigate approximations for those distributions, as a basis for testing and estimating the between-study variance ($τ^2$). Some approximations require the variance and third moment of $Q$, which we derive. We describe the design and results of a simulation study, with mean difference as the effect measure, which provides a framework for assessing accuracy of the approximations, level and power of the tests, and bias in estimating $τ^2$. Use of $Q$ with sample-size-based weights and its exact distribution (available for mean difference and evaluated by Farebrother's algorithm) provides precise levels even for very small and unbalanced sample sizes. The corresponding estimator of $τ^2$ is almost unbiased for 10 or more small studies. Under these circumstances this performance compares favorably with the extremely liberal behavior of the standard tests of heterogeneity and the largely biased estimators based on inverse-variance weights.