Cited by 2,569Meta-analysis and systematic reviewsStatistical Methods and Bayesian InferenceStatistical Methods in Epidemiology

The DOI matches its Crossref record; 94 of the 100 references it cites were found in a registry or an index; none of the 31 sources its claims cite is checked for support yet.

A Re-Evaluation of Random-Effects Meta-Analysis

Open access
Higgins, Julian P. T., Thompson, Simon G., Spiegelhalter, David J.·2009·Journal of the Royal Statistical Society Series A: Statistics in Society

Abstract

Summary: Meta-analysis in the presence of unexplained heterogeneity is frequently undertaken by using a random-effects model, in which the effects underlying different studies are assumed to be drawn from a normal distribution. Here we discuss the justification and interpretation of such models, by addressing in turn the aims of estimation, prediction and hypothesis testing. A particular issue that we consider is the distinction between inference on the mean of the random-effects distribution and inference on the whole distribution. We suggest that random-effects meta-analyses as currently conducted often fail to provide the key results, and we investigate the extent to which distribution-free, classical and Bayesian approaches can provide satisfactory methods. We conclude that the Bayesian approach has the advantage of naturally allowing for full uncertainty, especially for prediction. However, it is not without problems, including computational intensity and sensitivity to a priori judgements. We propose a simple prediction interval for classical meta-analysis and offer extensions to standard practice of Bayesian meta-analysis, making use of an example of studies of ‘set shifting’ ability in people with eating disorders.

Overview

AI snapshot

Written from the paper’s full text.

TL;DR

This paper re-evaluates random-effects meta-analysis, arguing that inference should address the whole distribution of effects—especially prediction—rather than only the mean effect. It proposes a simple classical prediction interval and illustrates the issues with 14 studies of set-shifting ability in eating disorders.

Key findings

  • Focusing only on the mean of the random-effects distribution is insufficient: two meta-analytic data sets can produce identical mean estimates and standard errors while differing greatly in heterogeneity, so τ² and the whole distribution matter.
  • Distribution-free classical methods can estimate μ and τ² but cannot satisfactorily address prediction; the paper proposes an approximate prediction interval using a t-distribution with k−2 degrees of freedom.
  • In the 14-study set-shifting example, heterogeneity was Q=16.73, df=13, P=0.02, I²=22%, and τ²=0.022; the classical random-effects interval was 0.19–0.53, while the approximate prediction interval for a new study ranged from −0.01 to 0.74.
  • Bayesian normal random-effects analysis gave μ median 0.36 (95% credible interval 0.18–0.55), θ_new median 0.36 (−0.12–0.84), P(θ_new<0)=0.950, and τ² median 0.023 (0.000024–0.196); Bayesian credible intervals were wider because uncertainty in τ² was properly accounted for.

Methods

  • The paper is a methodological re-evaluation structured around estimation, prediction, and hypothesis testing, comparing distribution-free, classical parametric, Bayesian, and non-normal/flexible random-effects approaches.
  • The example uses 14 comparative studies of set-shifting ability in people with eating disorders versus healthy controls, taken from Roberts et al. (2007), with effect sizes as standardized differences in means and their standard errors.
  • Analyses include classical inverse-variance random-effects meta-analysis with a moment estimate of between-study variance, and Bayesian normal random-effects meta-analysis via MCMC in WinBUGS with a uniform prior for τ (>0) and a vague N(0,10³) prior for μ; sensitivity analyses used a t-distribution with 4 degrees of freedom, an inverse gamma prior, and a shrinkage prior.

Limitations

  • Stated: the Bayesian approach has problems including computational intensity and sensitivity to a priori judgements; prior choice can substantially affect results; model uncertainty is not accounted for; the normal random-effects assumption is strong and usually made without convincing evidence; few studies make τ² and μ imprecise; separating diversity from bias is difficult; and caution is warranted with funnel plot asymmetry.
  • Stated: the example data were available only as effect sizes and confidence intervals, from which standard errors were calculated; more detailed data should be explicitly modelled when available.
  • Evident: the example has only 14 studies and some large within-study standard errors; the paper notes that meta-analyses with very small numbers of studies (2–4) pose particular problems, and prediction intervals depend on the number of studies and within-study standard errors.

Model-written summary. Check it against the paper before relying on it.

Integrity signals

Registry

Crossref · 10.1111/j.1467-985x.2008.00552.x

Cites

94 of 94 references verified0 citation errors · 0 not checkable

Statistics

Nothing to recompute.

Figures

Fig. 1 Estimates with 95% confidence intervals for (a) a genuine meta-analysis and (b) an artificially constructed meta-analysis with identical results for the mean of a random-effects distribution
Fig. 1 Estimates with 95% confidence intervals for (a) a genuine meta-analysis and (b) an artificially constructed meta-analysis with identical results for the mean of a random-effects distributionCC BY · PubMed Central
Fig. 3 (a) Predictive distribution for θnew and (b) cumulative distribution function of the random-effects distribution (with 95% interval) estimated from a Bayesian normal random-effects meta-analysis of set shifting studies
Fig. 3 (a) Predictive distribution for θnew and (b) cumulative distribution function of the random-effects distribution (with 95% interval) estimated from a Bayesian normal random-effects meta-analysis of set shifting studiesCC BY · PubMed Central
Fig. 2 Bayesian normal random-effects meta-analysis of the set shifting data: for each study the estimated effect size with 95% confidence interval (Table 1) and a posterior median with 95% credible interval are illustrated; 95% credible intervals for μ and for the predicted effect in a new trial, θnew, are given
Fig. 2 Bayesian normal random-effects meta-analysis of the set shifting data: for each study the estimated effect size with 95% confidence interval (Table 1) and a posterior median with 95% credible interval are illustrated; 95% credible intervals for μ and for the predicted effect in a new trial, θnew, are givenCC BY · PubMed Central

Verification

Claims the paper makes

52 Own interpretation · 22 Not checked yet · 12 No basis given · 7 Own result

Verify all 31 references — free account

Show all 46 claims

  • It may state two separate claims as one. 25
  • Probably not a substantial claim. 29
47 of 47
  • The authors state this as an assumption.

    If an effect exists then heterogeneity exists, although it may be negligible.

    “We assume a priori that if an effect exists then heterogeneity exists, although it may be negligible.”
  • The authors state this as an assumption.

    The available effect estimates are unbiased for the study-specific effects θi.

    “For generality, the situation that we address assumes only the availability of effect estimates that are unbiased for θi (i =1,…,k), with sampling variance (i.e. squared standard error) .”
  • The authors state this as an assumption.

    The estimated variances may be used in place of the true variances.

    “We shall follow the conventional assumption that estimates (which are independent of ) may be used in place of the true variances, and we use the two interchangeably.”
  • The authors state this as an assumption.

    The effect estimates from each study are normally distributed.

    “We are willing to assume normality of the effect estimates from each study, so(6)”
  • The authors state this as an assumption.

    The prior distributions of μ and τ2 are independent.

    “It is standard to assume prior independence of μ and τ2.”
  • The authors state this as an assumption.

    Approximately, the predictive distribution of θnew follows a t-distribution with k−2 degrees of freedom.

    “Again taking a t-distribution with k−2 degrees of freedom, we assume that, approximately, (11)”
  • The authors state this as an assumption.

    The between-study variance is common to each study.

    “The assumption of a common between-study variance for each study is a strong one that we return to in Section 8.1.”
  • The authors state this as an assumption.

    The underlying effects are exchangeable.

    “Fundamental to a Bayesian approach to random-effects meta-analysis is the concept of exchangeability. Exchangeability represents a judgement that the treatment effects may be non-identical but their magnitudes cannot be differentiated a priori (Skene and Wakefield, 1990; Gelman et al., 1995).”
  • The authors state this as an assumption.

    The random-effects distribution is normal.

    “Requiring only two parameters for its full specification, the most parsimonious choice is also the conventional choice, where f(Φ) is chosen to be a normal distribution: (10)”
  • The authors state this as an assumption.

    The random effects in the meta-analysis are normally distributed.

    “by assuming a normal distribution for the random effects”
    “Using a normal distribution for the underlying effects in different studies is a strong assumption”
  • The authors state this as an assumption.

    The true (unbiased) effects Φi follow a normal distribution across studies.

    “we represent this by using a normal distribution across the ‘true’ (unbiased) effects”
  • The authors state this as an assumption.

    The study-specific bias components βi follow a normal distribution.

    “Suppose that the study-specific bias components follow a normal distribution such that .”
  • The authors state this as an assumption.

    The diversity and bias components are uncorrelated.

    “assuming that the diversity and bias components are uncorrelated”
  • The authors state this as an assumption.

    The effect being evaluated in the ith study is the sum of the true effect and bias: θi=Φi+βi.

    “The effect being evaluated in the ith study, θi, is the sum of the true effect and bias: θi=Φi+βi.”
14 of 14

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Citations

Cites

Show all 100 references

Research works printed but not linked: 3

  1. DuMouchel, 1994, Hierarchical Bayes linear models for meta-analysis
  2. Morris, 1992, Hierachical models for combining information and for meta-analysis, Bayes. Statist., 4, 321
  3. Stein, 1956, Proc. 3rd Berkeley Symp, 197

Cited by

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Metadata

Authors
Higgins, J. P. T., Thompson, S. G., & Spiegelhalter, D. J.
Affiliations
MRC Biostatistics Unit (GB)
Corresponding author
Higgins, Julian P. T.
Venue
Journal of the Royal Statistical Society Series A: Statistics in Society
Published
2008-07-24
Volume
172
Issue
1
Pages
137-159
ISSN
  • 0964-1998 (ISSN-L)
  • 1467-985X
OpenAlex
W2108116635
Cited by
2,569
References
100
Citations by year
2026: 222 · 2025: 197 · 2024: 219 · 2023: 186 · 2022: 208 · 2021: 246 · 2020: 224 · 2019: 160 · 2018: 153 · 2017: 124 · 2016: 128 · 2015: 117 · 2014: 93 · 2013: 96 · 2012: 89
FWCI
38.18
Type
journal article
Language
en
Open access
Locations
  • Journal of the Royal Statistical Society Series A (Statistics in Society) (publishedVersion)
  • PubMed Central (publishedVersion)
  • PubMed (publishedVersion)
  • Explore Bristol Research (publishedVersion)
  • Bristol Research (University of Bristol) (submittedVersion)
Funders
UK Medical Research Council (U.1052.00.011, U.1052.00.001, U.1052.00.005)
Topics
  • Social Sciences › Decision Sciences › Statistics, Probability and Uncertainty › Meta-analysis and systematic reviews
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Epidemiology
Keywords
random-effects meta-analysis, heterogeneity, Bayesian meta-analysis, prediction intervals, nonparametric inference, hypothesis testing, set-shifting, eating disorders, prior sensitivity

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