Performs a multivariate meta-analysis using the Bayesian hybrid random-effects model when the within-study correlations are unknown.
mvma.hybrid.bayesian(ys, vars, data, n.adapt = 1000, n.chains = 3,
n.burnin = 10000, n.iter = 10000, n.thin = 1,
data.name = NULL, traceplot = FALSE, coda = FALSE)
This functions produces posterior estimates and Gelman and Rubin's potential scale reduction factor, and it generates several files that contain trace plots (if traceplot
= TRUE
), and MCMC posterior samples (if coda
= TRUE
) in users' working directory. In these results, mu
represents the overall effect sizes, tau
represents the between-study variances, R
contains the elements of the correlation matrix, and theta
represents the angle parameters (see "Details").
an n x p numeric matrix containing the observed effect sizes. The n rows represent studies, and the p columns represent the multivariate endpoints. NA
is allowed for missing endpoints.
an n x p numeric matrix containing the observed within-study variances. The n rows represent studies, and the p columns represent the multivariate endpoints. NA
is allowed for missing endpoints.
an optional data frame containing the multivariate meta-analysis dataset. If data
is specified, the previous arguments, ys
and vars
, should be specified as their corresponding column names in data
.
the number of iterations for adaptation in the Markov chain Monte Carlo (MCMC) algorithm. The default is 1,000. This argument and the following n.chains
, n.burnin
, n.iter
, and n.thin
are passed to the functions in the package rjags.
the number of MCMC chains. The default is 3.
the number of iterations for burn-in period. The default is 10,000.
the total number of iterations in each MCMC chain after the burn-in period. The default is 10,000.
a positive integer specifying thinning rate. The default is 1.
a character string specifying the data name. This is used in the names of the generated files that contain results. The default is NULL
.
a logical value indicating whether to save trace plots for the overall effect sizes and between-study standard deviations. The default is FALSE
.
a logical value indicating whether to output MCMC posterior samples. The default is FALSE
.
Suppose \(n\) studies are collected in a multivariate meta-analysis on a total of \(p\) endpoints. Denote the \(p\)-dimensional vector of effect sizes as \(\boldsymbol{y}_i\), and their within-study variances form a diagonal matrix \(\mathbf{D}_i\). However, the within-study correlations are unknown. Then, the random-effects hybrid model is as follows (Riley et al., 2008; Lin and Chu, 2018): $$\boldsymbol{y}_i \sim N (\boldsymbol{\mu}, (\mathbf{D}_i + \mathbf{T})^{1/2} \mathbf{R} (\mathbf{D}_i + \mathbf{T})^{1/2}),$$ where \(\boldsymbol{\mu}\) represents the overall effect sizes across studies, \(\mathbf{T} = diag(\tau_1^2, \ldots, \tau_p^2)\) consists of the between-study variances, and \(\mathbf{R}\) is the marginal correlation matrix. Although the within-study correlations are unknown, this model accounts for both within- and between-study correlations by using the marginal correlation matrix.
Uniform priors \(U (0, 10)\) are specified for the between-study standard deviations \(\tau_j\) (\(j = 1, \ldots, p\)). The correlation matrix can be written as \(\mathbf{R} = \mathbf{L} \mathbf{L}^\prime\), where \(\mathbf{L} = (L_{ij})\) is a lower triangular matrix with nonnegative diagonal elements. Also, \(L_{11} = 1\) and for \(i = 2, \ldots, p\), \(L_{ij} = \cos \theta_{i2}\) if \(j = 1\); \(L_{ij} = (\prod_{k = 2}^{j} \sin \theta_{ik}) \cos \theta_{i, j + 1}\) if \(j = 2, \ldots, i - 1\); and \(L_{ij} = \prod_{k = 2}^{i} \sin \theta_{ik}\) if \(j = i\) (Lu and Ades, 2009; Wei and Higgins, 2013). Here, \(\theta_{ij}\)'s are angle parameters for \(2 \leq j \leq i \leq p\), and \(\theta_{ij} \in (0, \pi)\). Uniform priors are specified for the angle parameters: \(\theta_{ij} \sim U (0, \pi)\).
Lin L, Chu H (2018), "Bayesian multivariate meta-analysis of multiple factors." Research Synthesis Methods, 9(2), 261--272. <tools:::Rd_expr_doi("10.1002/jrsm.1293")>
Lu G, Ades AE (2009). "Modeling between-trial variance structure in mixed treatment comparisons." Biostatistics, 10(4), 792--805. <tools:::Rd_expr_doi("10.1093/biostatistics/kxp032")>
Riley RD, Thompson JR, Abrams KR (2008), "An alternative model for bivariate random-effects meta-analysis when the within-study correlations are unknown." Biostatistics, 9(1), 172--186. <tools:::Rd_expr_doi("10.1093/biostatistics/kxm023")>
Wei Y, Higgins JPT (2013). "Bayesian multivariate meta-analysis with multiple outcomes." Statistics in Medicine, 32(17), 2911--2934. <tools:::Rd_expr_doi("10.1002/sim.5745")>
mvma
, mvma.bayesian
, mvma.hybrid
# \donttest{
data("dat.pte")
set.seed(12345)
## increase n.burnin and n.iter for better convergence of MCMC
out <- mvma.hybrid.bayesian(ys = dat.pte$y, vars = (dat.pte$se)^2,
n.adapt = 1000, n.chains = 3, n.burnin = 100, n.iter = 100,
n.thin = 1, data.name = "Pterygium")
out
# }
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