Cumulative meta analysis: What works

Kulinskaya, Elena and Mah, Eung Yaw (2022) Cumulative meta analysis: What works. Research Synthesis Methods, 13 (1). pp. 48-67. ISSN 1759-2879

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Abstract

To present time-varying evidence, cumulative meta-analysis (CMA) updates results of previous meta-analyses to incorporate new study results. We investigate the properties of CMA, suggest possible improvements and provide the first in-depth simulation study of the use of CMA and CUSUM methods for detection of temporal trends in random-effects meta-analysis. We use the standardized mean difference (SMD) as an effect measure of interest. For CMA, we compare the standard inverse-variance-weighted estimation of the overall effect using REML-based estimation of between-study variance τ2 with the sample-size-weighted estimation of the effect accompanied by Kulinskaya-Dollinger-Bjørkestøl (Biometrics 2011; 67(1): 203–212) (KDB) estimation of τ2. For all methods, we consider Type 1 error under no shift and power under a shift in the mean in the random-effects model. To ameliorate the lack of power in CMA, we introduce two-stage CMA, in which τ2 is estimated at Stage 1 (from the first 5–10 studies), and further CMA monitors a target value of effect, keeping the τ2 value fixed. We recommend this two-stage CMA combined with cumulative testing for positive shift in τ2. In practice, use of CMA requires at least 15–20 studies.

Item Type: Article
Uncontrolled Keywords: cusum charts,effective-sample-size weights,inverse-variance weights,power,type 1 error,education ,/dk/atira/pure/subjectarea/asjc/3300/3304
Faculty \ School: Faculty of Science > School of Computing Sciences
Related URLs:
Depositing User: LivePure Connector
Date Deposited: 02 Sep 2021 00:18
Last Modified: 02 Aug 2022 00:23
URI: https://ueaeprints.uea.ac.uk/id/eprint/81275
DOI: 10.1002/jrsm.1522

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