Robust confidence intervals for trend estimation in meta-analysis with publication bias
H. Lu,
P. Yin,
R.X. Yue and
J.Q. Shi
Journal of Applied Statistics, 2015, vol. 42, issue 12, 2715-2733
Abstract:
Confidence interval (CI) is very useful for trend estimation in meta-analysis. It provides a type of interval estimate of the regression slope as well as an indicator of the reliability of the estimate. Thus a precise calculation of confidence interval at an expected level is important. It is always difficult to explicitly quantify the CIs when there is publication bias in meta-analysis. Various CIs have been proposed, including the most widely used DerSimonian-Laird CI and the recently proposed Henmi-Copas CI. The latter provides a robust solution when there are non-ignorable missing data due to publication bias. In this paper we extended the idea into meta-analysis for trend estimation. We applied the method in different scenarios and showed that this type of CI is more robust than the others.
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://hdl.handle.net/10.1080/02664763.2015.1048672 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:42:y:2015:i:12:p:2715-2733
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20
DOI: 10.1080/02664763.2015.1048672
Access Statistics for this article
Journal of Applied Statistics is currently edited by Robert Aykroyd
More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().