Meta-analysis of independent datasets using constrained generalised method of moments
Menghao Xu and
Jun Shao
Statistical Theory and Related Fields, 2020, vol. 4, issue 1, 109-116
Abstract:
We propose a constrained generalised method of moments (CGMM) for enhancing the efficiency of estimators in meta-analysis in which some studies do not measure all covariates associated with the response or outcome. Under some assumptions, we show that the proposed CGMM estimators have good asymptotic properties. We also demonstrate the effectiveness of the proposed method through simulation studies with fixed sample sizes.
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:taf:tstfxx:v:4:y:2020:i:1:p:109-116
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DOI: 10.1080/24754269.2019.1630545
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