Sensitivity and identification quantification by a relative latent model complexity perturbation in Bayesian meta-analysis
Autor: | Malgorzata Roos, Sona Hunanyan, Haavard Rue, Haakon Bakka |
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Přispěvatelé: | University of Zurich, Roos, Malgorzata |
Rok vydání: | 2021 |
Předmět: |
Statistics and Probability
Statistics Bayesian probability Uncertainty Inference 610 Medicine & health Bayes Theorem 10060 Epidemiology Biostatistics and Prevention Institute (EBPI) General Medicine Standard deviation Hierarchical database model Prior probability Range (statistics) Bhattacharyya distance Probability and Uncertainty 1804 Statistics Probability and Uncertainty Sensitivity (control systems) 2613 Statistics and Probability Statistics Probability and Uncertainty Mathematics |
Zdroj: | Biometrical journal. Biometrische Zeitschrift. 63(8) |
ISSN: | 1521-4036 0323-3847 |
Popis: | In recent years, Bayesian meta-analysis expressed by a normal-normal hierarchical model (NNHM) has been widely used for combining evidence from multiple studies. Data provided for the NNHM are frequently based on a small number of studies and on uncertain within-study standard deviation values. Despite the widespread use of Bayesian NNHM, it has always been unclear to what extent the posterior inference is impacted by the heterogeneity prior (sensitivity S ) and by the uncertainty in the within-study standard deviation values (identification I ). Thus, to answer this question, we developed a unified method to simultaneously quantify both sensitivity and identification ( S - I ) for all model parameters in a Bayesian NNHM, based on derivatives of the Bhattacharyya coefficient with respect to relative latent model complexity (RLMC) perturbations. Three case studies exemplify the applicability of the method proposed: historical data for a conventional therapy, data from which one large study is first included and then excluded, and two subgroup meta-analyses specified by their randomization status. We analyzed six scenarios, crossing three RLMC targets with two heterogeneity priors (half-normal, half-Cauchy). The results show that S - I explicitly reveals which parameters are affected by the heterogeneity prior and by the uncertainty in the within-study standard deviation values. In addition, we compare the impact of both heterogeneity priors and quantify how S - I values are affected by omitting one large study and by the randomization status. Finally, the range of applicability of S - I is extended to Bayesian NtHM. A dedicated R package facilitates automatic S - I quantification in applied Bayesian meta-analyses. |
Databáze: | OpenAIRE |
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