Estimating the Heterogeneity Variance in a Random-Effects Meta-Analysis

In a meta-analysis, differences in the design and conduct of studies may cause variation in effects beyond what is expected from chance alone. This additional variation is commonly known as heterogeneity, which is incorporated into a random-effects model. The heterogeneity variance parameter in this model is commonly estimated by the DerSimonian-Laird method, despite being shown to produce negatively biased estimates in simulated data. Many other methods have been proposed, but there has been less research into their properties. \n \nThis thesis compares all methods to estimate the heterogeneity variance in both empirical and simulated meta-analysis data. First, methods are compared in 12,894 empirical meta-analyses from the Cochrane Database of Systematic Reviews (CDSR). These results showed high discordance in estimates of the heterogeneity variance between methods, so investigating their properties in simulated meta-analysis data is worthwhile. A systematic review of relevant simulation studies was then conducted and identified 12 studies, but there was little consensus between them and conclusions could only be considered tentative. \n \nA new simulation study was conducted in collaboration with other statisticians. Results confirmed that the DerSimonian-Laird method is negatively biased in scenarios where within-study variances are imprecise and/or biased. On the basis of these results, the REML approach to heterogeneity variance estimation is recommended. A secondary analysis combines simulated and empirical meta-analysis data and shows all methods usually have poor properties in practice; only marginal improvements are possible using REML. \n \nIn conclusion, caution is advised when interpreting estimates of the heterogeneity variance and confidence intervals should always be presented to express its uncertainty. More promisingly, the Hartung-Knapp confidence interval method is robust to poor heterogeneity variance estimates, so sensitivity analysis is not usually required for inference on the mean effect.