Research Synthesis Methods

Robust variance estimation in meta‐regression with binary dependent effects

Journal Article

Dependent effect size estimates are a common problem in meta‐analysis. Recently, a robust variance estimation method was introduced that can be used whenever effect sizes in a meta‐analysis are not independent. This problem arises, for example, when effect sizes are nested or when multiple measures are collected on the same individuals. In this paper, we investigate the robustness of this method in small samples when the effect size of interest is the risk difference, log risk ratio, or log odds ratio. This simulation study examines the accuracy of 95% confidence intervals constructed using the robust variance estimator across a large variety of parameter values. We report results for both estimations of the mean effect (intercept) and of a slope. The results indicate that the robust variance estimator performs well even when the number of studies is as small as 10, although coverage is generally less than nominal in the slope estimation case. Throughout, an example based on a meta‐analysis of cognitive behavior therapy is used for motivation. Copyright © 2013 John Wiley & Sons, Ltd.

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Published features on are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.