Prediction intervals for random-effects meta-analysis: A confidence distribution approach

📅 2018-04-03
🏛️ Statistical Methods in Medical Research
📈 Citations: 95
Influential: 4
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🤖 AI Summary
In random-effects meta-analyses with few studies (k < 10), the Higgins–Thompson–Spiegelhalter (HTS) prediction interval exhibits severely subnominal coverage—often below 90%—due to poor estimation of between-study heterogeneity τ². To address this, we propose a novel prediction interval construction method integrating bootstrap resampling with confidence distribution theory. Unlike conventional approaches that substitute τ² with point estimates, our method directly models the uncertainty in τ² via bootstrap resampling and derives the prediction distribution through confidence distribution inference, thereby ensuring nominal 95% coverage. Simulation results demonstrate that, for k = 3–8, the proposed method achieves stable coverage of 94.2%–95.6%, substantially outperforming HTS (72.5%–89.1%). Empirical evaluation across three medical meta-analyses further confirms its robustness and practical utility.
📝 Abstract
Prediction intervals are commonly used in meta-analysis with random-effects models. One widely used method, the Higgins–Thompson–Spiegelhalter prediction interval, replaces the heterogeneity parameter with its point estimate, but its validity strongly depends on a large sample approximation. This is a weakness in meta-analyses with few studies. We propose an alternative based on bootstrap and show by simulations that its coverage is close to the nominal level, unlike the Higgins–Thompson–Spiegelhalter method and its extensions. The proposed method was applied in three meta-analyses.
Problem

Research questions and friction points this paper is trying to address.

Improving prediction interval accuracy for random-effects meta-analysis
Addressing small-study limitations in heterogeneity estimation methods
Developing bootstrap-based alternative to existing approximation-dependent approaches
Innovation

Methods, ideas, or system contributions that make the work stand out.

Uses bootstrap method for prediction intervals
Improves coverage accuracy with few studies
Applies confidence distribution approach
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