Confidence intervals for treatment effect from restricted maximum likelihood |
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Authors: | Andrew L Rukhin |
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Institution: | Statistical Engineering Division, National Institute of Standards and Technology, Gaithersburg, MD 20899, USA |
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Abstract: | An explicit form of confidence intervals for the treatment effect in random effects meta-analysis model obtained from Harville–Jeske–Kenward–Roger approach is given. These restricted likelihood based intervals are compared to alternative procedures commonly used in collaborative studies when the number of participants is small and study-specific variances are heterogeneous. Monte Carlo simulation experiments show that the former intervals have quite conservative coverage probabilities and favor the latter intervals. |
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Keywords: | Fisher information Heteroscedasticity Interlaboratory study Meta-analysis Random effects model |
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