Kyriakou, S; Kosmidis, I; Sartori, N; (2019) Median bias reduction in random-effects meta-analysis and meta-regression. Statistical Methods in Medical Research , 28 (6) pp. 1622-1636. 10.1177/0962280218771717.

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Abstract

The reduction of the mean or median bias of the maximum likelihood estimator in regular parametric models can be achieved through the additive adjustment of the score equations. In this paper, we derive the adjusted score equations for median bias reduction in random-effects meta-analysis and meta-regression models and derive efficient estimation algorithms. The median bias-reducing adjusted score functions are found to be the derivatives of a penalised likelihood. The penalised likelihood is used to form a penalised likelihood ratio statistic which has known limiting distribution and can be used for carrying out hypothesis tests or for constructing confidence intervals for either the fixed-effect parameters or the variance component. Simulation studies and real data applications are used to assess the performance of estimation and inference based on the median bias-reducing penalised likelihood and compare it to recently proposed alternatives. The results provide evidence on the effectiveness of median bias reduction in improving estimation and likelihood-based inference.

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