Restricted likelihood representation and decision-theoretic aspects of meta-analysis
Statistics Theory
2014-10-28 v2 Statistics Theory
Abstract
In the random-effects model of meta-analysis a canonical representation of the restricted likelihood function is obtained. This representation relates the mean effect and the heterogeneity variance estimation problems. An explicit form of the variance of weighted means statistics determined by means of a quadratic form is found. The behavior of the mean squared error for large heterogeneity variance is elucidated. It is noted that the sample mean is not admissible nor minimax under a natural risk function for the number of studies exceeding three.
Keywords
Cite
@article{arxiv.1311.3969,
title = {Restricted likelihood representation and decision-theoretic aspects of meta-analysis},
author = {Andrew L. Rukhin},
journal= {arXiv preprint arXiv:1311.3969},
year = {2014}
}
Comments
Published in at http://dx.doi.org/10.3150/13-BEJ547 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)