Bounds for the weight of external data in shrinkage estimation

DOI10.1002/BIMJ.202000227MaRDI QIDQ6091687zbMATH OpenOpenAlexFDO

Authors Christian Röver, Tim Friede

Publication date 27 November 2023

Published in Biometrical Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2004.02525

zbMATH Keywords

Bayesian statisticsbetween-study heterogeneityinverse-variance weightsrandom-effects meta-analysisshrinkage estimation

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Abstract: Shrinkage estimation in a meta-analysis framework may be used to facilitate dynamical borrowing of information. This framework might be used to analyze a new study in the light of previous data, which might differ in their design (e.g., a randomized controlled trial (RCT) and a clinical registry). We show how the common study weights arise in effect and shrinkage estimation, and how these may be generalized to the case of Bayesian meta-analysis. Next we develop simple ways to compute bounds on the weights, so that the contribution of the external evidence may be assessed a priori. These considerations are illustrated and discussed using numerical examples, including applications in the treatment of Creutzfeldt-Jakob disease and in fetal monitoring to prevent the occurrence of metabolic acidosis. The target study's contribution to the resulting estimate is shown to be bounded below. Therefore, concerns of evidence being easily overwhelmed by external data are largely unwarranted.

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Cited in

(5)

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• A straightforward meta-analysis approach for oncology phase I dose-finding studies
• Nonparametric Bayesian approach for dynamic borrowing of historical control data
• Pretest estimator for individual normal means with meta-analytic data
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