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\hypersetup{%
pdftitle = {A Handbook of Statistical Analyses Using R (3rd Edition)},
pdfsubject = {Book},
pdfauthor = {Torsten Hothorn and Brian S. Everitt},
colorlinks = {black},
linkcolor = {black},
citecolor = {black},
urlcolor = {black},
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\begin{document}
%% Title page
\title{A Handbook of Statistical Analyses Using \R{} --- 3rd Edition}
\author{Torsten Hothorn and Brian S. Everitt}
\maketitle
%%\VignetteIndexEntry{Chapter Meta-Analysis}
%%\VignetteDepends{rmeta}
\setcounter{chapter}{16}
\SweaveOpts{prefix.string=figures/HSAUR,eps=FALSE,keep.source=TRUE}
<<setup, echo = FALSE, results = hide>>=
rm(list = ls())
s <- search()[-1]
s <- s[-match(c("package:base", "package:stats", "package:graphics", "package:grDevices",
"package:utils", "package:datasets", "package:methods", "Autoloads"), s)]
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HSAURpkg <- require("HSAUR3")
if (!HSAURpkg) stop("cannot load package ", sQuote("HSAUR3"))
rm(HSAURpkg)
### </FIXME> hm, R-2.4.0 --vanilla seems to need this
a <- Sys.setlocale("LC_ALL", "C")
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book <- TRUE
refs <- cbind(c("AItR", "DAGD", "SI", "CI", "ANOVA", "MLR", "GLM",
"DE", "RP", "GAM", "SA", "ALDI", "ALDII", "SIMC", "MA", "PCA",
"MDS", "CA"), 1:18)
ch <- function(x) {
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@
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@
\chapter[Meta-Analysis]{Meta-Analysis: Nicotine Gum and Smoking Cessation and
the Efficacy of BCG Vaccine in the Treatment of Tuberculosis \label{MA}}
\section{Introduction}
\section{Systematic Reviews and Meta-Analysis}
\section{Analysis Using \R{}}
The aim in collecting the results from the randomized trials
of using nicotine gum to help smokers quit was to estimate the
overall \stress{odds ratio}, the odds of quitting smoking for those
given the gum, divided by the odds of quitting for those not
receiving the gum. Following formula (\ref{MA:barY}), we can
compute the pooled odds ratio as follows:
<<MA-smoking-OR-hand, echo = TRUE>>=
data("smoking", package = "HSAUR3")
odds <- function(x) (x[1] * (x[4] - x[3])) /
((x[2] - x[1]) * x[3])
weight <- function(x) ((x[2] - x[1]) * x[3]) / sum(x)
W <- apply(smoking, 1, weight)
Y <- apply(smoking, 1, odds)
sum(W * Y) / sum(W)
@
Of course, the computations are more conveniently done using
the functionality provided in package \Rpackage{rmeta}.
The odds ratios and corresponding confidence intervals
are computed by means of the \Rcmd{meta.MH} function for fixed effects
meta-analysis as shown here
<<MA-smoking-OR, echo = TRUE>>=
library("rmeta")
smokingOR <- meta.MH(smoking[["tt"]], smoking[["tc"]],
smoking[["qt"]], smoking[["qc"]],
names = rownames(smoking))
@
and the results can be inspected via a \Rcmd{summary} method --
see Figure~\ref{MA-smoking-summary}.
\renewcommand{\nextcaption}{\R{} output of the \Rcmd{summary} method
for \Robject{smokingOR}.
\label{MA-smoking-summary}}
\SchunkLabel
<<MA-smoking-OR-summary, echo = TRUE>>=
summary(smokingOR)
@
\SchunkRaw
\begin{figure}
\begin{center}
<<MA-smoking-OR-plot, echo = TRUE, fig = TRUE, height = 8>>=
plot(smokingOR, ylab = "")
@
\caption{Forest plot of observed effect sizes and $95\%$ confidence intervals for
the nicotine gum studies. \label{MA:smokingplot}}
\end{center}
\end{figure}
We shall use both the fixed effects and random effects approaches
here so that we can compare results. For the fixed effects model (see
Figure~\ref{MA-smoking-summary})
the estimated overall log-odds ratio is \Sexpr{round(smokingOR$logMH, 3)}
with a standard error of \Sexpr{round(smokingOR$selogMH, 3)}.
This leads to an estimate of the overall odds ratio
of \Sexpr{round(exp(smokingOR$logMH), 3)}, with a 95\% confidence interval
as given above. For the random effects model, which is fitted by
applying function \Rcmd{meta.DSL} to the \Robject{smoking} data as follows
\vspace{1cm}
<<MA-smoking-random, echo = TRUE>>=
(smokingDSL <- meta.DSL(smoking[["tt"]], smoking[["tc"]],
smoking[["qt"]], smoking[["qc"]], names = rownames(smoking)))
@
the corresponding
estimate is \Sexpr{round(exp(smokingDSL$logDSL), 3)}. Both
models suggest that there is clear evidence that nicotine gum
increases the odds of quitting. The random effects confidence
interval is considerably wider than that from the fixed effects
model; here the test of homogeneity
of the studies is not
significant implying that we might use the fixed effects results. But the
test is not particularly powerful and it is more sensible to assume a priori that
heterogeneity is present and so we use the results from the random effects
model.
\section{Meta-Regression}
The examination of heterogeneity of the effect sizes from the
studies in a meta-analysis begins with the formal test for its
presence, although in most meta-analyses such heterogeneity can
almost be assumed to be present. There will be many possible
sources of such heterogeneity and estimating how these various
factors affect the observed effect sizes in the studies chosen
is often of considerable interest and importance, indeed usually
more important than the relatively simplistic use of meta-analysis
to determine a single summary estimate of overall effect size.
We can illustrate the process using the BCG vaccine data.
We first find the estimate of the overall effect size from
applying the fixed effects and the random effects models described
previously:
<<MA-BCG-odds, echo = TRUE>>=
data("BCG", package = "HSAUR3")
BCG_OR <- meta.MH(BCG[["BCGVacc"]], BCG[["NoVacc"]],
BCG[["BCGTB"]], BCG[["NoVaccTB"]],
names = BCG$Study)
BCG_DSL <- meta.DSL(BCG[["BCGVacc"]], BCG[["NoVacc"]],
BCG[["BCGTB"]], BCG[["NoVaccTB"]],
names = BCG$Study)
@
The results are inspected using the \Rcmd{summary} method as shown in
Figures~\ref{MA-BCGOR-summary} and \ref{MA-BCGDSL-summary}.
\renewcommand{\nextcaption}{\R{} output of the \Rcmd{summary} method
for \Robject{BCG\_OR}.
\label{MA-BCGOR-summary}}
\SchunkLabel
<<MA-BCGOR-summary, echo = TRUE>>=
summary(BCG_OR)
@
\SchunkRaw
\renewcommand{\nextcaption}{\R{} output of the \Rcmd{summary} method
for \Robject{BCG\_DSL}.
\label{MA-BCGDSL-summary}}
\SchunkLabel
<<MA-BCGDSL-summary, echo = TRUE>>=
summary(BCG_DSL)
@
\SchunkRaw
To assess how the two covariates, latitude and year, relate to
the observed effect sizes we shall use multiple linear regression
but will weight each observation by
$W_i = (\hat{\sigma}^2 + V_i^2)^{-1}, i = 1, \dots, 13$, where
$\hat{\sigma}^2$
is the estimated between-study variance and $V_i^2$ is the estimated
variance from the $i$th study. The required \R{} code to fit the linear
model via weighted least squares is:
\index{Meta-Analysis!weighted least squares regression}
<<BCG-studyweights, echo = TRUE>>=
studyweights <- 1 / (BCG_DSL$tau2 + BCG_DSL$selogs^2)
y <- BCG_DSL$logs
BCG_mod <- lm(y ~ Latitude + Year, data = BCG,
weights = studyweights)
@
and the results of the \Rcmd{summary} method are shown in
Figure~\ref{MA-mod-summary}.
There is some evidence that
latitude is associated with observed effect size, the log-odds
ratio becoming increasingly negative as latitude increases, as
we can see from a scatterplot of the two variables with the added
weighted regression fit seen in Figure~\ref{MA-BCG}.
\renewcommand{\nextcaption}{\R{} output of the \Rcmd{summary} method
for \Robject{BCG\_mod}.
\label{MA-mod-summary}}
\SchunkLabel
<<MA-mod-summary, echo = TRUE>>=
summary(BCG_mod)
@
\SchunkRaw
\begin{figure}
\begin{center}
<<BCG-Latitude-plot, echo = TRUE, fig = TRUE, height = 5>>=
plot(y ~ Latitude, data = BCG, ylab = "Estimated log-OR")
abline(lm(y ~ Latitude, data = BCG, weights = studyweights))
@
\caption{Plot of observed effect size for the \Robject{BCG} vaccine
data against latitude, with a weighted least squares
regression fit shown in addition. \label{MA-BCG}}
\end{center}
\end{figure}
\section{Publication Bias}
\begin{figure}
\begin{center}
<<MA-funnel-ex, echo = FALSE, fig = TRUE, height = 8>>=
set.seed(290875)
sigma <- seq(from = 1/10, to = 1, length.out = 35)
y <- rnorm(35) * sigma
gr <- (y > -0.5)
layout(matrix(1:2, ncol = 1))
plot(y, 1/sigma, xlab = "Effect size", ylab = "1 / standard error")
plot(y[gr], 1/(sigma[gr]), xlim = range(y),
xlab = "Effect size", ylab = "1 / standard error")
@
\caption{Example funnel plots from simulated data.
The asymmetry in the lower plot is a hint
that a publication bias might be a problem. \label{MA-funnel}}
\end{center}
\end{figure}
We can construct a funnel plot for the nicotine gum data using the \R{} code
depicted with Figure~\ref{MA:funnel}. There does not
appear to be any strong evidence of publication bias here.
\begin{figure}
\begin{center}
<<MA-smoking-funnel, echo = TRUE, fig = TRUE, height = 5>>=
funnelplot(smokingDSL$logs, smokingDSL$selogs,
summ = smokingDSL$logDSL, xlim = c(-1.7, 1.7))
abline(v = 0, lty = 2)
@
\caption{Funnel plot for nicotine gum data. \label{MA:funnel}}
\end{center}
\end{figure}
\index{Meta-analysis!funnel plots|)}
%%\bibliographystyle{LaTeXBibTeX/refstyle}
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\end{document}