| metaoutliers | R Documentation |
Calculates the standardized residual for each study in meta-analysis using the methods desribed in Chapter 12 in Hedges and Olkin (1985) and Viechtbauer and Cheung (2010). A study is considered as an outlier if its standardized residual is greater than 3 in absolute magnitude.
metaoutliers(y, s2, data, model)
y |
a numeric vector specifying the observed effect sizes in the collected studies; they are assumed to be normally distributed. |
s2 |
a numeric vector specifying the within-study variances. |
data |
an optional data frame containing the meta-analysis dataset. If |
model |
a character string specified as either |
Suppose that a meta-analysis collects n studies. The observed effect size in study i is y_i and its within-study variance is s^{2}_{i}. Also, the inverse-variance weight is w_i = 1 / s^{2}_{i}.
Chapter 12 in Hedges and Olkin (1985) describes the outlier detection procedure for the fixed-effect meta-analysis (model = "FE"). Using the studies except study i, the pooled estimate of the overall effect size is \bar{\mu}_{(-i)} = \sum_{j \neq i} w_j y_j / \sum_{j \neq i} w_j. The residual of study i is e_{i} = y_i - \bar{\mu}_{(-i)}. The variance of e_{i} is v_{i} = s_{i}^{2} + (\sum_{j \neq i} w_{j})^{-1}, so the standardized residual of study i is \epsilon_{i} = e_{i} / \sqrt{v_{i}}.
Viechtbauer and Cheung (2010) describes the outlier detection procedure for the random-effects meta-analysis (model = "RE"). Using the studies except study i, let the method-of-moments estimate of the between-study variance be \hat{\tau}_{(-i)}^{2}. The pooled estimate of the overall effect size is \bar{\mu}_{(-i)} = \sum_{j \neq i} \tilde{w}_{(-i)j} y_j / \sum_{j \neq i} \tilde{w}_{(-i)j}, where \tilde{w}_{(-i)j} = 1/(s_{j}^{2} + \hat{\tau}_{(-i)}^{2}). The residual of study i is e_{i} = y_i - \bar{\mu}_{(-i)}, and its variance is v_{i} = s_{i}^2 + \hat{\tau}_{(-i)}^{2} + (\sum_{j \neq i} \tilde{w}_{(-i)j})^{-1}. Then, the standardized residual of study i is \epsilon_{i} = e_{i} / \sqrt{v_{i}}.
This functions returns a list which contains standardized residuals and identified outliers. A study is considered as an outlier if its standardized residual is greater than 3 in absolute magnitude.
Hedges LV, Olkin I (1985). Statistical Method for Meta-Analysis. Academic Press, Orlando, FL.
Viechtbauer W, Cheung MWL (2010). "Outlier and influence diagnostics for meta-analysis." Research Synthesis Methods, 1(2), 112–125. <\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1002/jrsm.11")}>
data("dat.aex")
metaoutliers(y, s2, dat.aex, model = "FE")
metaoutliers(y, s2, dat.aex, model = "RE")
data("dat.hipfrac")
metaoutliers(y, s2, dat.hipfrac)
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