# pima: Calculating Prediction Intervals In pimeta: Prediction Intervals for Random-Effects Meta-Analysis

## Description

This function can estimate prediction intervals (PIs) as follows: A parametric bootstrap PI based on confidence distribution (Nagashima et al., 2018). A parametric bootstrap confidence interval is also calculated based on the same sampling method for bootstrap PI. The Higgins–Thompson–Spiegelhalter (2009) prediction interval. The Partlett–Riley (2017) prediction intervals.

 1 2 3 4 5 pima(y, se, v = NULL, alpha = 0.05, method = c("boot", "HTS", "HK", "SJ", "KR", "CL", "APX"), B = 25000, parallel = FALSE, seed = NULL, maxit1 = 1e+05, eps = 10^(-10), lower = 0, upper = 1000, maxit2 = 1000, tol = .Machine$double.eps^0.25, rnd = NULL, maxiter = 100)  ## Arguments  y the effect size estimates vector se the within studies standard error estimates vector v the within studies variance estimates vector alpha the alpha level of the prediction interval method the calculation method for the pretiction interval (default = "boot"). boot: A parametric bootstrap prediction interval (Nagashima et al., 2018). HTS: the Higgins–Thompson–Spiegelhalter (2009) prediction interval / (the DerSimonian & Laird estimator for τ^2 with an approximate variance estimator for the average effect, (1/∑{\hat{w}_i})^{-1}, df=K-2). HK: Partlett–Riley (2017) prediction interval (the REML estimator for τ^2 with the Hartung (1999)'s variance estimator [the Hartung and Knapp (2001)'s estimator] for the average effect, df=K-2). SJ: Partlett–Riley (2017) prediction interval / (the REML estimator for τ^2 with the Sidik and Jonkman (2006)'s bias coreccted variance estimator for the average effect, df=K-2). KR: Partlett–Riley (2017) prediction interval / (the REML estimator for τ^2 with the Kenward and Roger (1997)'s approach for the average effect, df=ν-1). APX: Partlett–Riley (2017) prediction interval / (the REML estimator for τ^2 with an approximate variance estimator for the average effect, df=K-2). B the number of bootstrap samples parallel the number of threads used in parallel computing, or FALSE that means single threading seed set the value of random seed maxit1 the maximum number of iteration for the exact distribution function of Q eps the desired level of accuracy for the exact distribution function of Q lower the lower limit of random numbers of τ^2 upper the upper limit of random numbers of τ^2 maxit2 the maximum number of iteration for numerical inversions tol the desired level of accuracy for numerical inversions rnd a vector of random numbers from the exact distribution of τ^2 maxiter the maximum number of iteration for REML estimation ## Details The functions bootPI, pima_boot, pima_hts, htsdl, pima_htsreml, htsreml are deprecated, and integrated to the pima function. ## Value • K: the number of studies. • muhat: the average treatment effect estimate \hat{μ}. • lci, uci: the lower and upper confidence limits \hat{μ}_l and \hat{μ}_u. • lpi, upi: the lower and upper prediction limits \hat{c}_l and \hat{c}_u. • tau2h: the estimate for τ^2. • i2h: the estimate for I^2. • nup: degrees of freedom for the prediction interval. • nuc: degrees of freedom for the confidence interval. • vmuhat: the variance estimate for \hat{μ}. ## References Higgins, J. P. T, Thompson, S. G., Spiegelhalter, D. J. (2009). A re-evaluation of random-effects meta-analysis. J R Stat Soc Ser A Stat Soc. 172(1): 137-159. https://doi.org/10.1111/j.1467-985X.2008.00552.x Partlett, C, and Riley, R. D. (2017). Random effects meta-analysis: Coverage performance of 95 confidence and prediction intervals following REML estimation. Stat Med. 36(2): 301-317. https://doi.org/10.1002/sim.7140 Nagashima, K., Noma, H., and Furukawa, T. A. (2018). Prediction intervals for random-effects meta-analysis: a confidence distribution approach. Stat Methods Med Res. In press. https://doi.org/10.1177/0962280218773520. Hartung, J. (1999). An alternative method for meta-analysis. Biom J. 41(8): 901-916. https://doi.org/10.1002/(SICI)1521-4036(199912)41:8<901::AID-BIMJ901>3.0.CO;2-W. Hartung, J., and Knapp, G. (2001). On tests of the overall treatment effect in meta-analysis with normally distributed responses. Stat Med. 20(12): 1771-1782. https://doi.org/10.1002/sim.791. Sidik, K., and Jonkman, J. N. (2006). Robust variance estimation for random effects meta-analysis. Comput Stat Data Anal. 50(12): 3681-3701. https://doi.org/10.1016/j.csda.2005.07.019. Kenward, M. G., and Roger, J. H. (1997). Small sample inference for fixed effects from restricted maximum likelihood. Biometrics. 53(3): 983-997. https://www.ncbi.nlm.nih.gov/pubmed/9333350. DerSimonian, R., and Laird, N. (1986). Meta-analysis in clinical trials. Control Clin Trials. 7(3): 177-188. ## See Also print.pima, plot.pima, cima. ## Examples   1 2 3 4 5 6 7 8 9 10 11 12 13 14 data(sbp, package = "pimeta") # Nagashima-Noma-Furukawa prediction interval # is sufficiently accurate when I^2 >= 10% and K >= 3 pimeta::pima(sbp$y, sbp$sigmak, seed = 3141592, parallel = 4) # Higgins-Thompson-Spiegelhalter prediction interval and # Partlett-Riley prediction intervals # are accurate when I^2 > 30% and K > 25 pimeta::pima(sbp$y, sbp$sigmak, method = "HTS") pimeta::pima(sbp$y, sbp$sigmak, method = "HK") pimeta::pima(sbp$y, sbp$sigmak, method = "SJ") pimeta::pima(sbp$y, sbp$sigmak, method = "KR") pimeta::pima(sbp$y, sbp\$sigmak, method = "APX") 

### Example output

Prediction & Confidence Intervals for Random-Effects Meta-Analysis

A parametric bootstrap prediction and confidence intervals
Heterogeneity variance: DerSimonian-Laird
Variance for average treatment effect: Hartung (Hartung-Knapp)

No. of studies: 10

Average treatment effect [95% prediction interval]:
-0.3341 [-0.8789, 0.2165]
d.f.: 9

Average treatment effect [95% confidence interval]:
-0.3341 [-0.5673, -0.0985]
d.f.: 9

Heterogeneity measure
tau-squared: 0.0282
I-squared:  70.5%

Prediction & Confidence Intervals for Random-Effects Meta-Analysis

Higgins-Thompson-Spiegelhalter prediction and confidence intervals
Heterogeneity variance: DerSimonian-Laird
Variance for average treatment effect: approximate

No. of studies: 10

Average treatment effect [95% prediction interval]:
-0.3341 [-0.7598, 0.0917]
d.f.: 8

Average treatment effect [95% confidence interval]:
-0.3341 [-0.5068, -0.1613]
d.f.: 9

Heterogeneity measure
tau-squared: 0.0282
I-squared:  70.5%

Prediction & Confidence Intervals for Random-Effects Meta-Analysis

Partlett-Riley prediction and confidence intervals
Heterogeneity variance: REML
Variance for average treatment effect: Hartung (Hartung-Knapp)

No. of studies: 10

Average treatment effect [95% prediction interval]:
-0.3287 [-0.9887, 0.3312]
d.f.: 8

Average treatment effect [95% confidence interval]:
-0.3287 [-0.5761, -0.0814]
d.f.: 9

Heterogeneity measure
tau-squared: 0.0700
I-squared:  85.5%

Prediction & Confidence Intervals for Random-Effects Meta-Analysis

Partlett-Riley prediction and confidence intervals
Heterogeneity variance: REML
Variance for average treatment effect: bias corrected Sidik-Jonkman

No. of studies: 10

Average treatment effect [95% prediction interval]:
-0.3287 [-0.9835, 0.3261]
d.f.: 8

Average treatment effect [95% confidence interval]:
-0.3287 [-0.5625, -0.0950]
d.f.: 9

Heterogeneity measure
tau-squared: 0.0700
I-squared:  85.5%

Prediction & Confidence Intervals for Random-Effects Meta-Analysis

Partlett-Riley prediction and confidence intervals
Heterogeneity variance: REML
Variance for average treatment effect: Kenward-Roger

No. of studies: 10

Average treatment effect [95% prediction interval]:
-0.3287 [-1.0280, 0.3706]
d.f.: 5.9508

Average treatment effect [95% confidence interval]:
-0.3287 [-0.5815, -0.0759]
d.f.: 6.9508

Heterogeneity measure
tau-squared: 0.0700
I-squared:  85.5%

Prediction & Confidence Intervals for Random-Effects Meta-Analysis

Partlett-Riley prediction and confidence intervals
Heterogeneity variance: REML
Variance for average treatment effect: approximate

No. of studies: 10

Average treatment effect [95% prediction interval]:
-0.3287 [-0.9843, 0.3268]
d.f.: 8

Average treatment effect [95% confidence interval]:
-0.3287 [-0.5646, -0.0929]
d.f.: 9

Heterogeneity measure
tau-squared: 0.0700
I-squared:  85.5%


pimeta documentation built on Sept. 17, 2019, 5:03 p.m.