regtest: Regression Test for Funnel Plot Asymmetry

In wviechtb/metafor: Meta-Analysis Package for R

Regression Test for Funnel Plot Asymmetry

Description

Function to carry out (various versions of) Egger's regression test for funnel plot asymmetry. \loadmathjax

Usage

regtest(x, vi, sei, ni, subset, data,
        model="rma", predictor="sei", ret.fit=FALSE, digits, ...)

Arguments

x	a vector with the observed effect sizes or outcomes or an object of class "rma".
vi	vector with the corresponding sampling variances (ignored if x is an object of class "rma").
sei	vector with the corresponding standard errors (note: only one of the two, vi or sei, needs to be specified).
ni	optional vector with the corresponding sample sizes (only relevant when using the sample sizes (or a transformation thereof) as predictor).
subset	optional (logical or numeric) vector to specify the subset of studies that should be included in the test (ignored if x is an object of class "rma").
data	optional data frame containing the variables given to the arguments above.
model	either "rma" or "lm" to specify the type of model to use for the regression test. See ‘Details’.
predictor	either "sei" "vi", "ni", "ninv", "sqrtni", or "sqrtninv" to specify the predictor to use for the regression test. See ‘Details’.
ret.fit	logical to specify whether the full results from the fitted model should also be returned.
digits	optional integer to specify the number of decimal places to which the printed results should be rounded.
...	other arguments.

Details

Various tests for funnel plot asymmetry have been suggested in the literature, including the rank correlation test by Begg and Mazumdar (1994) and the regression test by Egger et al. (1997). Extensions, modifications, and further developments of the regression test are described (among others) by Macaskill, Walter, and Irwig (2001), Sterne and Egger (2005), Harbord, Egger, and Sterne (2006), Peters et al. (2006), Rücker et al. (2008), and Moreno et al. (2009). The various versions of the regression test differ in terms of the model (either a weighted regression model with a multiplicative dispersion term or a fixed/mixed-effects meta-regression model is used), in terms of the predictor variable that the observed effect sizes or outcomes are hypothesized to be related to when publication bias is present (suggested predictors include the standard error, the sampling variance, and the sample size or transformations thereof), and in terms of the outcome measure used (e.g., for \mjeqn2 \times 22x2 table data, one has the choice between various outcome measures). The idea behind the various tests is the same though: If there is a relationship between the observed effect sizes or outcomes and the chosen predictor, then this usually implies asymmetry in the funnel plot, which in turn may be an indication of publication bias.

The regtest function can be used to carry out various versions of the regression test. One can either pass a vector with the observed effect sizes or outcomes (via x) and the corresponding sampling variances via vi (or the standard errors via sei) to the function or an object of class "rma".

The model type for the regression test is chosen via the model argument, with model="lm" for a weighted regression model with a multiplicative dispersion term or model="rma" for a (mixed-effects) meta-regression model (the default).

The predictor for the test is chosen via the predictor argument:

• predictor="sei" for the standard errors (the default),

• predictor="vi" for the sampling variances,

• predictor="ni" for the sample sizes,

• predictor="ninv" for the inverse of the sample sizes,

• predictor="sqrtni" for the square root of the sample sizes, or

• predictor="sqrtninv" for the inverse square root of the sample sizes.

The outcome measure used for the regression test is simply determined by the values passed to the function or the measure that was used in fitting the original model (when passing an object of class "rma" to the function).

When using the sample sizes (or a transformation thereof) as the predictor, one can use the ni argument to specify the sample sizes. When x is a vector with the observed effect sizes or outcomes and it was computed with escalc, then the sample sizes should automatically be stored as an attribute of x and ni does not need to be specified. This should also be the case when passing an object of class "rma" to the function and the input to the model fitting function came from escalc.

When passing an object of class "rma" to the function, arguments such as method, weighted, and test as used during the initial model fitting are also used for the regression test. If the model already included one or more moderators, then regtest will add the chosen predictor to the moderator(s) already included in the model. This way, one can test for funnel plot asymmetry after accounting first for the influence of the moderator(s) already included in the model.

The model used for conducting the regression test can also be used to obtain a ‘limit estimate’ of the (average) true effect or outcome. In particular, when the standard errors, sampling variances, or inverse (square root) sample sizes are used as the predictor, the model intercept in essence reflects the estimate under infinite precision. This is sometimes (cautiously) interpreted as an estimate of the (average) true effect or outcome that is adjusted for publication bias.

Value

An object of class "regtest". The object is a list containing the following components:

model	the model used for the regression test.
predictor	the predictor used for the regression test.
zval	the value of the test statistic.
pval	the corresponding p-value
dfs	the degrees of freedom of the test statistic (if the test is based on a t-distribution).
fit	the full results from the fitted model.
est	the limit estimate (only for predictors "sei" "vi", "ninv", or "sqrtninv" and when the model does not contain any additional moderators; NULL otherwise).
ci.lb	lower bound of the confidence interval for the limit estimate.
ci.ub	upper bound of the confidence intervals for the limit estimate.

The results are formatted and printed with the print function.

Note

The classical ‘Egger test’ is obtained by setting model="lm" and predictor="sei". For the random/mixed-effects version of the test, set model="rma" (this is the default). See Sterne and Egger (2005) for details on these two types of models/tests.

When conducting a classical ‘Egger test’, the test of the limit estimate is the same as the ‘precision-effect test’ (PET) of Stanley and Doucouliagos (2014). The limit estimate when using the sampling variance as predictor is sometimes called the ‘precision-effect estimate with SE’ (PEESE) (Stanley & Doucouliagos, 2014). A conditional procedure where we use the limit estimate when PET is not significant (i.e., when using the standard error as predictor) and the PEESE (i.e., when using the sampling variance as predictor) when PET is significant is sometimes called the PET-PEESE procedure (Stanley & Doucouliagos, 2014).

All of the tests do not directly test for publication bias, but for a relationship between the observed effect sizes or outcomes and the chosen predictor. If such a relationship is present, then this usually implies asymmetry in the funnel plot, which in turn may be an indication of publication bias. However, it is important to keep in mind that there can be other reasons besides publication bias that could lead to asymmetry in the funnel plot.

Author(s)

Wolfgang Viechtbauer ([e-mail], https://www.metafor-project.org).

References

Begg, C. B., & Mazumdar, M. (1994). Operating characteristics of a rank correlation test for publication bias. Biometrics, 50(4), 1088–1101. ⁠https://doi.org/10.2307/2533446⁠

Egger, M., Davey Smith, G., Schneider, M., & Minder, C. (1997). Bias in meta-analysis detected by a simple, graphical test. British Medical Journal, 315(7109), 629–634. ⁠https://doi.org/10.1136/bmj.315.7109.629 ⁠

Harbord, R. M., Egger, M., & Sterne, J. A. C. (2006). A modified test for small-study effects in meta-analyses of controlled trials with binary endpoints. Statistics in Medicine, 25(20), 3443–3457. ⁠https://doi.org/10.1002/sim.2380⁠

Macaskill, P., Walter, S. D., & Irwig, L. (2001). A comparison of methods to detect publication bias in meta-analysis. Statistics in Medicine, 20(4), 641–654. ⁠https://doi.org/10.1002/sim.698⁠

Moreno, S. G., Sutton, A. J., Ades, A. E., Stanley, T. D., Abrams, K. R., Peters, J. L., & Cooper, N. J. (2009). Assessment of regression-based methods to adjust for publication bias through a comprehensive simulation study. BMC Medical Research Methodology, 9, 2. ⁠https://doi.org/10.1186/1471-2288-9-2⁠

Peters, J. L., Sutton, A. J., Jones, D. R., Abrams, K. R., & Rushton, L. (2006). Comparison of two methods to detect publication bias in meta-analysis. Journal of the American Medical Association, 295(6), 676–680. ⁠https://doi.org/10.1001/jama.295.6.676⁠

Rücker, G., Schwarzer, G., & Carpenter, J. (2008). Arcsine test for publication bias in meta-analyses with binary outcomes. Statistics in Medicine, 27(5), 746–763. ⁠https://doi.org/10.1002/sim.2971⁠

Stanley, T. D., & Doucouliagos, H. (2014). Meta-regression approximations to reduce publication selection bias. Research Synthesis Methods, 5(1), 60–78. ⁠https://doi.org/10.1002/jrsm.1095⁠

Sterne, J. A. C., & Egger, M. (2005). Regression methods to detect publication and other bias in meta-analysis. In H. R. Rothstein, A. J. Sutton, & M. Borenstein (Eds.) Publication bias in meta-analysis: Prevention, assessment, and adjustments (pp. 99–110). Chichester, England: Wiley.

Viechtbauer, W. (2010). Conducting meta-analyses in R with the metafor package. Journal of Statistical Software, 36(3), 1–48. ⁠https://doi.org/10.18637/jss.v036.i03⁠

See Also

ranktest for the rank correlation test, trimfill for the trim and fill method, tes for the test of excess significance, fsn to compute the fail-safe N (file drawer analysis), and selmodel for selection models.

Examples

### copy data into 'dat' and examine data
dat <- dat.egger2001

### calculate log odds ratios and corresponding sampling variances (but remove ISIS-4 trial)
dat <- escalc(measure="OR", ai=ai, n1i=n1i, ci=ci, n2i=n2i, data=dat, subset=-16)

### fit random-effects model
res <- rma(yi, vi, data=dat)
res

### classical Egger test
regtest(res, model="lm")

### mixed-effects meta-regression version of the Egger test
regtest(res)

### same tests, but passing outcomes directly
regtest(yi, vi, data=dat, model="lm")
regtest(yi, vi, data=dat)

### if dat$yi is computed with escalc(), sample size information is stored in attributes
dat$yi

### then this will also work
regtest(yi, vi, data=dat, predictor="ni")

### similarly when passing a model object to the function
regtest(res, model="lm", predictor="ni")
regtest(res, model="lm", predictor="ninv")
regtest(res, predictor="ni")
regtest(res, predictor="ninv")

### otherwise have to supply sample sizes manually
dat$yi <- c(dat$yi) # this removes the 'ni' attribute from 'yi'
dat$nitotal <- with(dat, n1i + n2i)
regtest(yi, vi, ni=nitotal, data=dat, predictor="ni")
res <- rma(yi, vi, data=dat)
regtest(res, predictor="ni", ni=nitotal, data=dat)

### standard funnel plot (with standard errors on the y-axis)
funnel(res, refline=0)

### regression test (by default the standard errors are used as predictor)
reg <- regtest(res)
reg

### add regression line to funnel plot
se <- seq(0,1.8,length=100)
lines(coef(reg$fit)[1] + coef(reg$fit)[2]*se, se, lwd=3)

### regression test (using the sampling variances as predictor)
reg <- regtest(res, predictor="vi")

### add regression line to funnel plot (using the sampling variances as predictor)
lines(coef(reg$fit)[1] + coef(reg$fit)[2]*se^2, se, lwd=3, lty="dotted")

### add legend
legend("bottomright", inset=0.02, lty=c("solid","dotted"), lwd=3, cex=0.9, bg="white",
       legend=c("Standard Errors as Predictor",
                "Sampling Variances as Predictor"))

### testing for asymmetry after accounting for the influence of a moderator
res <- rma(yi, vi, mods = ~ year, data=dat)
regtest(res, model="lm")
regtest(res)

wviechtb/metafor documentation built on Dec. 4, 2024, 1:03 a.m.