Description Usage Arguments Details Value References See Also Examples
View source: R/pri_par_adjust.R
Adjusts the scale parameter of the specified one-parameter priors for the between-study standard deviation such that the probability mass above the reference threshold equals the given tail probability. The reference threshold used depends on the target RLMC and the with-study standard errors in the data set. The supported priors are the half-normal (HN), the half-Cauchy (HC), the exponential (EXP) and the Lomax (LMX) distributions. The shape parameter of the LMX distribution is fixed at 1.
1 2 3 | pri_par_adjust(df, rlmc = 0.5, tail.prob = 0.5,
distributions = c("HN", "HC"),
type.sigma.ref = "geometric")
|
df |
data frame with one column "sigma" containing the standard errors of the estimates for the individual studies |
rlmc |
target relative latent model complexity. Real number in [0,1]. Defaults to 0.5. |
tail.prob |
probability mass of the prior above the reference threshold (which depends on |
distributions |
vector of strings. Specifies the parametric prior distributions to use. The options are "HN" (half-normal), "HC" (half-Cauchy), "EXP" (exponential) and "LMX" (Lomax with shape parameter = 1). Defaults to c("HN", "HC"). |
type.sigma.ref |
either |
This heterogeneity prior adjustment applies to Bayesian meta-analysis expressed by a normal-normal hierarchical model. The reference threshold U is given by
U = σ_{ref} √{rlmc/(1-rlmc)},
where σ_{ref} is the reference standard deviation of the data set,
i.e. by default the geometric mean of df$sigma
.
Then, a prior tail-adjustment is applied for this reference threshold
and the specified tail probability:
The free parameter of the prior is determined such that
P[τ > U] = α,
where α = tail.prob
.
Ott et al. (2021) suggest to use tail.prob = 0.5
as default,
so that the median of the prior will be aligned with the reference threshold.
If type.sigma.ref = "geometric"
, the reference standard deviation is given by the geometric mean
of the standard deviations of the individual studies
(Sorbye & Rue 2014 (equation (7)).
If type.sigma.ref = "harmonic"
, the reference standard deviation σ_{ref} is
the square root of a weighted harmonic mean of the variances of the individual studies,
as described in Hoaglin (2016, page 490).
See sigma_ref
for the formula.
A list of maximum four scale parameter values (including only those parameters for the distributions specified in distributions
, in the same order as in distributions
):
p_HN |
parameter of half-normal prior |
p_HC |
parameter of half-Cauchy prior |
p_EXP |
parameter of exponential prior |
p_LMX |
scale parameter for Lomax prior with shape parameter=1 |
Ott, M., Hunanyan, S., Held, L., Roos, M. Sensitivity-based identification of inaccurate heterogeneity priors in Bayesian meta-analysis. Submitted to Statistical Methods in Medical Research. 2021.
Sorbye, S., Rue, H. (2014). Scaling intrinsic Gaussian Markov random field priors in spatial modelling. Spatial Statistics 8, 39–51. https://doi.org/10.1016/j.spasta.2013.06.004
Hoaglin, D. (2016). Misunderstandings about Q and "Cochran's Q test" in meta-analysis. Statistics in Medicine 35(4), 485–495. https://doi.org/10.1002/sim.6632
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | # load the steriod-resistant rejection (SRR) data analyzed in Friede et al. (2017)
data(srr)
# for the SRR data, compute the following:
# 50%-RLMC-based adjustment of HN and HC priors used in Ott et al. (2021)
# with target RLMC 0.5
pri_par_adjust(df = srr, rlmc = 0.5)
# 50%-RLMC-based adjustment of EXP and LMX priors used in Ott et al. (2021)
# with target RLMC 0.8
pri_par_adjust(df = srr, distributions = c("EXP", "LMX"),
rlmc = 0.8)
# 50%-RLMC-based adjustment of HN and HC priors with target RLMC 0.2
# using the harmonic mean to determine the reference threshold
pri_par_adjust(df = srr, rlmc = 0.2,
type.sigma.ref = "harmonic")
|
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