How vague is vague? How informative is informative? Reference analysis for Bayesian meta-analysis

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Abstract

Meta-analysis provides important insights for evidence-based medicine by synthesizing evidence from multiple studies which address the same research question. Within the Bayesian framework, meta-analysis is frequently expressed by a Bayesian normal-normal hierarchical model (NNHM). Recently, several publications have discussed the choice of the prior distribution for the between-study heterogeneity in the Bayesian NNHM and used several “vague” priors. However, no approach exists to quantify the informativeness of such priors, and thus, we develop a principled reference analysis framework for the Bayesian NNHM acting at the posterior level. The posterior reference analysis (post-RA) is based on two posterior benchmarks: one induced by the improper reference prior, which is minimally informative for the data, and the other induced by a highly anticonservative proper prior. This approach applies the Hellinger distance to quantify the informativeness of a heterogeneity prior of interest by comparing the corresponding marginal posteriors with both posterior benchmarks. The post-RA is implemented in the freely accessible R package ra4bayesmeta and is applied to two medical case studies. Our findings show that anticonservative heterogeneity priors produce platykurtic posteriors compared with the reference posterior, and they produce shorter 95% credible intervals (CrI) and optimistic inference compared with the reference prior. Conservative heterogeneity priors produce leptokurtic posteriors, longer 95% CrI and cautious inference. The novel post-RA framework could support numerous Bayesian meta-analyses in many research fields, as it determines how informative a heterogeneity prior is for the actual data as compared with the minimally informative reference prior.

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Ott, M., Plummer, M., & Roos, M. (2021). How vague is vague? How informative is informative? Reference analysis for Bayesian meta-analysis. Statistics in Medicine, 40(20), 4505–4521. https://doi.org/10.1002/sim.9076

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