R: Hypothesis testing on a scalar fixed-effect component in...
test.metaLik
R Documentation
Hypothesis testing on a scalar fixed-effect component in meta-analysis and meta-regression models
Description
Performs hypothesis testing on a scalar component of the fixed-effects vector in meta-analysis and meta-regression models, using the signed profile log-likelihood ratio test and its higher-order Skovgaard's adjustment (Skovgaard, 1996), as described in Guolo (2012). See Guolo and Varin (2012) for illustrative examples about the usage of metaLik package.
a specification of which parameter is to be given confidence interval, either a number or a name. Default is 1 corresponding to the intercept.
value
a single number indicating the value of the fixed-effect parameter under the null hypothesis. Default is 0.
alternative
a character string specifying the alternative hypothesis, must be one of "two.sided" (default), "greater" or "less". Just the initial letter can be specified.
print
logical, whether output information should be printed or not; default is TRUE.
Details
test.metaLik allows hypothesis testing on a scalar component of interest in the fixed-effects vector. The signed profile log-likelihood ratio statistic for inference on scalar component β of θ is
r(β) = sign(hat{β}-β)√{2 {l(hat{θ})-l(θ)} },
where l is the log-likelihood function and hat{θ} is the maximum likelihood estimate of θ.
The Skovgaard's adjustment is defined as
where u(β) is a correction term involving the observed and the expected information matrix and covariances of likelihood quantities, as described in Guolo (2012). Skovgaard's statistic has a second-order accuracy in approximating the standard normal distribution. In the rare case of equal within-study variances, Skovgaard's statistic reaches third-order accuracy.
Value
A list with the following components:
r
the value of the signed profile log-likelihood ratio statistic.
pvalue.r
the p-value of the signed profile log-likelihood ratio test.
rskov
the value of the Skovgaard's statistic.
pvalue.rskov
the p-value of the Skovgaard's test.
Author(s)
Annamaria Guolo and Cristiano Varin.
References
Guolo, A. (2012). Higher-Order Likelihood Inference in Meta-Analysis and Meta-Regression. Statistics in Medicine31, 313–327.
Guolo, A. and Varin, C. (2012). The R Package metaLik for Likelihood Inference in Meta-Analysis. Journal of Statistical Software50 (7), 1–14. http://www.jstatsoft.org/v50/i07/.
Skovgaard, I. M. (1996). An Explicit Large-Deviation Approximation to One-Parameter Tests. Bernoulli2, 145–165.
See Also
Function metaLik for fitting meta-analysis and meta-regression models.
Function summary.metaLik for summaries.
Examples
data(vaccine)
m <- metaLik(y~latitude, data=vaccine, sigma2=sigma2)
## significance test for the intercept coefficient
test.metaLik(m)
## significance test for the 'latitude' coefficient
test.metaLik(m, param=2)
## testing for the 'latitude' coefficient less than 0
test.metaLik(m, param=2, value=0, alternative='less')