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Confidence interval estimation for the Mantel–Haenszel estimator of the risk ratio and risk difference in rare event meta-analysis with emphasis on the bootstrap

Confidence interval estimation for the Mantel–Haenszel estimator of the risk ratio and risk difference in rare event meta-analysis with emphasis on the bootstrap
Confidence interval estimation for the Mantel–Haenszel estimator of the risk ratio and risk difference in rare event meta-analysis with emphasis on the bootstrap

This paper takes a deeper look into uncertainty assessment of the Mantel–Haenszel estimator (MHE). In the homogeneity case, all developed confidence intervals for the risk ratio and risk difference behave acceptably, even in therare events situation. For heterogeneity, the non-parametric bootstrap approachprovides confidence intervals for the risk difference with acceptable coverage,depending on the number of studies. For the risk ratio, the situation is morecomplex as typically distributions for the log-relative risk are considered. TheMHE overestimates the expected value of the distribution of the log-relativerisk whatever it may be. However, if we consider as true value the estimand ofMHE, reasonable coverage probabilities can be achieved with the bootstrap. Asource of this problem is that the moments of a non-linearly transformedrelative risk variable are not equal to the non-linearly transformed moments ofthe respective relative risk variable.

Bootstrap, Mantel–Haenszel estimator, estimand, meta-analysis, rare events
0094-9655
1-25
Böhning, Dankmar
1df635d4-e3dc-44d0-b61d-5fd11f6434e1
Sangnawakij, Patarawan
e821a2a7-a89f-4172-9006-8a6c2db9add6
Holling, Heinz
88d46f56-77ca-4d0e-b035-a51aff735435
Böhning, Dankmar
1df635d4-e3dc-44d0-b61d-5fd11f6434e1
Sangnawakij, Patarawan
e821a2a7-a89f-4172-9006-8a6c2db9add6
Holling, Heinz
88d46f56-77ca-4d0e-b035-a51aff735435

Böhning, Dankmar, Sangnawakij, Patarawan and Holling, Heinz (2021) Confidence interval estimation for the Mantel–Haenszel estimator of the risk ratio and risk difference in rare event meta-analysis with emphasis on the bootstrap. Journal of Statistical Computation and Simulation, 1-25. (doi:10.1080/00949655.2021.1991347).

Record type: Article

Abstract

This paper takes a deeper look into uncertainty assessment of the Mantel–Haenszel estimator (MHE). In the homogeneity case, all developed confidence intervals for the risk ratio and risk difference behave acceptably, even in therare events situation. For heterogeneity, the non-parametric bootstrap approachprovides confidence intervals for the risk difference with acceptable coverage,depending on the number of studies. For the risk ratio, the situation is morecomplex as typically distributions for the log-relative risk are considered. TheMHE overestimates the expected value of the distribution of the log-relativerisk whatever it may be. However, if we consider as true value the estimand ofMHE, reasonable coverage probabilities can be achieved with the bootstrap. Asource of this problem is that the moments of a non-linearly transformedrelative risk variable are not equal to the non-linearly transformed moments ofthe respective relative risk variable.

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GSCS-2021-0062.R1_JSCS - Accepted Manuscript
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More information

Accepted/In Press date: 6 October 2021
e-pub ahead of print date: 24 October 2021
Keywords: Bootstrap, Mantel–Haenszel estimator, estimand, meta-analysis, rare events

Identifiers

Local EPrints ID: 454114
URI: http://eprints.soton.ac.uk/id/eprint/454114
ISSN: 0094-9655
PURE UUID: b62feef9-06ca-40df-b65b-963d52f8d4fc
ORCID for Dankmar Böhning: ORCID iD orcid.org/0000-0003-0638-7106

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Date deposited: 31 Jan 2022 17:48
Last modified: 17 Mar 2024 06:57

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Contributors

Author: Patarawan Sangnawakij
Author: Heinz Holling

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