Speaker
Description
Meta-analysis can be formulated as the combination of p-values from multiple studies into a joint p-value function, from which inference for the average effect, including point estimates and confidence intervals, can be derived. We extend Edgington's p-value combination method for random-effects meta-analysis by treating the combined p-value function as a confidence distribution of the average effect and incorporate uncertainty in heterogeneity estimation via a confidence distribution implied by the generalized heterogeneity statistic (Kronthaler and Held, 2025a). To quantify heterogeneity, another central task of random-effects meta-analysis, we propose constructing predictive distributions by integrating the normal effect distribution over both Edgington’s confidence distribution and the confidence distribution of the heterogeneity parameter (Kronthaler and Held, 2025b). The methods explicitly account for parameter uncertainty, and represent it through full confidence and predictive distributions rather than providing only scalar or interval summaries.
Simulation results indicate that confidence intervals achieve near-nominal coverage for more than three studies and heterogeneity. The point estimator exhibits small bias under model misspecification and substantial heterogeneity. Prediction intervals typically maintain nominal coverage for more than three studies, and both confidence and prediction intervals effectively capture skewness in effect estimates. In contrast, formulations of the methods which ignore parameter uncertainty often exhibit under-coverage. Overall, Edgington’s method, equipped with confidence distribution adjustments for heterogeneity uncertainty, has potential as a viable alternative or complement to classical random-effects meta-analysis.
References:
Kronthaler, D., & Held, L. (2025a). Edgington’s method for random-effects meta-analysis part I: Estimation. arXiv.
Kronthaler, D., & Held, L. (2025b). Edgington’s method for random-effects meta-analysis part II: Prediction. arXiv.
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