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Objective Bayesian Meta-Analysis Based on Generalized Marginal Multivariate Random Effects Model
Örebro University, Örebro University School of Business. (Unit of Statistics)ORCID iD: 0000-0003-1359-3311
Department of Mathematics, Stockholm University, Stockholm, Sweden.
2024 (English)In: Bayesian Analysis, ISSN 1936-0975, E-ISSN 1931-6690, Vol. 19, no 2, p. 531-564Article in journal (Refereed) Published
Abstract [en]

Objective Bayesian inference procedures are derived for the parameters of the multivariate random effects model generalized to elliptically contoured distributions. The posterior for the overall mean vector and the between-study covariance matrix is deduced by assigning two noninformative priors to the model parameter, namely the Berger and Bernardo reference prior and the Jeffreys prior, whose analytical expressions are obtained under weak distributional assumptions. It is shown that the only condition needed for the posterior to be proper is that the sample size is larger than the dimension of the data-generating model, inde-pendently of the class of elliptically contoured distributions used in the definition of the generalized multivariate random effects model. The theoretical findings of the paper are applied to real data consisting of ten studies about the effectiveness of hypertension treatment for reducing blood pressure where the treatment effects on both the systolic blood pressure and diastolic blood pressure are investigated.

Place, publisher, year, edition, pages
International Society for Bayesian Analysis , 2024. Vol. 19, no 2, p. 531-564
Keywords [en]
multivariate random effects model, noninformative prior, propriety, elliptically contoured distribution, multivariate meta-analysis
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-103885DOI: 10.1214/23-ba1363ISI: 001203880900006Scopus ID: 2-s2.0-85190840090OAI: oai:DiVA.org:oru-103885DiVA, id: diva2:1732599
Funder
Örebro UniversitySwedish Research CouncilAvailable from: 2023-01-31 Created: 2023-01-31 Last updated: 2024-05-06Bibliographically approved

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Bodnar, Olha

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