Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Objective Bayesian Meta-Analysis Based on Generalized Marginal Multivariate Random Effects Model
Stockholm University, Faculty of Science, Department of Mathematics.ORCID iD: 0000-0001-7855-8221
Number of Authors: 22024 (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, independently 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. MSC2020 subject classifications: Primary 62F15, 62H10; secondary 62H12.

Place, publisher, year, edition, pages
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
Computational Mathematics
Identifiers
URN: urn:nbn:se:su:diva-228994DOI: 10.1214/23-BA1363ISI: 001203880900006Scopus ID: 2-s2.0-85190840090OAI: oai:DiVA.org:su-228994DiVA, id: diva2:1856731
Available from: 2024-05-07 Created: 2024-05-07 Last updated: 2024-11-14Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records

Bodnar, Taras

Search in DiVA

By author/editor
Bodnar, Taras
By organisation
Department of Mathematics
In the same journal
Bayesian Analysis
Computational Mathematics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 27 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf