An Alternative Diagnostic Procedure for Meta-Regression
AbstractThis paper proposes an alternative procedure for detecting outliers in meta-regression using the penalized maximum likelihood with smoothly clipped absolute deviation penalty function. The coordinate descent algorithm is implemented to estimate the parameters where the cross-validation criterion is used to determine the tuning parameter. Extensive simulation experiments demonstrate the usefulness of our proposed procedure as well as its improved power performance compared to previous procedures. Simulation results demonstrate that the performance has a direct relationship with the number of studies and an inverse relationship with the heterogeneity between studies. An illustrative application with real data, implementing the proposed procedure and others, is given.
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