Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [heterogeneity]

Use this tag for questions in the context of meta-analysis; use [heteroscedasticity] in the context of regression modeling. Heterogeneity arises when the primary studies are not drawn from a single population.

In the meta-analysis context it is often the case that the primary studies do not, as had perhaps been hoped, estimate the same underlying effect. The extent of heterogeneity is best visualised although there are summary statistics like Higgins' $I^2$.

Useful sources are the Wikipedia article on study heterogeneity and an article by Higgins and colleagues, citation:

  • Higgins, JPT, Thompson, SG, Deeks, JJ, & Altman, DG (2003). Measuring inconsistency in meta-analyses. BMJ; 327.
114 questions
12
votes
2 answers

Difference between one-way and two-way fixed effects, and their estimation

Consider a basic linear unobserved effect panel data model, e.g.: $$Y_{it}=\beta x'_{it}+c_i+\lambda_t+u_{it}, \quad t=1,\dots,T$$ where the vector $x_{it}$ contains the independent variables and $u_{it}$ is an error term. Number of individuals is…
Fusscreme
  • 321
  • 1
  • 2
  • 9
9
votes
1 answer

Calculating I-squared (in meta-analysis, given tau-squared)

I have results of meta-analysis, which have been carried out and reported. These analyses report tau-squared as a measure of heterogeneity (and the other details from the analysis). I've been asked to report the I-squared. Is it possible to…
Jeremy Miles
  • 13,917
  • 6
  • 30
  • 64
8
votes
2 answers

Heterogeneous Treatment Effects with Continuous Treatment (e.g. using BART)

Overview: Most of the causal inference literature (both theoretical and applied), I have seen on heterogeneous treatment effects, only considers the case with a binary treatment $T\in\{0,1\}$. However, I would like to estimate heterogeneous…
AsgerTheDuck
  • 133
  • 5
6
votes
2 answers

Identifying the correlation between a slope and a level

Throughout this post, I assume at least second moments exist. Consider a heterogeneous linear treatment effect model of the form: $$Y_i = \alpha_i + \beta_i X_i$$ where $\alpha_i, \beta_i$ are potentially arbitrarily heterogenous (in other words, we…
stats_model
  • 1,184
  • 4
  • 16
5
votes
1 answer

Simulation of random-effects meta-analysis yields biased tau^2

I need to realistically simulate study effect sizes and within-study variances for a random-effects meta-analysis in which the outcome is a relative risk. My question: why does this simulation lead to severe underestimation of $\tau^{2}$, and how…
half-pass
  • 3,594
  • 7
  • 23
  • 34
5
votes
1 answer

Q-Test of Heterogeneity for only two effect sizes?

I am using the Q-Test of Heterogeneity to investigate if several effect sizes derived from two different studies are significantly different from each other. More precisely, I have, for every effect of interest, a Cohen's d from one study, and one…
Lukas McLengersdorff
  • 530
  • 3
  • 12
4
votes
1 answer

Clustering on n features while maximizing the heterogeneity on m remaining features

We have a random vector $X\sim p(X)$, and a set of realizations of the random vector $S=\{X_i\}_{i=1}^N$. The random vector has $n$ continuous and $m$ categorical features. I want to cluster $S$ so that datapoints with similar values of the…
DeltaIV
  • 15,894
  • 4
  • 62
  • 104
4
votes
0 answers

Applying Heterogeneous treatment effects to clinical research (non technical explanation)

I'm trying to understand the hype around this estimation of heterogeneous treatment effects in the machine learning literature lately. It seems super interesting, but alot of it is beyond me. I read this paper by Susan Athey and I'm really…
Jin
  • 536
  • 4
  • 13
4
votes
1 answer

Two Study Meta-Analysis: Fixed- vs. Random-effects and heterogeneity

I browsed through several papers and discussion but I am still not sure what is correct. I conducted two studies on the same topic using similar methods and the same design (independent t-tests). Using R I ran a meta-analysis on both studies based…
klonkklonk
  • 51
  • 2
3
votes
1 answer

Tau, Tau squared and I squared =0

I've used the confint() function of R package metafor to calculate heterogeneity in random effects models in a meta-analysis. I get sensible values for the various parameters (tau, tau^2, I^2) for most of the calculations I have run, however am…
user26050
  • 33
  • 1
  • 3
3
votes
2 answers

metafor's rma gives conflicting (zero) values for tauˆ2 and Iˆ2 compared to Review Manager?

I'm having a problem with metafor's rma-function, which inappropriately (I suppose!) gives both tauˆ2 and Iˆ2 zero values. This questions was previously asked on Stack Overflow, and then it was suggested using (the default) REML estimator of tauˆ2.…
araappa
  • 31
  • 1
3
votes
3 answers

Causal inference where potential outcome is somehow "violated"?

The fundamental problem of causal inference says that only one potential outcome is observed for each unit. What happens if both outcomes from control and treatment can be observed? Can we still make use of analysis tools like causal trees to…
Ryan
  • 301
  • 1
  • 9
3
votes
0 answers

Multi-level meta-anlaysis

I'm conducting a meta-analysis in which some of studies reported multiple effect size as they examined the outcome on multiple groups of glucose-lowering drugs. So, a three-level meta-analysis was applied using study_id and effect_id to define the…
Fatema
  • 41
  • 2
3
votes
0 answers

How to choose between different estimators for tau in meta-analysis?

The question is relatively simple although it may won't be possible to answer at all. In meta-analysis using random-effect model, we can choose between several different methods for estimating tau (e.g. DerSimonian-Laird, Maximum Likelihood,…
user89547235
  • 476
  • 1
  • 3
  • 11
3
votes
1 answer

Causal inference for multiple treatments with an observed set of properties

Note: I have rewritten this question quite a lot, because pzivich's answer made me realize that I had not formulated it accurately enough . In order to give the original context of pzivich's answer, I have left my original question below the updated…
AsgerTheDuck
  • 133
  • 5
1
2 3 4 5 6 7 8