A penalization approach to random-effects meta-analysis

Yipeng Wang, Lifeng Lin, Christopher G. Thompson, Haitao Chu

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


Systematic reviews and meta-analyses are principal tools to synthesize evidence from multiple independent sources in many research fields. The assessment of heterogeneity among collected studies is a critical step when performing a meta-analysis, given its influence on model selection and conclusions about treatment effects. A common-effect (CE) model is conventionally used when the studies are deemed homogeneous, while a random-effects (RE) model is used for heterogeneous studies. However, both models have limitations. For example, the CE model produces excessively conservative confidence intervals with low coverage probabilities when the collected studies have heterogeneous treatment effects. The RE model, on the other hand, assigns higher weights to small studies compared to the CE model. In the presence of small-study effects or publication bias, the over-weighted small studies from a RE model can lead to substantially biased overall treatment effect estimates. In addition, outlying studies may exaggerate between-study heterogeneity. This article introduces penalization methods as a compromise between the CE and RE models. The proposed methods are motivated by the penalized likelihood approach, which is widely used in the current literature to control model complexity and reduce variances of parameter estimates. We compare the existing and proposed methods with simulated data and several case studies to illustrate the benefits of the penalization methods.

Original languageEnglish (US)
Pages (from-to)500-516
Number of pages17
JournalStatistics in Medicine
Issue number3
StatePublished - Feb 10 2022

Bibliographical note

Funding Information:
This research was supported in part by the U.S. Agency for Healthcare Research and Quality grant R03 HS024743 and the U.S. National Institutes of Health/National Library of Medicine grant R01 LM012982 (LL and HC). The content is solely the responsibility of the authors and does not necessarily represent the official views of the funding agencies.

Publisher Copyright:
© 2021 John Wiley & Sons Ltd.

PubMed: MeSH publication types

  • Journal Article
  • Meta-Analysis
  • Research Support, N.I.H., Extramural
  • Research Support, U.S. Gov't, P.H.S.


Dive into the research topics of 'A penalization approach to random-effects meta-analysis'. Together they form a unique fingerprint.

Cite this