Skip to content

The Logic Behind Meta-analysis – Random-effects Model

Screen Shot 2017 12 20 at 4 04 13 PMThe fixed model starts with the assumption that true effect size is the same in all studies. However, in many systematic reviews this assumption is implausible. When we decide to incorporate a group of studies in a meta-analysis, we assume that the studies have enough in common that it makes sense to synthesize the information, but there is generally no reason to assume that they are identical in the sense that the true effect size is exactly the same in all the studies. For example, suppose that we are working with studies that compare the proportion of patients developing a disease in two groups (vaccinated versus placebo). If the treatment works we would expect the effect size (say, the risk ratio) to be similar but not identical across studies. The effect size might be higher (or lower) when the participants are older, or more educated, or healthier than others, or when a more intensive variant of an intervention is used, and so on. Because studies will differ in the mixes of participants and in the implementations of interventions, among other reasons, there maybe different effect sizes underlying different studies.

Or suppose that we are working with studies that assess the impact of an educational intervention. The magnitude of the impact might vary depending on the other resources available to the children, the class size, the age, and other factors, which are likely to vary from study to study. We might not have assessed these covariates in each study. Indeed, we might not even know what covariates actually are related to the size of the effect. Nevertheless, logic dictates that such factors do exist and will lead to variations in the magnitude of the effect.

One way to address this variation across studies is to perform a random-effects meta-analysis. In a random-effects meta-analysis we usually assume that the true effects are normally distributed. For example, in Figure 12.1 the mean of all true effect sizes is 0.60 but the individual effect sizes are distributed about this mean, as indicated by the normal curve. The width of the curve suggests that most of the true effects fall in the range of 0.50 to 0.70.

Screen Shot 2017 12 21 at 2 21 19 PMSuppose that our meta-analysis includes three studies drawn from the distribution of studies depicted by the normal curve, and that the true effects in these studies happen to be 0.50, 0.55, and 0.65. If each study had an infinite sample size the sampling error would be zero and the observed effect for each study would be the same as the true effect for that study. If we were to plot the observed effects rather than the true effects, the observed effects would exactly coincide with the true effects.

Of course, the sample size in any study is not infinite and therefore the sampling error is not zero. If the true effect size for a study is 𝜗i, then the observed effect for that study will be less than or greater than 𝜗i, because of sampling error. This figure also highlights the fact that the distance between the overall mean and the observed effect in any given study consists of two distinct parts: true variation in effect sizes (𝜁i) and sampling error (𝜀i). More generally, the observed effect Yi for any study is given by the grand mean, the deviation of the study’s true effect from the grand mean, and the deviation of the study’s observed effect from the study’s true effect. That is,

Screen Shot 2017 12 21 at 2 31 19 PM

Therefore, to predict how far the observed effect Yi is likely to fall from 𝜇 in any given study we need to consider both the variance of 𝜁i and the variance of 𝜀i. The distance from 𝜇 to each 𝜗i depends on the standard deviation of the distribution of the true effects across studies, called 𝜏 (or 𝜏2 for its variance). The same value of 𝜏2 applies to all studies in the meta-analysis, and in Figure 12.4 is represented by the normal curve at the bottom, which extends roughly from 0.50 to 0.70. The distance from 𝜗i to Yi depends on the sampling distribution of the sample effects about 𝜗i. This depends on the variance of the observed effect size from each study, VYi, and so will vary from one study to the next. In Figure 12.4 the curve for Study 1 is relatively wide while the curve for Study 2 is relatively narrow.

Performing A Random-Effects Meta-Analysis

Screen Shot 2017 12 21 at 9 30 36 PMIn an actual meta-analysis, of course, rather than start with the population effect and make projections about the observed effects, we start with the observed effects and try to estimate the population effect. In other words our goal is to use the collection of Yi to estimate the overall mean, 𝜇. In order to obtain the most precise estimate of the overall mean (to minimize the variance) we compute a weight mean, where the weight assigned to each study is the inverse of that study’s variance. To compute a study’s variance under the random-effects model, we need to know both the within-study variance and 𝜏2, since the study’s total variance is the sum of these two values.

The parameter 𝜏2 (tau-squared) is the between-studies variance (the variance of the effect size parameters across the population of studies). In other words, if we somehow knew the true effect size for each study, and computed the variance of these effect sizes (across an infinite number of studies), this variance would be 𝜏2. One method for estimating 𝜏2 is the method of moments (or the DerSimonian and Laird) method, as follows.

Screen Shot 2017 12 21 at 9 28 23 PM


Screen Shot 2017 12 21 at 9 28 56 PM

where k is the number of studies, and

Screen Shot 2017 12 21 at 9 29 45 PM

In the fixed-effect analysis each study was weighted by the inverse of its variance. In the random-effects analysis, each study will be weighted by the inverse of its variance. The difference is that the variance now includes the original (within-studies) variance plus the estimate of the between-studies variance, T2. To highlight the parallel between the formulas here (random effects) and those in the previous threads (fixed effect) we use the same notations but add an asterisk (*) to represent the random-effects version. Under the random-effects model the weight assigned to each study is

Screen Shot 2017 12 21 at 10 51 46 PM

where Vyi(*) is the within-study variance for study I plus the between-studies variance, T2. That is,

Screen Shot 2017 12 21 at 10 53 20 PM

The weight mean, M(*), is then computed as

Screen Shot 2017 12 21 at 10 56 39 PM

that is, the sum of the products (effect size multiplied by weight) divided by the sum of the weights.

The variance of the summary effect is estimated as the reciprocal of the sum of the weights, or

Screen Shot 2017 12 25 at 2 12 10 PM

and the estimated standard error of the summary effect is then the square root of the variance,

Screen Shot 2017 12 25 at 2 13 16 PM


  • Under the random-effects model, the true effects in the studies are assumed to have been sampled from a distribution of true effects.
  • The summary effect is our estimate of the mean of all relevant true effects, and the null hypothesis is that the mean of these effects is 0.0 (equivalent to a ratio fo 1.0 for ratio measures).
  • Since our goal is to estimate the mean of the distribution, we need to take account of two sources of variance. First, there is within-study error in estimating the effect in each study. Second (even if we knew the true mean for each of our studies), there is variation in the true effects across studies. Study weights are assigned with the goal of minimizing both sources of variance.

Post a Comment

Your email is never published nor shared. Required fields are marked *