A closed-form estimator for meta-analysis and surrogate markers evaluation

ABSTRACT

Estimating complex linear mixed models using an iterative full maximum likelihood estimator can be cumbersome in some cases. With small and unbalanced datasets, convergence problems are common. Also, for large datasets, iterative procedures can be computationally prohibitive. To overcome these computational issues, an unbiased two-stage closed-form estimator for the multivariate linear mixed model is proposed. It is rooted in pseudo-likelihood-based split-sample methodology and useful, for example, when evaluating normally distributed endpoints in a meta-analytic context. However, applications go well beyond this framework. Its statistical and computational performance is assessed via simulation. The method is applied to a study in schizophrenia.

KEYWORDS:

• Hierarchical data
• linear mixed model
• unequal cluster size
• surrogacy evaluation
• weighting

Acknowledgments

Financial support from the IAP research network #P7 = 6 of the Belgian Government (Belgian Science Policy) is gratefully acknowledged. Alvaro J. Flórez acknowledges funding from the European Seventh Framework program FP7 2007–2013: [grant agreement no. 602552

Additional information

Funding

This work was supported by the IAP research network #P7=6 of the Belgian Government and by European Seventh Framework program FP7 2007–2013: [grant number 602552].