Maximum likelihood estimation based on Newton–Raphson iteration for the bivariate random effects model in test accuracy meta-analysis. (April 2020)

• Record Type: Journal Article
• Authors: Willis, Brian H; Baragilly, Mohammed; Coomar, Dyuti
• Other Names: Fox Jean-Paul guest-editor.
• Is Part Of: Statistical methods in medical research. Volume 29:Number 4(2020)
• Page Start: 1197
• Page End: 1211
• Publication Date: 2020-04
• Subjects: Bivariate model -- diagnostic accuracy -- maximum likelihood estimation -- meta-analysis -- random effects; Medicine -- Research -- Statistical methods -- Periodicals; Research -- Periodicals; Review Literature -- Periodicals; Statistics -- methods -- Periodicals; Médecine -- Recherche -- Méthodes statistiques -- Périodiques; 610.727
• DOI: 10.1177/0962280219853602
• Languages: English
• ISSNs: 0962-2802

Abstract

A bivariate generalised linear mixed model is often used for meta-analysis of test accuracy studies. The model is complex and requires five parameters to be estimated. As there is no closed form for the likelihood function for the model, maximum likelihood estimates for the parameters have to be obtained numerically. Although generic functions have emerged which may estimate the parameters in these models, they remain opaque to many. From first principles we demonstrate how the maximum likelihood estimates for the parameters may be obtained using two methods based on Newton–Raphson iteration. The first uses the profile likelihood and the second uses the Observed Fisher Information. As convergence may depend on the proximity of the initial estimates to the global maximum, each algorithm includes a method for obtaining robust initial estimates. A simulation study was used to evaluate the algorithms and compare their performance with the generic generalised linear mixed model function glmer from the lme4 package in R before applying them to two meta-analyses from the literature. In general, the two algorithms had higher convergence rates and coverage probabilities than glmer . Based on its performance characteristics the method of profiling is recommended for fitting the bivariate generalised linear mixed model for meta-analysis.