Year: 2026
Type: preprint
Abstract: Meta-analytic methods tend to take all-or-nothing approaches to study-level heterogeneity, assuming all studies are heterogeneous or homogeneous, leading to inefficiency and/or bias in estimation and inference. In this paper, we develop a heterogeneity-adaptive meta-analysis in linear models that adapts to the amount of information shared between datasets. The primary mechanism for the information-sharing is a shrinkage of dataset-specific distributions towards a new "centroid" distribution through a Kullback-Leibler divergence penalty. The Kullback-Leibler divergence is uniquely geometrically suited for measuring relative information between datasets, and leads to relatively simple closed form estimators with intuitive interpretations. We establish our estimator's desirable inferential properties without assuming homogeneity of dataset parameters. Among other results, we show that our estimator has a provably smaller mean squared error than the dataset-specific maximum likelihood estimators, and establish asymptotically valid inference procedures. A comprehensive set of simulations highlights our estimator's versatility, and an analysis of data from the eICU Collaborative Research Database illustrates its performance in a real-world setting.
Source: arXiv (Cornell University)
Authors: Davis, Elizabeth M., Hector, Emily C.
Institution: University of Michigan
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
Funder: National Science Foundation
OpenAlex ID: W7135048832
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