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pimeta package

Prediction Intervals for Random-Effects Meta-Analysis

An implementation of prediction intervals for random-effects meta-analysis:

  • Higgins JPT, Thompson SG, Spiegelhalter DJ. A re-evaluation of random-effects meta-analysis. Journal of the Royal Statistical Society: Series A (Statistics in Society) 2009; 172(1): 137–159. doi:10.1111/j.1467-985X.2008.00552.x.
  • Partlett C, Riley RD. Random effects meta-analysis: Coverage performance of 95% confidence and prediction intervals following REML estimation. Statistics in Medicine 2017; 36(2): 301–317. doi:10.1002/sim.7140.
  • Nagashima K, Noma H, Furukawa TA. Prediction interval for random-effects meta-analysis: a confidence distribution approach. Statistical Methods in Medical Research 2019; 28(6): 1689–1702. doi:10.1177/0962280218773520. arXiv:1804.01054.
  • Wang C-C, Lee W-C. A simple method to estimate prediction intervals and predictive distributions. Res Syn Meth 2019; 30(28): 3304–3312. doi:10.1002/jrsm.1345.

CRAN task view: Meta Analysis

Installation 

# From CRAN:
install.packages("pimeta")

# Or the the development version from GitHub:
# install.packages("devtools")
devtools::install_github("nshi-stat/pimeta")