| Title: | Random Effects Meta-Analysis for Correlated Test Statistics |
|---|---|
| Description: | Meta-analysis is widely used to summarize estimated effects sizes across multiple statistical tests. Standard fixed and random effect meta-analysis methods assume that the estimated of the effect sizes are statistically independent. Here we relax this assumption and enable meta-analysis when the correlation matrix between effect size estimates is known. Fixed effect meta-analysis uses the method of Lin and Sullivan (2009) <doi:10.1016/j.ajhg.2009.11.001>, and random effects meta-analysis uses the method of Han, et al. <doi:10.1093/hmg/ddw049>. |
| Authors: | Gabriel Hoffman [aut, cre] |
| Maintainer: | Gabriel Hoffman <[email protected]> |
| License: | Artistic-2.0 |
| Version: | 0.0.19 |
| Built: | 2025-02-10 04:59:45 UTC |
| Source: | https://github.com/diseaseneurogenomics/remacor |
Hottelling T^2 test compares estimated regression coefficients to specified values under the null. This tests a global hypothesis for all specified coefficients. It uses the F-distribution as the null for the test statistic which is exact under finite sample size.
hotelling(beta, Sigma, n, mu_null = rep(0, length(beta)))hotelling(beta, Sigma, n, mu_null = rep(0, length(beta)))
beta |
regressioin coefficients |
Sigma |
covariance matrix of regression coefficients |
n |
sample size used for estimation |
mu_null |
the values of the regression coefficients under the null hypothesis. Defaults to all zeros |
The Hotelling T2 test is not defined when n - p < 1. Returns data.frame with stat = pvalue = NA.
library(clusterGeneration) library(mvtnorm) # sample size n = 30 # number of response variables m = 2 # Error covariance Sigma = genPositiveDefMat(m)$Sigma # regression parameters beta = matrix(.6, 1, m) # covariates X = matrix(rnorm(n), ncol=1) # Simulate response variables Y = X %*% beta + rmvnorm(n, sigma = Sigma) # Multivariate regression fit = lm(Y ~ X) # extract coefficients and covariance # corresponding to the x variable beta = coef(fit)['X',] S = vcov(fit)[c(2,4), c(2,4)] # perform Hotelling test hotelling(beta, S, n)library(clusterGeneration) library(mvtnorm) # sample size n = 30 # number of response variables m = 2 # Error covariance Sigma = genPositiveDefMat(m)$Sigma # regression parameters beta = matrix(.6, 1, m) # covariates X = matrix(rnorm(n), ncol=1) # Simulate response variables Y = X %*% beta + rmvnorm(n, sigma = Sigma) # Multivariate regression fit = lm(Y ~ X) # extract coefficients and covariance # corresponding to the x variable beta = coef(fit)['X',] S = vcov(fit)[c(2,4), c(2,4)] # perform Hotelling test hotelling(beta, S, n)
Fixed effect meta-analysis for correlated test statistics using the Lin-Sullivan method.
LS(beta, stders, cor = diag(1, length(beta)))LS(beta, stders, cor = diag(1, length(beta)))
beta |
regression coefficients from each analysis |
stders |
standard errors corresponding to betas |
cor |
correlation matrix between of test statistics. Default considers uncorrelated test statistics |
Perform fixed effect meta-analysis for correlated test statistics using method of Lin and Sullivan (2009). By default, correlation is set to identity matrix to for independent test statistics.
This method requires the correlation matrix to be symmatric positive definite (SPD). If this condition is not satisfied, results will be NA. If the matrix is not SPD, there is likely an issue with how it was generated.
However, evaluating the correlation between observations that are not pairwise complete can give correlation matricies that are not SPD. In this case, consider running Matrix::nearPD( x, corr=TRUE) to produce the nearest SPD matrix to the input.
effect size
effect size standard error
p-value
Lin D, Sullivan PF (2009). “Meta-analysis of genome-wide association studies with overlapping subjects.” The American Journal of Human Genetics, 85(6), 862–872. https://doi.org/10.1016/j.ajhg.2009.11.001.
library(clusterGeneration) library(mvtnorm) # sample size n = 30 # number of response variables m = 6 # Error covariance Sigma = genPositiveDefMat(m)$Sigma # regression parameters beta = matrix(.6, 1, m) # covariates X = matrix(rnorm(n), ncol=1) # Simulate response variables Y = X %*% beta + rmvnorm(n, sigma = Sigma) # Multivariate regression fit = lm(Y ~ X) # Correlation between residuals C = cor(residuals(fit)) # Extract effect sizes and standard errors from model fit df = lapply(coef(summary(fit)), function(a) data.frame(beta = a["X", 1], se = a["X", 2])) df = do.call(rbind, df) # Run fixed effects meta-analysis, # assume identity correlation LS( df$beta, df$se) # Run fixed effects meta-analysis, # account for correlation LS( df$beta, df$se, C)library(clusterGeneration) library(mvtnorm) # sample size n = 30 # number of response variables m = 6 # Error covariance Sigma = genPositiveDefMat(m)$Sigma # regression parameters beta = matrix(.6, 1, m) # covariates X = matrix(rnorm(n), ncol=1) # Simulate response variables Y = X %*% beta + rmvnorm(n, sigma = Sigma) # Multivariate regression fit = lm(Y ~ X) # Correlation between residuals C = cor(residuals(fit)) # Extract effect sizes and standard errors from model fit df = lapply(coef(summary(fit)), function(a) data.frame(beta = a["X", 1], se = a["X", 2])) df = do.call(rbind, df) # Run fixed effects meta-analysis, # assume identity correlation LS( df$beta, df$se) # Run fixed effects meta-analysis, # account for correlation LS( df$beta, df$se, C)
Fixed effect meta-analysis for correlated test statistics using the Lin-Sullivan method using Monte Carlo draws from the null distribution to compute the p-value.
LS.empirical( beta, stders, cor = diag(1, length(beta)), nu, n.mc.samples = 10000, seed = 1 )LS.empirical( beta, stders, cor = diag(1, length(beta)), nu, n.mc.samples = 10000, seed = 1 )
beta |
regression coefficients from each analysis |
stders |
standard errors corresponding to betas |
cor |
correlation matrix between of test statistics. Default considers uncorrelated test statistics |
nu |
degrees of freedom |
n.mc.samples |
number of Monte Carlo samples |
seed |
random seed so results are reproducable |
The theoretical null for the Lin-Sullivan statistic for fixed effects meta-analysis is chisq when the regression coefficients are estimated from a large sample size. But for finite sample size, this null distribution is not well characterized. In this case, we are not aware of a closed from cumulative distribution function. Instead we draw covariance matrices from a Wishart distribution, sample coefficients from a multivariate normal with this covariance, and then compute the Lin-Sullivan statistic. A gamma distribution is then fit to these draws from the null distribution and a p-value is computed from the cumulative distribution function of this gamma.
LS()
library(clusterGeneration) library(mvtnorm) # sample size n = 30 # number of response variables m = 6 # Error covariance Sigma = genPositiveDefMat(m)$Sigma # regression parameters beta = matrix(.6, 1, m) # covariates X = matrix(rnorm(n), ncol=1) # Simulate response variables Y = X %*% beta + rmvnorm(n, sigma = Sigma) # Multivariate regression fit = lm(Y ~ X) # Correlation between residuals C = cor(residuals(fit)) # Extract effect sizes and standard errors from model fit df = lapply(coef(summary(fit)), function(a) data.frame(beta = a["X", 1], se = a["X", 2])) df = do.call(rbind, df) # Meta-analysis assuming infinite sample size # but the p-value is anti-conservative LS(df$beta, df$se, C) # Meta-analysis explicitly modeling the finite sample size # Gives properly calibrated p-values # nu is the residual degrees of freedom from the model fit LS.empirical(df$beta, df$se, C, nu=n-2)library(clusterGeneration) library(mvtnorm) # sample size n = 30 # number of response variables m = 6 # Error covariance Sigma = genPositiveDefMat(m)$Sigma # regression parameters beta = matrix(.6, 1, m) # covariates X = matrix(rnorm(n), ncol=1) # Simulate response variables Y = X %*% beta + rmvnorm(n, sigma = Sigma) # Multivariate regression fit = lm(Y ~ X) # Correlation between residuals C = cor(residuals(fit)) # Extract effect sizes and standard errors from model fit df = lapply(coef(summary(fit)), function(a) data.frame(beta = a["X", 1], se = a["X", 2])) df = do.call(rbind, df) # Meta-analysis assuming infinite sample size # but the p-value is anti-conservative LS(df$beta, df$se, C) # Meta-analysis explicitly modeling the finite sample size # Gives properly calibrated p-values # nu is the residual degrees of freedom from the model fit LS.empirical(df$beta, df$se, C, nu=n-2)
Local environment
pkg.envpkg.env
An object of class environment of length 0.
Correlation plot
plotCor(cor)plotCor(cor)
cor |
correlation matrix between of test statistics. Default considers uncorrelated test statistics |
Plot of correlation matrix
# Generate effects library(mvtnorm) library(clusterGeneration ) n = 4 Sigma = cov2cor(genPositiveDefMat(n)$Sigma) beta = t(rmvnorm(1, rep(0, n), Sigma)) stders = rep(.1, n) # set names rownames(Sigma) = colnames(Sigma) = LETTERS[1:n] rownames(beta) = names(stders) = LETTERS[1:n] # Run random effects meta-analysis, # account for correlation RE2C( beta, stders, Sigma) # Make plot plotCor( Sigma )# Generate effects library(mvtnorm) library(clusterGeneration ) n = 4 Sigma = cov2cor(genPositiveDefMat(n)$Sigma) beta = t(rmvnorm(1, rep(0, n), Sigma)) stders = rep(.1, n) # set names rownames(Sigma) = colnames(Sigma) = LETTERS[1:n] rownames(beta) = names(stders) = LETTERS[1:n] # Run random effects meta-analysis, # account for correlation RE2C( beta, stders, Sigma) # Make plot plotCor( Sigma )
Forest plot of coefficients
plotForest(beta, stders)plotForest(beta, stders)
beta |
regression coefficients from each analysis |
stders |
standard errors corresponding to betas |
Forest plot of effect sizes and standard errors
# Generate effects library(mvtnorm) library(clusterGeneration ) n = 4 Sigma = cov2cor(genPositiveDefMat(n)$Sigma) beta = t(rmvnorm(1, rep(0, n), Sigma)) stders = rep(.1, n) # set names rownames(Sigma) = colnames(Sigma) = LETTERS[1:n] rownames(beta) = names(stders) = LETTERS[1:n] # Run random effects meta-analysis, # account for correlation RE2C( beta, stders, Sigma) # Make plot plotForest( beta, stders )# Generate effects library(mvtnorm) library(clusterGeneration ) n = 4 Sigma = cov2cor(genPositiveDefMat(n)$Sigma) beta = t(rmvnorm(1, rep(0, n), Sigma)) stders = rep(.1, n) # set names rownames(Sigma) = colnames(Sigma) = LETTERS[1:n] rownames(beta) = names(stders) = LETTERS[1:n] # Run random effects meta-analysis, # account for correlation RE2C( beta, stders, Sigma) # Make plot plotForest( beta, stders )
Random effect meta-analysis for correlated test statistics using RE2C
RE2C(beta, stders, cor = diag(1, length(beta)), twoStep = FALSE)RE2C(beta, stders, cor = diag(1, length(beta)), twoStep = FALSE)
beta |
regression coefficients from each analysis |
stders |
standard errors corresponding to betas |
cor |
correlation matrix between of test statistics. Default considers uncorrelated test statistics |
twoStep |
Apply two step version of RE2C that is designed to be applied only after the fixed effect model. |
Perform random effect meta-analysis for correlated test statistics using RE2 method of Han and Eskin (2011), or RE2 for correlated test statistics from Han et al. (2016). Also uses RE2C method of Lee et al. (2017) to further test for heterogenity in effect size. By default, correlation is set to identity matrix to for independent test statistics.
This method requires the correlation matrix to be symmatric positive definite (SPD). If this condition is not satisfied, results will be NA. If the matrix is not SPD, there is likely an issue with how it was generated.
For computing Q, QEp, and Isq, the effective number of independent studies is determined by sum(solve(cor)) (Liu and Liang 1997). When the correlation is diagonal, the studies are independent and this value is simply the number of studies.
statistic testing effect mean
statistic testing effect heterogeneity
RE2 p-value accounting for correlelation between tests
two step RE2C test after fixed effect test. Only evaluated if twoStep==TRUE
test statistic for the test of (residual) heterogeneity
p-value for the test of (residual) heterogeneity
I^2 statistic
Han B, Duong D, Sul JH, de Bakker PI, Eskin E, Raychaudhuri S (2016).
“A general framework for meta-analyzing dependent studies with overlapping subjects in association mapping.”
Human Molecular Genetics, 25(9), 1857–1866.
https://doi.org/10.1093/hmg/ddw049.
Han B, Eskin E (2011).
“Random-effects model aimed at discovering associations in meta-analysis of genome-wide association studies.”
The American Journal of Human Genetics, 88(5), 586–598.
https://doi.org/10.1016/j.ajhg.2011.04.014.
Lee CH, Eskin E, Han B (2017).
“Increasing the power of meta-analysis of genome-wide association studies to detect heterogeneous effects.”
Bioinformatics, 33(14), i379–i388.
https://doi.org/10.1093/bioinformatics/btx242.
Liu G, Liang K (1997).
“Sample size calculations for studies with correlated observations.”
Biometrics, 937–947.
https://doi.org/10.2307/2533554.
library(clusterGeneration) library(mvtnorm) # sample size n = 30 # number of response variables m = 6 # Error covariance Sigma = genPositiveDefMat(m)$Sigma # regression parameters beta = matrix(.6, 1, m) # covariates X = matrix(rnorm(n), ncol=1) # Simulate response variables Y = X %*% beta + rmvnorm(n, sigma = Sigma) # Multivariate regression fit = lm(Y ~ X) # Correlation between residuals C = cor(residuals(fit)) # Extract effect sizes and standard errors from model fit df = lapply(coef(summary(fit)), function(a) data.frame(beta = a["X", 1], se = a["X", 2])) df = do.call(rbind, df) # Run fixed effects meta-analysis, # assume identity correlation LS( df$beta, df$se) # Run random effects meta-analysis, # assume identity correlation RE2C( df$beta, df$se) # Run fixed effects meta-analysis, # account for correlation LS( df$beta, df$se, C) # Run random effects meta-analysis, # account for correlation RE2C( df$beta, df$se, C)library(clusterGeneration) library(mvtnorm) # sample size n = 30 # number of response variables m = 6 # Error covariance Sigma = genPositiveDefMat(m)$Sigma # regression parameters beta = matrix(.6, 1, m) # covariates X = matrix(rnorm(n), ncol=1) # Simulate response variables Y = X %*% beta + rmvnorm(n, sigma = Sigma) # Multivariate regression fit = lm(Y ~ X) # Correlation between residuals C = cor(residuals(fit)) # Extract effect sizes and standard errors from model fit df = lapply(coef(summary(fit)), function(a) data.frame(beta = a["X", 1], se = a["X", 2])) df = do.call(rbind, df) # Run fixed effects meta-analysis, # assume identity correlation LS( df$beta, df$se) # Run random effects meta-analysis, # assume identity correlation RE2C( df$beta, df$se) # Run fixed effects meta-analysis, # account for correlation LS( df$beta, df$se, C) # Run random effects meta-analysis, # account for correlation RE2C( df$beta, df$se, C)