













\documentclass{chapman}

%%% copy Sweave.sty definitions

%%% keeps `sweave' from adding `\usepackage{Sweave}': DO NOT REMOVE
%\usepackage{Sweave} 


\RequirePackage[T1]{fontenc}
\RequirePackage{graphicx,ae,fancyvrb}
\IfFileExists{upquote.sty}{\RequirePackage{upquote}}{}
\usepackage{relsize}

\DefineVerbatimEnvironment{Sinput}{Verbatim}{}
\DefineVerbatimEnvironment{Soutput}{Verbatim}{fontfamily=courier,
                                              fontshape=it,
                                              fontsize=\relsize{-1}}
\DefineVerbatimEnvironment{Scode}{Verbatim}{}
\newenvironment{Schunk}{}{}

%%% environment for raw output
\newcommand{\SchunkRaw}{\renewenvironment{Schunk}{}{}
    \DefineVerbatimEnvironment{Soutput}{Verbatim}{fontfamily=courier,
                                                  fontshape=it,
                                                  fontsize=\small}
    \rawSinput
}

%%% environment for labeled output
\newcommand{\nextcaption}{}
\newcommand{\SchunkLabel}{
  \renewenvironment{Schunk}{\begin{figure}[ht] }{\caption{\nextcaption}
  \end{figure} }
  \DefineVerbatimEnvironment{Sinput}{Verbatim}{frame = topline}
  \DefineVerbatimEnvironment{Soutput}{Verbatim}{frame = bottomline, 
                                                samepage = true,
                                                fontfamily=courier,
                                                fontshape=it,
                                                fontsize=\relsize{-1}}
}


%%% S code with line numbers
\DefineVerbatimEnvironment{Sinput}
{Verbatim}
{
%%  numbers=left
}

\newcommand{\numberSinput}{
    \DefineVerbatimEnvironment{Sinput}{Verbatim}{numbers=left}
}
\newcommand{\rawSinput}{
    \DefineVerbatimEnvironment{Sinput}{Verbatim}{}
}


%%% R / System symbols
\newcommand{\R}{\textsf{R}}
\newcommand{\rR}{{R}}
\renewcommand{\S}{\textsf{S}}
\newcommand{\SPLUS}{\textsf{S-PLUS}}
\newcommand{\rSPLUS}{{S-PLUS}}
\newcommand{\SPSS}{\textsf{SPSS}}
\newcommand{\EXCEL}{\textsf{Excel}}
\newcommand{\ACCESS}{\textsf{Access}}
\newcommand{\SQL}{\textsf{SQL}}
%%\newcommand{\Rpackage}[1]{\hbox{\rm\textit{#1}}}
%%\newcommand{\Robject}[1]{\hbox{\rm\texttt{#1}}}
%%\newcommand{\Rclass}[1]{\hbox{\rm\textit{#1}}}
%%\newcommand{\Rcmd}[1]{\hbox{\rm\texttt{#1}}}
\newcommand{\Rpackage}[1]{\index{#1 package@{\fontseries{b}\selectfont #1} package} {\fontseries{b}\selectfont #1}}
\newcommand{\rpackage}[1]{{\fontseries{b}\selectfont #1}}
\newcommand{\Robject}[1]{\texttt{#1}}
\newcommand{\Rclass}[1]{\index{#1 class@\textit{#1} class}\textit{#1}}
\newcommand{\Rcmd}[1]{\index{#1 function@\texttt{#1} function}\texttt{#1}}
\newcommand{\Roperator}[1]{\texttt{#1}}
\newcommand{\Rarg}[1]{\texttt{#1}}
\newcommand{\Rlevel}[1]{\texttt{#1}}


%%% other symbols
\newcommand{\file}[1]{\hbox{\rm\texttt{#1}}}
%%\newcommand{\stress}[1]{\index{#1}\textit{#1}} 
\newcommand{\stress}[1]{\textit{#1}} 
\newcommand{\booktitle}[1]{\textit{#1}} %%'

%%% Math symbols
\usepackage{amstext}
\usepackage{amsmath}
\newcommand{\E}{\mathsf{E}}   
\newcommand{\Var}{\mathsf{Var}}   
\newcommand{\Cov}{\mathsf{Cov}}   
\newcommand{\Cor}{\mathsf{Cor}}   
\newcommand{\x}{\mathbf{x}}   
\newcommand{\y}{\mathbf{y}}   
\renewcommand{\a}{\mathbf{a}}
\newcommand{\W}{\mathbf{W}}   
\newcommand{\C}{\mathbf{C}}   
\renewcommand{\H}{\mathbf{H}}   
\newcommand{\X}{\mathbf{X}}   
\newcommand{\B}{\mathbf{B}}   
\newcommand{\V}{\mathbf{V}}   
\newcommand{\I}{\mathbf{I}}   
\newcommand{\D}{\mathbf{D}}   
\newcommand{\bS}{\mathbf{S}}   
\newcommand{\N}{\mathcal{N}}   
\renewcommand{\L}{L}   
\renewcommand{\P}{\mathsf{P}}   
\newcommand{\K}{\mathbf{K}}
\newcommand{\m}{\mathbf{m}}
\newcommand{\argmin}{\operatorname{argmin}\displaylimits}
\newcommand{\argmax}{\operatorname{argmax}\displaylimits}

\newcommand{\bx}{\mathbf{x}}
\newcommand{\bbeta}{\mathbf{\beta}}


%%% links
\usepackage{hyperref}

\hypersetup{%
  pdftitle = {A Handbook of Statistical Analyses Using R (3rd Edition)},
  pdfsubject = {Book},
  pdfauthor = {Torsten Hothorn and Brian S. Everitt},
  colorlinks = {black},
  linkcolor = {black},
  citecolor = {black},
  urlcolor = {black},
  hyperindex = {true},
  linktocpage = {true},
}


%%% captions & tables
%% <FIXME>: conflics with figure definition in chapman.cls
%%\usepackage[format=hang,margin=10pt,labelfont=bf]{caption}
%% </FIMXE>
\usepackage{longtable}
\usepackage[figuresright]{rotating}

%%% R symbol in chapter 1
\usepackage{wrapfig}

%%% Bibliography
\usepackage[round,comma]{natbib}
\renewcommand{\refname}{References \addcontentsline{toc}{chapter}{References}}
\citeindexfalse

%%% texi2dvi complains that \newblock is undefined, hm...
\def\newblock{\hskip .11em plus .33em minus .07em}

%%% Example sections
\newcounter{exercise}[chapter]
\setcounter{exercise}{0}
\newcommand{\exercise}{\stepcounter{exercise} \item{Ex.~\arabic{chapter}.\arabic{exercise} }}


%% URLs
\newcommand{\curl}[1]{\begin{center} \url{#1} \end{center}}

%%% for manual corrections
%\renewcommand{\baselinestretch}{2}

%%% plot sizes
\setkeys{Gin}{width=0.95\textwidth}

%%% color
\usepackage{color}

%%% hyphenations
\hyphenation{drop-out}
\hyphenation{mar-gi-nal}

%%% new bidirectional quotes need 
\usepackage[utf8]{inputenc}

%\usepackage{setspace}
\definecolor{sidebox_todo}{rgb}{1,1,0.2}
\newcommand{\todo}[1]{
        \hspace{0pt}%
        \marginpar{% 
                        \fcolorbox{black}{sidebox_todo}{%
                                \parbox{\marginparwidth} {

\raggedright\sffamily\footnotesize{TODO: #1}%
                                }
                        }%
        }
}
\begin{document}

%% Title page

\title{A Handbook of Statistical Analyses Using \R{} --- 3rd Edition}

\author{Torsten Hothorn and Brian S. Everitt}

\maketitle
%%\VignetteIndexEntry{Chapter Meta-Analysis}
%%\VignetteDepends{rmeta}
\setcounter{chapter}{16}


\SweaveOpts{prefix.string=figures/HSAUR,eps=FALSE,keep.source=TRUE} 

<<setup, echo = FALSE, results = hide>>=
rm(list = ls())
s <- search()[-1]
s <- s[-match(c("package:base", "package:stats", "package:graphics", "package:grDevices",
                "package:utils", "package:datasets", "package:methods", "Autoloads"), s)]
if (length(s) > 0) sapply(s, detach, character.only = TRUE)
if (!file.exists("tables")) dir.create("tables")
if (!file.exists("figures")) dir.create("figures")
set.seed(290875)
options(prompt = "R> ", continue = "+  ",
    width = 63, # digits = 4, 
    show.signif.stars = FALSE,
    SweaveHooks = list(leftpar = function() 
        par(mai = par("mai") * c(1, 1.05, 1, 1)),
        bigleftpar = function()
        par(mai = par("mai") * c(1, 1.7, 1, 1))))
HSAURpkg <- require("HSAUR3")
if (!HSAURpkg) stop("cannot load package ", sQuote("HSAUR3"))
rm(HSAURpkg)
 ### </FIXME> hm, R-2.4.0 --vanilla seems to need this
a <- Sys.setlocale("LC_ALL", "C")
 ### </FIXME>
book <- TRUE
refs <- cbind(c("AItR", "DAGD", "SI", "CI", "ANOVA", "MLR", "GLM", 
                "DE", "RP", "GAM", "SA", "ALDI", "ALDII", "SIMC", "MA", "PCA", 
                "MDS", "CA"), 1:18)
ch <- function(x) {
    ch <- refs[which(refs[,1] == x),]
    if (book) {
        return(paste("Chapter~\\\\ref{", ch[1], "}", sep = ""))
    } else {
        return(paste("Chapter~", ch[2], sep = ""))
    }
}
if (file.exists("deparse.R"))
    source("deparse.R")

setHook(packageEvent("lattice", "attach"), function(...) {
    lattice.options(default.theme = 
        function()
            standard.theme("pdf", color = FALSE))
    })
@

\pagestyle{headings}
<<singlebook, echo = FALSE>>=
book <- FALSE
@

\chapter[Meta-Analysis]{Meta-Analysis: Nicotine Gum and Smoking Cessation and
the Efficacy of BCG Vaccine in the Treatment of Tuberculosis \label{MA}}

\section{Introduction}


\section{Systematic Reviews and Meta-Analysis}


\section{Analysis Using \R{}}


The aim in collecting the results from the randomized trials 
of using nicotine gum to help smokers quit was to estimate the 
overall \stress{odds ratio}, the odds of quitting smoking for those 
given the gum, divided by the odds of quitting for those not 
receiving the gum. Following formula (\ref{MA:barY}), we can
compute the pooled odds ratio as follows:
<<MA-smoking-OR-hand, echo = TRUE>>=
data("smoking", package = "HSAUR3")
odds <- function(x) (x[1] * (x[4] - x[3])) / 
                    ((x[2] - x[1]) * x[3])
weight <- function(x) ((x[2] - x[1]) * x[3]) / sum(x)
W <- apply(smoking, 1, weight)
Y <- apply(smoking, 1, odds)
sum(W * Y) / sum(W)
@
Of course, the computations are more conveniently done using
the functionality provided in package \Rpackage{rmeta}.
The odds ratios and corresponding confidence intervals 
are computed by means of the \Rcmd{meta.MH} function for fixed effects
meta-analysis as shown here
<<MA-smoking-OR, echo = TRUE>>=
library("rmeta")
smokingOR <- meta.MH(smoking[["tt"]], smoking[["tc"]],
                     smoking[["qt"]], smoking[["qc"]], 
                     names = rownames(smoking))
@
and the results can be inspected via a \Rcmd{summary} method -- 
see Figure~\ref{MA-smoking-summary}.


\renewcommand{\nextcaption}{\R{} output of the \Rcmd{summary} method 
                            for \Robject{smokingOR}.
                            \label{MA-smoking-summary}}
\SchunkLabel
<<MA-smoking-OR-summary, echo = TRUE>>=
summary(smokingOR)
@
\SchunkRaw


\begin{figure}
\begin{center}
<<MA-smoking-OR-plot, echo = TRUE, fig = TRUE, height = 8>>=
plot(smokingOR, ylab = "")
@
\caption{Forest plot of observed effect sizes and $95\%$ confidence intervals for
the nicotine gum studies. \label{MA:smokingplot}}
\end{center}
\end{figure}


We shall use both the fixed effects and random effects approaches 
here so that we can compare results. For the fixed effects model (see 
Figure~\ref{MA-smoking-summary})
the estimated overall log-odds ratio is \Sexpr{round(smokingOR$logMH, 3)} 
with a standard error of \Sexpr{round(smokingOR$selogMH, 3)}.
This leads to an estimate of the overall odds ratio 
of \Sexpr{round(exp(smokingOR$logMH), 3)}, with a 95\% confidence interval
as given above. For the random effects model, which is fitted by
applying function \Rcmd{meta.DSL} to the \Robject{smoking} data as follows
\vspace{1cm}
<<MA-smoking-random, echo = TRUE>>=
(smokingDSL <- meta.DSL(smoking[["tt"]], smoking[["tc"]], 
    smoking[["qt"]], smoking[["qc"]], names = rownames(smoking)))
@
the corresponding 
estimate is \Sexpr{round(exp(smokingDSL$logDSL), 3)}. Both 
models suggest that there is clear evidence that nicotine gum 
increases the odds of quitting. The random effects confidence 
interval is considerably wider than that from the fixed effects 
model; here the test of homogeneity 
of the studies is not 
significant implying that we might use the fixed effects results. But the
test is not particularly powerful and it is more sensible to assume a priori that
heterogeneity is present and so we use the results from the random effects
model.


\section{Meta-Regression}

The examination of heterogeneity of the effect sizes from the 
studies in a meta-analysis begins with the formal test for its 
presence, although in most meta-analyses such heterogeneity can 
almost be assumed to be present. There will be many possible 
sources of such heterogeneity and estimating how these various 
factors affect the observed effect sizes in the studies chosen 
is often of considerable interest and importance, indeed usually 
more important than the relatively simplistic use of meta-analysis 
to determine a single summary estimate of overall effect size. 
We can illustrate the process using the BCG vaccine data. 
We first find the estimate of the overall effect size from 
applying the fixed effects and the random effects models described 
previously:
<<MA-BCG-odds, echo = TRUE>>=
data("BCG", package = "HSAUR3")
BCG_OR <- meta.MH(BCG[["BCGVacc"]], BCG[["NoVacc"]],
                  BCG[["BCGTB"]], BCG[["NoVaccTB"]],
                  names = BCG$Study)
BCG_DSL <- meta.DSL(BCG[["BCGVacc"]], BCG[["NoVacc"]],
                  BCG[["BCGTB"]], BCG[["NoVaccTB"]],
                  names = BCG$Study)
@
The results are inspected using the \Rcmd{summary} method as shown in
Figures~\ref{MA-BCGOR-summary} and \ref{MA-BCGDSL-summary}.

\renewcommand{\nextcaption}{\R{} output of the \Rcmd{summary} method
                            for \Robject{BCG\_OR}.
                            \label{MA-BCGOR-summary}}
\SchunkLabel  
<<MA-BCGOR-summary, echo = TRUE>>=
summary(BCG_OR)
@
\SchunkRaw

\renewcommand{\nextcaption}{\R{} output of the \Rcmd{summary} method
                            for \Robject{BCG\_DSL}.
                            \label{MA-BCGDSL-summary}}
\SchunkLabel  
<<MA-BCGDSL-summary, echo = TRUE>>=
summary(BCG_DSL)
@
\SchunkRaw


To assess how the two covariates, latitude and year, relate to 
the observed effect sizes we shall use multiple linear regression 
but will weight each observation by 
$W_i = (\hat{\sigma}^2 + V_i^2)^{-1}, i = 1, \dots, 13$, where
$\hat{\sigma}^2$
is the estimated between-study variance and $V_i^2$ is the estimated 
variance from the $i$th study. The required \R{} code to fit the linear
model via weighted least squares is:
\index{Meta-Analysis!weighted least squares regression}
<<BCG-studyweights, echo = TRUE>>=
studyweights <- 1 / (BCG_DSL$tau2 + BCG_DSL$selogs^2)
y <- BCG_DSL$logs
BCG_mod <- lm(y ~ Latitude + Year, data = BCG, 
              weights = studyweights)
@
and the results of the \Rcmd{summary} method are shown in 
Figure~\ref{MA-mod-summary}.
There is some evidence that 
latitude is associated with observed effect size, the log-odds 
ratio becoming increasingly negative as latitude increases, as 
we can see from a scatterplot of the two variables with the added 
weighted regression fit seen in Figure~\ref{MA-BCG}. 

\renewcommand{\nextcaption}{\R{} output of the \Rcmd{summary} method
                            for \Robject{BCG\_mod}.
                            \label{MA-mod-summary}}
\SchunkLabel  
<<MA-mod-summary, echo = TRUE>>=
summary(BCG_mod)
@
\SchunkRaw

\begin{figure}
\begin{center}
<<BCG-Latitude-plot, echo = TRUE, fig = TRUE, height = 5>>=
plot(y ~ Latitude, data = BCG, ylab = "Estimated log-OR")
abline(lm(y ~ Latitude, data = BCG, weights = studyweights))
@
\caption{Plot of observed effect size for the \Robject{BCG} vaccine 
         data against latitude, with a weighted least squares 
         regression fit shown in addition. \label{MA-BCG}}
\end{center}
\end{figure}


\section{Publication Bias}


\begin{figure}
\begin{center}
<<MA-funnel-ex, echo = FALSE, fig = TRUE, height = 8>>=
set.seed(290875)
sigma <- seq(from = 1/10, to = 1, length.out = 35)
y <- rnorm(35) * sigma
gr <- (y > -0.5)
layout(matrix(1:2, ncol = 1))
plot(y, 1/sigma, xlab = "Effect size", ylab = "1 / standard error")
plot(y[gr], 1/(sigma[gr]), xlim = range(y),
     xlab = "Effect size", ylab = "1 / standard error")
@
\caption{Example funnel plots from simulated data. 
         The asymmetry in the lower plot is a hint
         that a publication bias might be a problem. \label{MA-funnel}}
\end{center}
\end{figure}

We can construct a funnel plot for the nicotine gum data using the \R{} code
depicted with Figure~\ref{MA:funnel}. There does not
appear to be any strong evidence of publication bias here.

\begin{figure}
\begin{center}
<<MA-smoking-funnel, echo = TRUE, fig = TRUE, height = 5>>=
funnelplot(smokingDSL$logs, smokingDSL$selogs, 
           summ = smokingDSL$logDSL, xlim = c(-1.7, 1.7))
abline(v = 0, lty = 2)
@
\caption{Funnel plot for nicotine gum data. \label{MA:funnel}}
\end{center}
\end{figure}
\index{Meta-analysis!funnel plots|)}


%%\bibliographystyle{LaTeXBibTeX/refstyle}
%%\bibliography{LaTeXBibTeX/HSAUR}   
\end{document}
