Events and Meetings of Italian Statistical Society, Advances in Latent Variables - Methods, Models and Applications

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Smooth Nonparametric Heterogeneity Estimation with an Application to Meta-Analysis
Dankmar Boehning

Last modified: 2013-06-14


Frequently, the question of heterogeneity for a parametric distributional family, such as the normal family, arises. it has been common to approach this question by either modelling the mixing distribution induced by heterogeneity through a parametric mixing distribution such as the normal or through a discrete, nonparametric mixing distribution. Both approaches have been discussed as alternatives in the sense ’either or’. We suggest to follow a combined smooth nonparametric approach in which the mixing distribution follow a mixture of parametric distributions itself. The approach is illustrated with a meta-analytic application on the effect of smoking on liver cancer. The smooth nonparametric approach will allow combining the target of a latent, continuous concept (which is thought traditionally only possible via a parametric approach) with the flexibility of the excellent fit of the nonparametric, discrete modelling approach. It will allow also investigating these questions by allowing the formulation of appropriate hypothesis.

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