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#!/usr/bin/env python
# DO NOT EDIT
# Autogenerated from the notebook metaanalysis1.ipynb.
# Edit the notebook and then sync the output with this file.
#
# flake8: noqa
# DO NOT EDIT
# # Meta-Analysis in statsmodels
#
# Statsmodels include basic methods for meta-analysis. This notebook
# illustrates the current usage.
#
# Status: The results have been verified against R meta and metafor
# packages. However, the API is still experimental and will still change.
# Some options for additional methods that are available in R meta and
# metafor are missing.
#
# The support for meta-analysis has 3 parts:
#
# - effect size functions: this currently includes
# ``effectsize_smd`` computes effect size and their standard errors for
# standardized mean difference,
# ``effectsize_2proportions`` computes effect sizes for comparing two
# independent proportions using risk difference, (log) risk ratio, (log)
# odds-ratio or arcsine square root transformation
# - The `combine_effects` computes fixed and random effects estimate for
# the overall mean or effect. The returned results instance includes a
# forest plot function.
# - helper functions to estimate the random effect variance, tau-squared
#
# The estimate of the overall effect size in `combine_effects` can also be
# performed using WLS or GLM with var_weights.
#
# Finally, the meta-analysis functions currently do not include the
# Mantel-Hanszel method. However, the fixed effects results can be computed
# directly using `StratifiedTable` as illustrated below.
import numpy as np
import pandas as pd
from scipy import stats, optimize
from statsmodels.regression.linear_model import WLS
from statsmodels.genmod.generalized_linear_model import GLM
from statsmodels.stats.meta_analysis import (
effectsize_smd,
effectsize_2proportions,
combine_effects,
_fit_tau_iterative,
_fit_tau_mm,
_fit_tau_iter_mm,
)
# increase line length for pandas
pd.set_option("display.width", 100)
# ## Example
data = [
["Carroll", 94, 22, 60, 92, 20, 60],
["Grant", 98, 21, 65, 92, 22, 65],
["Peck", 98, 28, 40, 88, 26, 40],
["Donat", 94, 19, 200, 82, 17, 200],
["Stewart", 98, 21, 50, 88, 22, 45],
["Young", 96, 21, 85, 92, 22, 85],
]
colnames = ["study", "mean_t", "sd_t", "n_t", "mean_c", "sd_c", "n_c"]
rownames = [i[0] for i in data]
dframe1 = pd.DataFrame(data, columns=colnames)
rownames
mean2, sd2, nobs2, mean1, sd1, nobs1 = np.asarray(
dframe1[["mean_t", "sd_t", "n_t", "mean_c", "sd_c", "n_c"]]).T
rownames = dframe1["study"]
rownames.tolist()
np.array(nobs1 + nobs2)
# ### estimate effect size standardized mean difference
eff, var_eff = effectsize_smd(mean2, sd2, nobs2, mean1, sd1, nobs1)
# ### Using one-step chi2, DerSimonian-Laird estimate for random effects
# variance tau
#
# Method option for random effect `method_re="chi2"` or `method_re="dl"`,
# both names are accepted.
# This is commonly referred to as the DerSimonian-Laird method, it is
# based on a moment estimator based on pearson chi2 from the fixed effects
# estimate.
res3 = combine_effects(eff,
var_eff,
method_re="chi2",
use_t=True,
row_names=rownames)
# TODO: we still need better information about conf_int of individual
# samples
# We don't have enough information in the model for individual confidence
# intervals
# if those are not based on normal distribution.
res3.conf_int_samples(nobs=np.array(nobs1 + nobs2))
print(res3.summary_frame())
res3.cache_ci
res3.method_re
fig = res3.plot_forest()
fig.set_figheight(6)
fig.set_figwidth(6)
res3 = combine_effects(eff,
var_eff,
method_re="chi2",
use_t=False,
row_names=rownames)
# TODO: we still need better information about conf_int of individual
# samples
# We don't have enough information in the model for individual confidence
# intervals
# if those are not based on normal distribution.
res3.conf_int_samples(nobs=np.array(nobs1 + nobs2))
print(res3.summary_frame())
# ### Using iterated, Paule-Mandel estimate for random effects variance
# tau
#
# The method commonly referred to as Paule-Mandel estimate is a method of
# moment estimate for the random effects variance that iterates between mean
# and variance estimate until convergence.
#
res4 = combine_effects(eff,
var_eff,
method_re="iterated",
use_t=False,
row_names=rownames)
res4_df = res4.summary_frame()
print("method RE:", res4.method_re)
print(res4.summary_frame())
fig = res4.plot_forest()
# ## Example Kacker interlaboratory mean
#
# In this example the effect size is the mean of measurements in a lab. We
# combine the estimates from several labs to estimate and overall average.
eff = np.array([61.00, 61.40, 62.21, 62.30, 62.34, 62.60, 62.70, 62.84, 65.90])
var_eff = np.array(
[0.2025, 1.2100, 0.0900, 0.2025, 0.3844, 0.5625, 0.0676, 0.0225, 1.8225])
rownames = ["PTB", "NMi", "NIMC", "KRISS", "LGC", "NRC", "IRMM", "NIST", "LNE"]
res2_DL = combine_effects(eff,
var_eff,
method_re="dl",
use_t=True,
row_names=rownames)
print("method RE:", res2_DL.method_re)
print(res2_DL.summary_frame())
fig = res2_DL.plot_forest()
fig.set_figheight(6)
fig.set_figwidth(6)
res2_PM = combine_effects(eff,
var_eff,
method_re="pm",
use_t=True,
row_names=rownames)
print("method RE:", res2_PM.method_re)
print(res2_PM.summary_frame())
fig = res2_PM.plot_forest()
fig.set_figheight(6)
fig.set_figwidth(6)
# ## Meta-analysis of proportions
#
# In the following example the random effect variance tau is estimated to
# be zero.
# I then change two counts in the data, so the second example has random
# effects variance greater than zero.
import io
ss = """ study,nei,nci,e1i,c1i,e2i,c2i,e3i,c3i,e4i,c4i
1,19,22,16.0,20.0,11,12,4.0,8.0,4,3
2,34,35,22.0,22.0,18,12,15.0,8.0,15,6
3,72,68,44.0,40.0,21,15,10.0,3.0,3,0
4,22,20,19.0,12.0,14,5,5.0,4.0,2,3
5,70,32,62.0,27.0,42,13,26.0,6.0,15,5
6,183,94,130.0,65.0,80,33,47.0,14.0,30,11
7,26,50,24.0,30.0,13,18,5.0,10.0,3,9
8,61,55,51.0,44.0,37,30,19.0,19.0,11,15
9,36,25,30.0,17.0,23,12,13.0,4.0,10,4
10,45,35,43.0,35.0,19,14,8.0,4.0,6,0
11,246,208,169.0,139.0,106,76,67.0,42.0,51,35
12,386,141,279.0,97.0,170,46,97.0,21.0,73,8
13,59,32,56.0,30.0,34,17,21.0,9.0,20,7
14,45,15,42.0,10.0,18,3,9.0,1.0,9,1
15,14,18,14.0,18.0,13,14,12.0,13.0,9,12
16,26,19,21.0,15.0,12,10,6.0,4.0,5,1
17,74,75,,,42,40,,,23,30"""
df3 = pd.read_csv(io.StringIO(ss))
df_12y = df3[["e2i", "nei", "c2i", "nci"]]
# TODO: currently 1 is reference, switch labels
count1, nobs1, count2, nobs2 = df_12y.values.T
dta = df_12y.values.T
eff, var_eff = effectsize_2proportions(*dta, statistic="rd")
eff, var_eff
res5 = combine_effects(eff, var_eff, method_re="iterated",
use_t=False) # , row_names=rownames)
res5_df = res5.summary_frame()
print("method RE:", res5.method_re)
print("RE variance tau2:", res5.tau2)
print(res5.summary_frame())
fig = res5.plot_forest()
fig.set_figheight(8)
fig.set_figwidth(6)
# ### changing data to have positive random effects variance
dta_c = dta.copy()
dta_c.T[0, 0] = 18
dta_c.T[1, 0] = 22
dta_c.T
eff, var_eff = effectsize_2proportions(*dta_c, statistic="rd")
res5 = combine_effects(eff, var_eff, method_re="iterated",
use_t=False) # , row_names=rownames)
res5_df = res5.summary_frame()
print("method RE:", res5.method_re)
print(res5.summary_frame())
fig = res5.plot_forest()
fig.set_figheight(8)
fig.set_figwidth(6)
res5 = combine_effects(eff, var_eff, method_re="chi2", use_t=False)
res5_df = res5.summary_frame()
print("method RE:", res5.method_re)
print(res5.summary_frame())
fig = res5.plot_forest()
fig.set_figheight(8)
fig.set_figwidth(6)
# ### Replicate fixed effect analysis using GLM with var_weights
#
# `combine_effects` computes weighted average estimates which can be
# replicated using GLM with var_weights or with WLS.
# The `scale` option in `GLM.fit` can be used to replicate fixed meta-
# analysis with fixed and with HKSJ/WLS scale
from statsmodels.genmod.generalized_linear_model import GLM
eff, var_eff = effectsize_2proportions(*dta_c, statistic="or")
res = combine_effects(eff, var_eff, method_re="chi2", use_t=False)
res_frame = res.summary_frame()
print(res_frame.iloc[-4:])
# We need to fix scale=1 in order to replicate standard errors for the
# usual meta-analysis.
weights = 1 / var_eff
mod_glm = GLM(eff, np.ones(len(eff)), var_weights=weights)
res_glm = mod_glm.fit(scale=1.0)
print(res_glm.summary().tables[1])
# check results
res_glm.scale, res_glm.conf_int() - res_frame.loc["fixed effect",
["ci_low", "ci_upp"]].values
# Using HKSJ variance adjustment in meta-analysis is equivalent to
# estimating the scale using pearson chi2, which is also the default for the
# gaussian family.
res_glm = mod_glm.fit(scale="x2")
print(res_glm.summary().tables[1])
# check results
res_glm.scale, res_glm.conf_int() - res_frame.loc["fixed effect",
["ci_low", "ci_upp"]].values
# ### Mantel-Hanszel odds-ratio using contingency tables
#
# The fixed effect for the log-odds-ratio using the Mantel-Hanszel can be
# directly computed using StratifiedTable.
#
# We need to create a 2 x 2 x k contingency table to be used with
# `StratifiedTable`.
t, nt, c, nc = dta_c
counts = np.column_stack([t, nt - t, c, nc - c])
ctables = counts.T.reshape(2, 2, -1)
ctables[:, :, 0]
counts[0]
dta_c.T[0]
import statsmodels.stats.api as smstats
st = smstats.StratifiedTable(ctables.astype(np.float64))
# compare pooled log-odds-ratio and standard error to R meta package
st.logodds_pooled, st.logodds_pooled - 0.4428186730553189 # R meta
st.logodds_pooled_se, st.logodds_pooled_se - 0.08928560091027186 # R meta
st.logodds_pooled_confint()
print(st.test_equal_odds())
print(st.test_null_odds())
# check conversion to stratified contingency table
#
# Row sums of each table are the sample sizes for treatment and control
# experiments
ctables.sum(1)
nt, nc
# **Results from R meta package**
#
# ```
# > res_mb_hk = metabin(e2i, nei, c2i, nci, data=dat2, sm="OR",
# Q.Cochrane=FALSE, method="MH", method.tau="DL", hakn=FALSE,
# backtransf=FALSE)
# > res_mb_hk
# logOR 95%-CI %W(fixed) %W(random)
# 1 2.7081 [ 0.5265; 4.8896] 0.3 0.7
# 2 1.2567 [ 0.2658; 2.2476] 2.1 3.2
# 3 0.3749 [-0.3911; 1.1410] 5.4 5.4
# 4 1.6582 [ 0.3245; 2.9920] 0.9 1.8
# 5 0.7850 [-0.0673; 1.6372] 3.5 4.4
# 6 0.3617 [-0.1528; 0.8762] 12.1 11.8
# 7 0.5754 [-0.3861; 1.5368] 3.0 3.4
# 8 0.2505 [-0.4881; 0.9892] 6.1 5.8
# 9 0.6506 [-0.3877; 1.6889] 2.5 3.0
# 10 0.0918 [-0.8067; 0.9903] 4.5 3.9
# 11 0.2739 [-0.1047; 0.6525] 23.1 21.4
# 12 0.4858 [ 0.0804; 0.8911] 18.6 18.8
# 13 0.1823 [-0.6830; 1.0476] 4.6 4.2
# 14 0.9808 [-0.4178; 2.3795] 1.3 1.6
# 15 1.3122 [-1.0055; 3.6299] 0.4 0.6
# 16 -0.2595 [-1.4450; 0.9260] 3.1 2.3
# 17 0.1384 [-0.5076; 0.7844] 8.5 7.6
#
# Number of studies combined: k = 17
#
# logOR 95%-CI z p-value
# Fixed effect model 0.4428 [0.2678; 0.6178] 4.96 < 0.0001
# Random effects model 0.4295 [0.2504; 0.6086] 4.70 < 0.0001
#
# Quantifying heterogeneity:
# tau^2 = 0.0017 [0.0000; 0.4589]; tau = 0.0410 [0.0000; 0.6774];
# I^2 = 1.1% [0.0%; 51.6%]; H = 1.01 [1.00; 1.44]
#
# Test of heterogeneity:
# Q d.f. p-value
# 16.18 16 0.4404
#
# Details on meta-analytical method:
# - Mantel-Haenszel method
# - DerSimonian-Laird estimator for tau^2
# - Jackson method for confidence interval of tau^2 and tau
#
# > res_mb_hk$TE.fixed
# [1] 0.4428186730553189
# > res_mb_hk$seTE.fixed
# [1] 0.08928560091027186
# > c(res_mb_hk$lower.fixed, res_mb_hk$upper.fixed)
# [1] 0.2678221109331694 0.6178152351774684
#
# ```
#
print(st.summary())
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