A Non-Iterative Extension of the Multivariate Random Effects Meta-Analysis

A number of approaches, both iterative and non-iterative, have been proposed including the multivariate DerSimonian and Laird method by Jackson et al. (2010), which is non-iterative. In this study, we propose an extension of the method by Hartung and Makambi (2002) and Makambi (2001) to multivariate situations.

A comparison of the bias and mean square error from a simulation study indicates that, in some circumstances, the proposed approach perform better than the multivariate DerSimonian–Laird approach. An example is presented to demonstrate the application of the proposed approach.