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Table 1 Model characteristics for one two-stage and five one-stage models for estimating treatment covariate interaction in an individual participant meta-analysis

From: Estimating interactions in individual participant data meta-analysis: a comparison of methods in practice

Model

Equation

Modelling assumptions

Two stage model: In the first stage, maximum likelihood regression model is used within each trial (Simmonds and Higgins 2007 [4]), including a treatment effect and a treatment-covariate interaction term. In the second stage, the interaction effect estimates from each trial (\({\hat{\upgamma}}_i\)) are combined using conventional meta-analysis techniques (in this case, the inverse-variance meta-analysis using the DerSimonian-Laird random effect method), producing a summary treatment-covariate interaction estimate.

Meta-analysis of interactions (Simmonds and Higgins 2007 [4])

g(yij) = Φi + θixij + μizij + γixijzij

The studies are estimating a different, yet related interaction effects.

One-stage models: A one-stage maximum likelihood regression model includes both a treatment effect and a treatment-covariate interaction term, with data from all studies in the same model. The common effect version of the model is as equation for meta-analysis of interactions, except now the parameters are assumed common across all studies. A separate intercept term (Φ𝑖) retains distinctions between studies, avoiding the assumption that data arise from one ‘mega trial’

Common interaction effect: model (Tuner et al. 2000 [14])

\({\displaystyle \begin{array}{c}\textrm{g}\left({y}_{ij}\right)={\Phi}_i+\left(\theta +{u}_i\right)\ {x}_{ij}+\mu {z}_{ij}+\gamma {x}_{ij}{z}_{ij}\\ {}{u}_i\sim N\left(0,{\tau}^2\right)\end{array}}\)

The true effect of the treatment is allowed to vary between studies.

The true effect of the interaction is assumed common between studies.

Common interaction effect: model 2 (Jackson et al. 2018 [6])

\({\displaystyle \begin{array}{c}\textrm{g}\left({y}_{ij}\right)=\left(\Phi +{v}_i\right)+\left(\theta +{u}_i\right)\ {x}_{ij}+\mu {z}_{ij}+\gamma {x}_{ij}{z}_{ij}\\ {}\left(\begin{array}{c}{u}_i\\ {}{v}_i\end{array}\right)\sim N\left(\left(\begin{array}{c}0\\ {}0\end{array}\right),\left(\begin{array}{cc}{\tau}_{\theta}^2& \lambda \\ {}\lambda & {\tau}_{\phi}^2\end{array}\right)\right)\end{array}}\)

The true effect of the treatment is allowed to vary between studies.

The true effect of the interaction is common between studies.

The random effects for the trial and treatment are correlated.

Common interaction effect: model 3 (Jackson et al. 2018 [6])

\({\displaystyle \begin{array}{c}\textrm{g}\left({y}_{ij}\right)=\left(\Phi +{v}_i\right)+\left(\theta +{u}_i\right)\ {x}_{ij}+\mu {z}_{ij}+\gamma {x}_{ij}{z}_{ij}\\ {}\left(\begin{array}{c}{u}_i\\ {}{v}_i\end{array}\right)\sim N\left(\left(\begin{array}{c}0\\ {}0\end{array}\right),\left(\begin{array}{cc}{\tau}_{\theta}^2& \lambda \ast \\ {}\lambda \ast & {\tau}_{\phi}^2\end{array}\right)\right)\end{array}}\)

*λ = 0

The true effect of the treatment is allowed to vary between studies.

The true effect of the interaction is common between studies.

The random effects for the trial and treatment are uncorrelated.

Random interaction:

\({\displaystyle \begin{array}{c}\textrm{g}\left({y}_{ij}\right)=\left(\Phi +{v}_i\right)+\left(\theta +{u}_i\right)\ {x}_{ij}+\mu {z}_{ij}+\left(\gamma +{w}_i\right){x}_{ij}{z}_{ij}\\ {}\left(\begin{array}{c}{u}_i\\ {}{v}_i\\ {}{w}_i\end{array}\right)\sim N\left(\left(\begin{array}{c}0\\ {}0\\ {}0\end{array}\right),\left(\begin{array}{ccc}{\tau}_{\theta}^2& 0& 0\\ {}0& {\tau}_{\phi}^2& 0\\ {}0& 0& {\tau}_{\gamma}^2\end{array}\right)\right)\end{array}}\)

The true effect of the treatment is allowed to vary between studies.

The true effect of the interaction is allowed to vary between studies.

The random effects for the trial, treatment and interaction are uncorrelated.

Within study model

\({\displaystyle \begin{array}{c}\textrm{g}\left({y}_{ij}\right)=\left(\Phi +{v}_i\right)+\left(\theta +{u}_i\right)\ {x}_{ij}+\mu {z}_{ij}+\xi {x}_{ij}\left({z}_{ij}-{\overline{z}}_i\right)+\upeta {\overline{z}}_i\\ {}\left(\begin{array}{c}{u}_i\\ {}{v}_i\end{array}\right)\sim N\left(\left(\begin{array}{c}0\\ {}0\end{array}\right),\left(\begin{array}{cc}{\tau}_{\theta}^2& 0\\ {}0& {\tau}_{\phi}^2\end{array}\right)\right)\end{array}}\)

\({\overline{z}}_i\) is the average covariate value in trial i, so ξ is the parameter for the within-trial interaction.

The effect of the treatment and covariates are assumed common between studies.

Only the within-study information on the treatment-covariate interaction is used, avoiding the assumption that the observed across-study relationships do reflect the individual-level relationships within trials.

  1. 𝑖 indicates the trial (1 to k), and j participants within each trial (1 to ni) yij is the participant outcome with an identity for continuous outcomes or a logit link (odds ratios) or log link (risk ratio) for dichotomous outcomes; xij usually takes the value one for treatment group and zero for control group; zij is value of the covariate for each participant. Hence, Φ𝑖 is the intercept term, θi is the treatment effect, μi the covariate effect, and γi is the treatment-covariate interaction (the parameter of interest)