Frequentist performances of Bayesian prediction intervals for random-effects meta-analysis

Biom J. 2021 Feb;63(2):394-405. doi: 10.1002/bimj.201900351. Epub 2020 Nov 9.


The prediction interval has been increasingly used in meta-analyses as a useful measure for assessing the magnitude of treatment effect and between-studies heterogeneity. In calculations of the prediction interval, although the Higgins-Thompson-Spiegelhalter method is used most often in practice, it might not have adequate coverage probability for the true treatment effect of a future study under realistic situations. An effective alternative candidate is the Bayesian prediction interval, which has also been widely used in general prediction problems. However, these prediction intervals are constructed based on the Bayesian philosophy, and their frequentist validities are only justified by large-sample approximations even if noninformative priors are adopted. There has been no certain evidence that evaluated their frequentist performances under realistic situations of meta-analyses. In this study, we conducted extensive simulation studies to assess the frequentist coverage performances of Bayesian prediction intervals with 11 noninformative prior distributions under general meta-analysis settings. Through these simulation studies, we found that frequentist coverage performances strongly depended on what prior distributions were adopted. In addition, when the number of studies was smaller than 10, there were no prior distributions that retained accurate frequentist coverage properties. We also illustrated these methods via applications to two real meta-analysis datasets. The resultant prediction intervals also differed according to the adopted prior distributions. Inaccurate prediction intervals may provide invalid evidence and misleading conclusions. Thus, if frequentist accuracy is required, Bayesian prediction intervals should be used cautiously in practice.

Keywords: Bayesian prediction; heterogeneity; meta-analysis; prediction interval; random-effects model.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Bayes Theorem
  • Computer Simulation
  • Data Interpretation, Statistical
  • Probability
  • Research Design*