Meta-Psychology, 2021, vol 5, MP.2020.2539 https://doi.org/10.15626/MP.2020.2539 Article type: Commentary Published under the CC-BY4.0 license Open data: Not applicable Open materials: Not applicable Open and reproducible analysis: Not applicable Open reviews and editorial process: Yes Preregistration: No Edited by: Rickard Carlsson Reviewed by: Brand, C.O., Martin, S.R. Analysis reproduced by: Not applicable All supplementary files can be accessed at OSF: https://doi.org/10.17605/OSF.IO/JGXK7 Comparing Bayesian Posterior Passing with Meta-analysis Joshua Pritsker Purdue University Abstract Brand, von der Post, Ounsley, and Morgan (2019) introduced Bayesian posterior passing as an alternative to tra- ditional meta-analyses. In this commentary I relate their procedure to traditional meta-analysis, showing that pos- terior passing is equivalent to fixed effects meta-analysis. To overcome the limitations of simple posterior passing, I introduce improved posterior passing methods to account for heterogeneity and publication bias. Additionally, practical limitations of posterior passing and the role that it can play in future research are discussed. Keywords: bayesian updating, posterior passing, meta-analysis Introduction The ability to accumulate evidence across studies is often said to be a great advantage of Bayesian infer- ence. This point was recently discussed by Brand, von der Post, Ounsley, and Morgan (2019), who suggested that Bayesian posterior passing alleviates the need for traditional meta-analysis. They performed a simulation study comparing posterior passing to non-cumulative analysis and combined analysis of the data from all studies. However, they lacked a formal theoretical com- parison of posterior passing to traditional methods of meta-analysis. This commentary relates posterior pass- ing to traditional meta-analyses, allowing for one to de- termine the performance of posterior passing on the ba- sis of how traditional meta-analytic methods are known to perform. To avoid some of the pitfalls of posterior passing, I suggest improved procedures that account for heterogeneity and publication bias. I address Brand et al.’s (2019) suggestion that posterior passing avoids some of the problems of traditional meta-analyses, and discuss practical limitations in using it as a replacement for traditional meta-analysis. Posterior Passing as Meta-analysis As Brand et al. (2019) suggest that posterior passing may replace traditional meta-analyses, one might won- der how posterior passing relates to traditional meta- analyses. Given that meta-analyses are typically based on proxy statistics and their standard errors instead of individual data points, one might consider posterior dis- tributions generated the same way. We can do this by using the likelihood of a statistic instead of the likeli- hood of the full data. For instance, supposing that we have a parameter θ that we want to make inferences about, we might construct the likelihood function using the sampling distribution of an estimate of θ. In stan- dard meta-analysis, studies are typically summarized by their estimates and standard errors. If an estimate was derived by maximizing a likelihood that takes the form of gaussian function over θ, the estimate and its standard error fully summarize this likelihood function. Even in cases where the likelihood function is not fully described by its maximum likelihood estimate and stan- dard error, using the estimate and standard error may be viewed as a second-order asymptotic approximation to the log-likelihood. Taking this approach, with θ̂i being the estimate from https://doi.org/10.15626/MP.2020.2539 https://doi.org/10.17605/OSF.IO/JGXK7 2 study i of θ, we can get the posterior after study i, de- noted as fi (θ), by: fi (θ) ∝ π (θ) f (xi | θ) (1a) = fi−1 (θ) f ( θ̂i | θ, SE 2 i ) (1b) Where π (·) is our prior distribution, xi refers to all the information of study i, and SEi is the standard er- ror for θ̂i. Typically, f ( θ̂i | θ, SE 2 i ) = φ ( θ̂i | θ, SE 2 i ) , where φ ( θ̂i | θ, SE 2 i ) is the density at θ̂i under a normal distri- bution with a mean of θ and variance of SE2i . Now, we may expand (1) across studies: f (θ) ∝ π0(θ) k∏ i=1 φ ( θ̂i | θ, SE 2 i ) (2) Where π0(θ) is the prior distribution used by the ini- tial study. Hence, the posterior is proportional to the initial prior times the product of the likelihoods of the relevant studies. How does this compare to the poste- rior distribution given by a traditional meta-analysis? In a fixed-effects setting (3), they are identical, provided that the meta-analysis uses the same prior as the ini- tial study. The standard fixed effects model is that each θ̂i follows a normal distribution with a universal mean value of θ, and a variance of SE2i : θ̂i ∼N ( θ, SE2i ) (3) Then, the posterior density can be constructed by tak- ing the product of the likelihoods of each estimate: f f ixed (θ | x) ∝ π(θ) k∏ i=1 φ ( θ̂i | θ, SE 2 i ) (4) This equivalence also answers some of the questions brought up by Brand et al. (2019), such as how pos- terior passing would perform under publication bias. Now, it is clear that we can use existing studies on tradi- tional fixed-effects meta-analyses to answer these ques- tions (e.g., Simonsohn et al., 2014). In a random effects setting, we assume that each study samples from a slightly different population, and these populations have their own parameter values, re- ferred to as µi, which vary around the true θ value: µi ∼N ( θ,τ2 ) (5a) θ̂i ∼N ( µi, SE 2 θ̂i ) (5b) Then, the likelihood for each estimate is given by marginalizing out µi: frandom (θ | x) ∝ π(θ,τ) k∏ i=1 ∫ µ φ ( θ̂i | µi, SE 2 i ) (6a) ×φ ( µi | θ,τ 2 ) dµi = π(θ,τ) k∏ i=1 φ ( θ̂i | θ, SE 2 i +τ 2 ) (6b) Where µi is the mean of the population that study i comes from, τ2 is the variance across populations, and the prior distribution is now over both θ and τ. Hence, in a random-effects setting (4), posterior pass- ing, like (3), will underestimate the posterior vari- ance. This point was previously noted by Martin (2017). A random-effects model is typically preferable, as the fixed-effects assumption of no between-study variance is implausible in most settings (Borenstein et al., 2010). The use of the full-data posterior by Brand et al. (2019) is inconsequential to this result. Hence, although poste- rior passing will produce consistent point estimates, the posterior variance may be underestimated. How can we improve posterior passing? Incorporating Random Effects An obvious question to ask at this point is if we can modify posterior passing to incorporate random effects. A Bayesian solution is to update τ along with θ, mod- eling their joint posterior distribution. Using statistic likelihoods as in the previous section, we can derive the joint posterior update by marginalizing out µ, just as in a standard random-effects meta-analysis: fi (θ,τ) ∝ π (θ,τ) f (xi | θ,τ) (7a) = fi−1 (θ,τ) f (xi | θ,τ) (7b) = fi−1 (θ,τ) ∫ µ f (xi | µi) φ ( µi | θ,τ 2 ) dµi (7c) = fi−1 (θ,τ) φ ( θ̂i | θ, SE 2 i +τ 2 ) (7d) To get the marginal posterior distribution of θ, one may integrate out τ, and vice versa. Notably, the pa- rameter must be tracked across studies to gain evidence about its value. However, even if previous studies hadn’t used a random effects model, they can still be added using their likelihood functions: fi (θ,τ) ∝ π (θ,τ)φ ( θ̂i−1 | θ, SE 2 i−1 +τ 2 ) (8) ×φ ( θ̂i | θ, SE 2 i +τ 2 ) 3 Where study i − 1 is the study that hadn’t used a ran- dom effects model. In the case of the current study be- ing the first on a topic, no evidence will be gained about the value of τ, but incorporating it using only the infor- mation from a subjective prior distribution will nonethe- less give a more realistic view of the uncertainty of fi(θ). Addressing publication bias A second major issue with posterior passing is that Brand et al. (2019) provide no way to address publi- cation bias. Without adjustment, posterior passing will perform identical to a fixed-effects meta-analysis that completely ignores publication bias. Unadjusted meta- analyses are known to perform poorly when publication bias is substantiative, yielding potentially misleading re- sults (Simonsohn et al., 2014). This problem can be viewed as one of biased sampling, hence the likelihood function is given by a weighted distribution as follows (Pfeffermann et al., 1998): f ( xi | publishedi ) = Ei [ p | xi ] f (xi) E [ p ] (9) = Ei [ p | xi ]∫ x E [ p | xi ] f (xi) d xi f (xi) Where p are the probabilities of publication. Now, we need to model E [ p | xi ] . Considering that studies are typically given a dichotomous interpretation (McShane & Gal, 2017), a realistic option is a simple step function: E [ p | xi ] = α si ( θ̂i ) = 0 β si ( θ̂i ) = 1 (10) Where si(θi) is a function that gives the standard in- terpretation of θ̂i in a pass/fail manner, such as its p- value being below 0.05. However, it is unclear if di- chotomization exists to the same extent in Bayesian studies as it does in frequentist studies. In such a con- text one may replace (10) with a smoother model, such as a logistic one: E [ p | xi ] = logistic ( α+βsi ( θ̂i )) (11) Where si ( θ̂i ) could represent a Bayes factor cutoff or similar. For a review of other models that have been sug- gested, see Sutton, Song, Gilbody, and Abrams (2000). In any case, the posterior update is now as follows: fi (θ,τ,α,β) ∝ π (θ,τ,α,β) f (xi | θ,τ,α,β) (12a) ∝ π (θ,τ,α,β) (12b) × E [ p | xi,θ,τ,α,β ] E [ p | θ,τ,α,β ] f (xi | θ,τ) = fi−1 (θ,τ,α,β) (12c) × E [ p | xi,θ,τ,α,β ] E [ p | θ,τ,α,β ] × ∫ µ f (xi | µi) φ ( µi | θ,τ 2 ) dµi = fi−1 (θ,τ,α,β) (12d) × E [ p | xi,θ,τ,α,β ] E [ p | θ,τ,α,β ] ×φ ( θ̂i, | θ, SE 2 i +τ 2 ) As with τ, multiple studies are needed to identify α, and β. Hence, inference in early studies will be highly dependent on the prior distribution for these parame- ters, which should not be uninformative. However, this problem dissipates as evidence for these parameters ac- cumulates. Including Studies Outside of the Posterior Passing Chain In meta-analysis, extensive literature searches are conducted to avoid systematically excluding any stud- ies. However, it may not be obvious how one can in- corporate studies outside of a posterior passing ‘chain,’ a sequence of studies where each study’s prior is equal to the previous study’s posterior, into our prior distribu- tion. The same problem occurs if two studies are done simultaneously, creating a fork in the chain. Brand et al. (2019) suggest that a normal prior with variance representing our uncertainty and with a mean at the estimate given by the study may be used. However, it can be difficult to determine such a variance, and this procedure only makes sense if we are the first study in a chain aiming to get information from an unchained study. A better answer is to include the study’s likeli- hood function in our posterior derivation. When there are simultaneous studies, simply take one’s posterior as the prior and use the likelihood from the other as if it were outside of the chain altogether. Switching back to the simple fixed effects procedure for conciseness, this gives us: fi (θ) ∝ π (θ) f (xi−1 | θ) f (xi | θ) (13) To include more studies, one simply needs to add more f (xn | θ) functions. As a side note, the nature of 4 this function yields an obvious option for Bayesian-style updating in a non-Bayesian framework: Li (θ) ∝ f (x1, . . . , xi−1 | θ) f (xi | θ) (14) This may simply be interpreted as the likelihood func- tion for θ across all the included studies. Inferences can then be made using standard frequentist sequential trial methods (cf. Wetterslev et al., 2017). Further comments and discussion Is Posterior Passing a Practical Replacement for Meta-analysis? Brand et al. (2019) suggest that posterior passing can replace traditional meta-analyses. Indeed, the improved posterior passing procedures introduced in the previous section can compete with traditional meta-analyses, but is it practical? To match the quality of traditional meta- analyses, one would have to meet the same conditions, including extensive literature search and the inclusion of all available studies. Furthermore, most studies are currently done in a frequentist manner, and splits can occur in a chain due to simultaneous studies, so in prac- tice each study in the chain will have to do its own mini meta-analysis. At that point, it might be preferable to just do traditional meta-analyses. Brand et al. (2019) also suggest that posterior pass- ing can solve the problem of conflicting meta-analyses by updating evidence in real time. Meta-analyses can provide contradictory results due to a number of rea- sons, such as differing inclusion criteria and using dif- ferent methods. However, posterior passing only ap- pears to be able to mitigate differences occurring by meta-analyses occurring at different times rather than by different methods. In this case though, one would simply go with the most recent meta-analysis. How- ever, when multiple meta-analyses disagree, they of- ten have differences in statistical methodology or in- clusion criteria. Replacing meta-analyses with posterior passing would likely result in multiple posterior passing chains to reflect this disagreement. Perhaps this might be avoided if fields are sufficiently vigilant in prevent- ing conflicting chains, but the same would be true of traditional meta-analytic conflicts. In fact, one might argue that for any criticism of a meta-analysis, one could seemingly make an equivalent criticism of a poste- rior passing chain. Instead of having disagreeing meta- analyses, we would instead simply have a number of individual studies in disagreement. It may be that pos- terior passing could help mitigate disagreements of this nature by the fact that inclusion criteria could change with any study in the chain. However, having such fuzzy inclusion criteria is clearly undesirable as it would lead to results with an unclear interpretation. Hence, pos- terior passing does not appear to avoid the problem of conflicting meta-analyses in a desirable manner. The same applies for all methodological limitations of stan- dard meta-analyses, such as being impacted by publi- cation bias, as posterior passing and meta-analysis are mathematically equivalent. Alternative Roles for Posterior Passing Even if posterior passing cannot generally replace traditional meta-analyses, it may nonetheless be use- ful. With the improvements suggested above, posterior passing can replace traditional meta-analysis in areas where meta-analyses are unlikely to produce conflict- ing results in the first place. An alternative to creating posterior passing chains that still utilizes the posterior passing mechanism is to use it in meta-analyses. This doesn’t solve the issue of conflicting meta-analyses, but has practical advantages. By using the posterior distri- bution of the last similar meta-analysis as a prior distri- bution, meta-analyses can be performed in chunks in- stead of having to redo the entire meta-analysis with each update. Similarly, instead of using posterior pass- ing chains, studies can use posterior distributions from meta-analyses as their priors to get accurate net effect estimates within each study. This allows for broader conclusions than would otherwise be warranted by the study alone. A particularly relevant case for this is large- scale replication projects, where the prior can be gotten from the last meta-analysis. This yields a readily inter- pretable lower-bound on the extent to which a field’s view on a topic should shift as the result of the replica- tion effort, by providing the change in posterior assum- ing that previous studies had been conducted properly. Hence, although posterior passing may have problems as a replacement for meta-analysis, it can have utility regardless. Author Contact The corresponding author may be contacted at jpritsk@purdue.edu, ORCiD 0000-0001-9647-6684. Conflict of Interest and Funding No conflicts of interest declared. Author Contributions Pritsker is the sole author of this article. Open Science Practices This article is a commentary and had no data or ma- terials to share, and it was not pre-registered. The en- mailto:jpritsk@purdue.edu https://orcid.org/0000-0001-9647-6684 5 tire editorial process, including the open reviews, are published in the online supplement. References Borenstein, M., Hedges, L. V., Higgins, J. P., & Rothstein, H. R. (2010). 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BMC medical research methodol- ogy, 17. https://doi.org/10.1186/s12874-017- 0315-7 https://doi.org/10.1002/jrsm.12 https://doi.org/10.15626/MP.2017.840 https://doi.org/10.17605/OSF.IO/C4WN8 https://doi.org/10.1080/01621459.2017.1289846 https://doi.org/10.1080/01621459.2017.1289846 https://www.jstor.org/stable/24306526 https://doi.org/10.1177/1745691614553988 https://doi.org/10.1177/1745691614553988 https://doi.org/10.1177/096228020000900503 https://doi.org/10.1177/096228020000900503 https://doi.org/10.1186/s12874-017-0315-7 https://doi.org/10.1186/s12874-017-0315-7 Introduction Posterior Passing as Meta-analysis How can we improve posterior passing? Incorporating Random Effects Addressing publication bias Including Studies Outside of the Posterior Passing Chain Further comments and discussion Is Posterior Passing a Practical Replacement for Meta-analysis? Alternative Roles for Posterior Passing Author Contact Conflict of Interest and Funding Author Contributions Open Science Practices