Abstract
Meta-analysis is widely popular for synthesizing information on common parameters of interest across multiple studies because of its logistical convenience and statistical efficiency. We develop a generalized meta-analysis approach to combining information on multivariate regression parameters across multiple studies that have varying levels of covariate information. Using algebraic relationships among regression parameters in different dimensions, we specify a set of moment equations for estimating parameters of a maximal model through information available from sets of parameter estimates for a series of reduced models from the different studies. The specification of the equations requires a reference dataset for estimating the joint distribution of the covariates. We propose to solve these equations using the generalized method of moments approach, with the optimal weighting of the equations taking into account uncertainty associated with estimates of the parameters of the reduced models. We describe extensions of the iterated reweighted least-squares algorithm for fitting generalized linear regression models using the proposed framework. Based on the same moment equations, we also develop a diagnostic test for detecting violations of underlying model assumptions, such as those arising from heterogeneity in the underlying study populations. The proposed methods are illustrated with extensive simulation studies and a real-data example involving the development of a breast cancer risk prediction model using disparate risk factor information from multiple studies.