Generalized least squares for the synthesis of correlated information

This paper deals with the synthesis of information from different studies when there is lack of independence in some of the contrasts to be combined. This problem can arise in several different situations in both case-control studies and clinical trials. For efficient estimation we appeal to the method of generalized least squares to estimate the summary effect and its standard error. This method requires estimates of the covariances between those contrasts that are not independent. Although it is not possible to estimate the covariance between effects that have been adjusted for confounding factors we present a method for finding upper and lower bounds for this covariance. In the simplest discussion homogeneity of the relative risks is assumed but the method is then extended to allow for heterogeneity in an overall estimate. We then illustrate the method with several examples from an analysis in which case-control studies of cervical cancer and oral contraceptive use are synthesized.