Incorporating external evidence on between‐trial heterogeneity in network meta‐analysis

In a network meta‐analysis, between‐study heterogeneity variances are often very imprecisely estimated because data are sparse, so standard errors of treatment differences can be highly unstable. External evidence can provide informative prior distributions for heterogeneity and, hence, improve inferences. We explore approaches for specifying informative priors for multiple heterogeneity variances in a network meta‐analysis. First, we assume equal heterogeneity variances across all pairwise intervention comparisons (approach 1); incorporating an informative prior for the common variance is then straightforward. Models allowing unequal heterogeneity variances are more realistic; however, care must be taken to ensure implied variance‐covariance matrices remain valid. We consider three strategies for specifying informative priors for multiple unequal heterogeneity variances. Initially, we choose different informative priors according to intervention comparison type and assume heterogeneity to be proportional across comparison types and equal within comparison type (approach 2). Next, we allow all heterogeneity variances in the network to differ, while specifying a common informative prior for each. We explore two different approaches to this: placing priors on variances and correlations separately (approach 3) or using an informative inverse Wishart distribution (approach 4). Our methods are exemplified through application to two network metaanalyses. Appropriate informative priors are obtained from previously published evidence‐based distributions for heterogeneity. Relevant prior information on between‐study heterogeneity can be incorporated into network meta‐analyses, without needing to assume equal heterogeneity across treatment comparisons. The approaches proposed will be beneficial in sparse data sets and provide more appropriate intervals for treatment differences than those based on imprecise heterogeneity estimates.