The paper aims to discuss three interesting issues of statistical
inferences for a common risk ratio (RR) in
sparse meta-analysis data. Firstly, the conventional log-risk ratio estimator
encounters a number of problems when thenumber of events in
the experimental or control group is zero in sparse data of a 2 × 2 table. The
adjusted log-risk ratio estimator with the continuity correction points ?based upon the minimum Bayes risk with respect to
the uniform prior density over (0, 1) and the Euclidean loss function is
proposed. Secondly, the interest is to find the optimal weights of the pooled estimate?that minimize the mean square error (MSE) of ?subject to the constraint on ?where, ,. Finally, the performance
of this minimum MSE weighted estimator adjusted with various values of points
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