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RE: Re: st: Re: metareg w/ clustering?
or maybe what Eric wants is simply:
this option can be used with (under Stata 8.2, Windows XP) this metareg version:
. which metareg
*! v2.2.6 10Dec2004 Roger Harbord
*! v1.06 copyright Stephen Sharp January 1998 STB-42 sbe23
> Date: Thu, 29 Jun 2006 12:08:42 +0100
> From: firstname.lastname@example.org
> To: email@example.com
> CC: firstname.lastname@example.org
> Subject: Re: st: Re: metareg w/ clustering?
> -metareg- does meta-analysis regression, aka. meta-regression. It assumes
> you have summary data for an outcome and its variance within each
> group/study, similar to -vwls-, except it estimates an additional
> between-group/study variance component tau-squared. Using regular
> regression with analytic weights would estimate a multiplicative
> overdispersion parameter that multiplies each within-study variance rather
> than an additive component of variance.
> -metareg- does not have -cluster- or -robust- options. It would not be
> straightforward to add these to the code as it does not use conventional
> maximum likelihood estimation. I guess it might be possible to use
> -_robust- afterwards as Rodrigo suggests (i'd never noticed this command
> before), but it's not obvious to me what the score variable that -_robust-
> requires should be.
> I'd be curious to know a bit more about your application, in particular
> what your clusters are. In your example you specify varA as a covariate and
> also as the cluster id variable - i have difficulty imagining how this
> could be useful.
> Best wishes,
> --On 28 June 2006 16:13 -0400 "Rodrigo A. Alfaro" <email@example.com>
> > Erick,
> > I don't know what metareg does. But maybe you can use -_robust- after the
> > regression.
> > There is a better description of -_robust- in Programming book.
> > Rodrigo.
> > ----- Original Message -----
> > From: "Erick Turner" <firstname.lastname@example.org>
> > To: <email@example.com>
> > Sent: Wednesday, June 28, 2006 2:57 PM
> > Subject: st: metareg w/ clustering?
> > Is there a way to combine the cluster command with -metareg-, as can be
> > done for other types of regression?
> > I tried
> >> . metareg g varA varB varC, robust cluster(varA)
> > but I got
> >> option robust not allowed
> >> r(198);
> > Tech support couldn't say much, since -metareg- is user-written, but
> > suggested something might be done with regular regression but using
> > analytic weights.
> > Thanks for any thoughts.
> > Erick
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