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st: Re: R^2 after metareg is stata
R-squared for meta-regression isn't entirely straightforward as there is
both within-study and between-study variation, so there's more than one
possible R-squared-type measure. I think the most sensible one is the
proportion of the between-study variance (tau2) accounted for by the
covariate(s). This is like an adjusted R-squared. To calculate this you
need to fit a model with no covariates as well as the model of interest
with covariates and look at the values of tau2 in the output. Then
adjusted R2 = 1 - tau2(with covariates) / tau2(no covariates)
Note that this will be 1 if tau2(with covariates) is zero. As in OLS, its
possible for adjusted R2 to be negative if the covariate(s) explain very
little, as the estimate of tau2 can increase due to the degrees of freedom
used up by the covariates.
I'll probably add this to the output of -metareg- in a future version.
--On 12 July 2006 14:41 +0200 "Matysiak, Anna" <Matysiak@demogr.mpg.de>
Does anybody of you know how to compute R^2 after metareg is stata? I
found your discussion in the stata faq, it seems that it is obvious how
to do it, but I cannot find this option at all.
Thanks a lot for your help in advance
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