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st: Re: R^2 after metareg is stata


From   Roger Harbord <roger.harbord@bristol.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: R^2 after metareg is stata
Date   Wed, 12 Jul 2006 18:22:06 +0100

Dear Anna,

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.

Best wishes,
Roger.

--On 12 July 2006 14:41 +0200 "Matysiak, Anna" <Matysiak@demogr.mpg.de> wrote:



Hallo
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
Anna

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