[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Roger Harbord <roger.harbord@bristol.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Date |
Mon, 02 Jul 2007 14:55:41 +0100 |

hen=3DB4s_metareg_?=3D =3D?ISO-8859-1?Q?-_round_1?=3D Subject: st: =3D?ISO-8859-1?Q?Re:_Sharps=3DB4s_metareg_vs_Harbord-Steichen=3DB4= s_metareg_?=3D =3D?ISO-8859-1?Q?-_round_1?=3D Message-ID: <20461421.1183388141@epi-pc132.epi.bris.ac.uk> Originator-Info: login-token=3DMulberry:01O1dRi6DHw/humMn6dKCFtvtvhrnzca6Fs= u40zcI=3D; token_authority=3Dpostmaster@bristol.ac.uk X-Mailer: Mulberry/2.2.1 (Win32) MIME-Version: 1.0 Content-Type: text/plain; charset=3Diso-8859-1; format=3Dflowed Content-Disposition: inline X-Spam-Score: -0.4 X-Spam-Level: / X-Barracuda-Bayes: INNOCENT GLOBAL 0.0000 1.0000 -2.0210 X-Barracuda-Virus-Scanned: by HSPH Email Quarantine System at hsph.harvard.= edu X-Barracuda-Spam-Score: -0.48 X-Barracuda-Spam-Status: No, SCORE=3D-0.48 using global scores of TAG_LEVEL= =3D1000.0 QUARANTINE_LEVEL=3D3.5 KILL_LEVEL=3D7.0 tests=3DSUBJECT_ENCODED_T= WICE X-Barracuda-Spam-Report: Code version 3.1, rules version 3.1.21592 =09Rule breakdown below =09 pts rule name description =09---- ---------------------- -------------------------------------------= ------- =091.54 SUBJECT_ENCODED_TWICE Subject: MIME encoded twice Content-Transfer-Encoding: 8bit X-MIME-Autoconverted: from quoted-printable to 8bit by hsphsun2.harvard.edu= id l62DuAM29571 Sender: owner-statalist@hsphsun2.harvard.edu Precedence: bulk Reply-To: statalist@hsphsun2.harvard.edu Errors-To: statalist-owner@hsphsun2.harvard.edu Dear Tiago, Stephen Sharp's original version of -metareg- saved the estimate of the between-studies variance tau-squared in the global macro S_2. The regressio= n coefficients and their variance-covariance matrix are available in the matrices e(b) and e(V). I^2 doesn't in fact require tau^2 - it only uses the weighted residual sum = of squares, the analogue of Cochran's Q for meta-regression. I^2 is defined fr= om Cochran's Q in Higgins et al. (2003). So it's the same regardless of the method used to calculate tau^2. Q is calculated from fixed-effect meta-regression which can be performed by -vwls-. Q is reported by -vwls- a= s the "Goodness-of-fit chi2" and saved as e(chi2_gf). I haven't implemented ML or "empirical Bayes" estimation of tau-squared in = my update of -metareg- as I believe that REML is preferable (see Thompson & Sharp 1999). If Tiago knows of recent evidence to the contrary I'd apprecia= te the references. However, if those methods are requested using the original syntax then the updated -metareg- simply calls the original program, which = is still present within the same ado-file. Yours (awaiting round 2?), Roger. Refs ---- Higgins JPT, Thompson SG, Deeks JJ, Altman DG. Measuring inconsistency in meta-analyses. BMJ 2003;327:557-560. Thompson SG, Sharp SJ. Explaining heterogeneity in meta-analysis: A comparison of methods. Stat Med 1999;18:2693-2708. ------------------------------------ Tiago Pereira wrote : Dear statalisters, (Roger will probably reply to this message - I hope). Well, I was wondering if there is a straighforward way to output (or save) the results of the old metareg (Sharp=B4s metareg) (sbe 23), beucase I am unable to get either scalars or macros using the return/ereturn commands. In this respect, how could one obtain the I^2 using an empirical Bayes estimate of the between-study variance (tau^2) provided by Sharp=B4s metareg? In relation to the new -metareg- (Harbor-Steichen=B4s metareg), it would b= e so nice if we (non-statisticians, medical researchers) could obtain the ml and empirical Bayes estimates of tau^2, since recent evidence have shown that these estimates yield more accurate results than either moment or reml methods, especially for scenarios typical of meta-analyses in medicine. Hence, their impplementation would be important. Thx for any help. Best regards, Tiago * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

- Prev by Date:
**st: apologies** - Next by Date:
**st: age as time scale in Cox regression** - Previous by thread:
**st: apologies** - Next by thread:
**st: age as time scale in Cox regression** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |