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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
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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


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