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st: RE: AW: RE: AW: Variable estimates from GLST metaregression of observational studies


From   "G Livesey" <[email protected]>
To   <[email protected]>, <[email protected]>
Subject   st: RE: AW: RE: AW: Variable estimates from GLST metaregression of observational studies
Date   Fri, 8 May 2009 14:30:52 +0100

Dear Matin, Tirthankar and Nicola,

I am including Nicola in on this email as it is beginning to look as though
the problem may arise (and solution if found be best implemented) in the
glst program. Possibly Nicola has another angle on this (Nicola, if you are
willing, please see correspondence below).

Meanwhile, thank you for confirmation that the problem encountered is not
local to me. For information note 1) & 2):

1) Thank you for your suggestion to update all. I did previously reinstall
the glst.ado file in case some corruption had occurred in copy local to me.
I can confirm also that "update all" indicates that all is up to date as
indicated by the following:


****************************************
. update all
----------------------------------------
> update ado
(contacting http://www.stata.com)
ado-files already up to date
----------------------------------------
> update executable
(contacting http://www.stata.com)
executable already up to date
****************************************



2) Following your suggestion of a possible problem with an "if `touse'" in
the glst program: I looked through the glst.ado file and found touse was
"`touse'" with all "if" statements, though cannot say whether an "if
`touse'" is missing somewhere in the glst program.


I'm not sure where we go from here, though would be grateful for some
resolution should anyone be able to help.

Many thanks again for your quick response - so very much appreciate.


Geoff. L.






-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Martin Weiss
Sent: 08 May 2009 12:58
To: [email protected]
Subject: st: AW: RE: AW: Variable estimates from GLST metaregression of
observational studies



<> 

Well, the error messages point to some issue with -mata- so I recommend you 

*************
update all
*************

before proceeding.

I can confirm the issue with the changing estimates, and I am stunned that
it happens for the -if- qualifier, but after -keep-ing the relevant
observations, the results remain constant. Unfortunately, -glst- does not
set -e(sample)-, so I cannot check for differences in the estimation sample.

The # of observations seems to be constant across the 10 runs through the
loop. I could speculate now that the author forgot a single " if `touse'" at
some point in the program, but apart from that, I cannot tell why that
happens. 


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von G Livesey
Gesendet: Freitag, 8. Mai 2009 13:27
An: [email protected]
Cc: [email protected]; [email protected]
Betreff: st: RE: AW: Variable estimates from GLST metaregression of
observational studies





Dear Martin, Tirthankar and stalisters,

Thank you for your help and impressive rapid responses. 

It seems as though the variable estimates from GLST arise because the
estimation procedure does not totally ignore data rows other than those
selected by collecc=1 when using the 'if' command.

I had wrongly expected that the error would arise within the selected data
(if collecc==1), but learned that the variable estimates arise only when the
other rows are also present.

The data below generates the variable estimates. 


****************************************************************************
*******

clear
input  ln_rr_m dosage collecc  se_glst person_y case study_id study_e 

        0          0     0          0          .    127    1         1
 .1310282   1.303519     0   .1262702          .    136    1         1
-.0512933   2.506768     0   .1372102          .    102    1         1
-.0943106   4.311642     0   .1411723          .     95    1         1
-.356675    7.720846     0   .1613608          .     93    1         1

        0          0     0          0          .    210    2         2
 .0099503    1.01444     0   .1003446          .    213    2         2
-.1625189   1.916164     0   .1046663          .    183    2         2
-.4780358    3.26875     0   .1085392          .    169    2         2 
-.328504    6.199353     0   .1120854          .    140    2         2 

        0          0     1          0      39637    281    3         2 
-.0725707   1.330824     1   .0900071      40218    265    3         2 
-.1278334   2.439844     1   .0927315      40621    241    3         2 
-.2613648   4.103374     1   .0993551      40956    198    3         2 
-.4462871   7.430433     1   .1018274      41222    156    3         2 

       0           0     1          0     145258    219    7         2 
-.1625189   1.212121     1   .1071075     141933    162    7         2 
-.1392621   2.203856     1   .1142941     139945    151    7         2 
-.198451    3.636364     1   .1199011     146011    132    7         2 
-.4462871   7.493112     1   .1487646     143153     77    7         2 

        0         0      1          0      34750    204    8         2 
-.1508229   2.187076     1    .105855      35154    164    8         2 
-.0618754   3.827383     1   .1078736      35196    172    8         2 
-.1625189   5.649946     1   .1132499      35488    156    8         2 
-.328504    9.112817     1   .1294023      35529    148    8         2 

        0          0     1          0      23988    456    9         2 
-.0943106   1.14482      1   .0758309      25050    381    9         2 
-.1165338   2.289639     1   .0800162      24227    357    9         2 
-.1863296   3.663423     1   .03712        26115    386    9         2
 
        0          0     2          0          .      .    1         2 
 .0099503   1.604332     2   .1446727          .      .    1         2 
-.1165338   2.607039     2   .1465412          .      .    1         2 
 .1310282   4.1111       2   .1436079          .      .    1         2 
 .0099503   7.119222     2   .1484521          .      .    1         2
end

compress
list, noobs  // in 1/35  sepby(id)


forv i=1/10{
	glst ln_rr_m dosage if collecc==1 , se(se_glst) cov(person_y case)
///
	pfirst(study_id study_e) random 
}

****************************************************************************
*******

The above although giving variable estimates seems to progress without
crashing to a halt. When these data are present among the larger dataset
comprising 132 rows of data then repeating the GLST command  (as per your
'forv i=1/10' statement) can sometimes bring the operation to a halt (as
well as giving variable estimates) with the following error messages (again
suggesting the GLST command is not totally ignoring the data rows outside
the selection):


                       *:  3200  conformability error
                glsest():     -  function returned error
                 <istmt>:     -  function returned error
r(3200);


It seems I can get by using the 'keep' or 'drop' command to select the data,
but would regret the loss of ability to use  'if' for data selection.
Additionally, it seems there is always the potential that users not
selecting via keep or drop might similarly risk inaccurate estimates should
the GLST command be run  once only.

Help with avoiding this problem when using 'if' would be much appreciated.

With thanks

Geoff. L.




-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Martin Weiss
Sent: 07 May 2009 16:32
To: [email protected]
Subject: st: AW: Variable estimates from GLST metaregression of
observational studies



<> 

-glst- can be located via -findit glst-, you should add. How do the results
differ? Mine are constant across ten repetitions...


*************
clear*

input    ln_rr_m   dosage  collecc  se_glst  person_y case study_id study_e
         0         0      1          0    39637    281       3     2
 -.0725707  1.330824      1  .09000712    40218    265       3     2
 -.1278334  2.439844      1  .09273151    40621    241       3     2
 -.2613648  4.103374      1  .09935509    40956    198       3     2
 -.4462871  7.430433      1  .10182739    41222    156       3     2

         0         0      1          0   145258    219       7     2
 -.1625189  1.212121      1  .10710753   141933    162       7     2
 -.1392621  2.203856      1  .11429413   139945    151       7     2
 -.198451   3.636364      1  .11990109   146011    132       7     2
 -.4462871  7.493112      1  .14876455   143153     77       7     2

         0         0      1          0    34750    204       8     2
 -.1508229  2.187076      1  .10585496    35154    164       8     2
 -.0618754  3.827383      1  .10787362    35196    172       8     2
 -.1625189  5.649946      1  .11324987    35488    156       8     2
 -.328504   9.112817      1  .12940233    35529    148       8     2

         0         0      1          0    23988    456       9     2
 -.0943106  1.14482       1  .07583086    25050    381       9     2
 -.1165338  2.289639      1  .08001615    24227    357       9     2
 -.1863296  3.663423      1  .03711996    26115    386       9     2 
end

compress
list, noobs  // in 1/20  sepby(id)

forv i=1/10{
	glst ln_rr_m dosage if  collecc==1, se(se_glst) cov(person_y case)
///
	pfirst(study_id study_e) random 
}
*************

Output: 


Random-effects dose-response model               Number of studies   =
4

Iterative Generalized least-squares regression       Number of obs   =
15
Goodness-of-fit chi2(14)   =    6.14                 Model chi2(1)   =
60.91
Prob > chi2                =  0.9628                 Prob > chi2     =
0.0000
----------------------------------------------------------------------------
--
     ln_rr_m |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
-------------+----
--
      dosage |  -.0484551   .0062085    -7.80   0.000    -.0606236
-.0362866
----------------------------------------------------------------------------
--
Moment-based estimate of between-study variance of the slope: tau2 = 0.0e+00


HTH
Martin

-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von G Livesey
Gesendet: Donnerstag, 7. Mai 2009 17:20
An: [email protected]; [email protected]
Betreff: st: Variable estimates from GLST metaregression of observational
studies

Dear Nicola and Statalisters,

I am getting different estimates each time I run a glst command on the same
dataset in Stata and would be glad of suggestions of how to resolve the
problem.

The glst command is used here to estimate the dose-dependency of effect in
observational or relative risk data. 

The command and syntax, and extract from a dataset in use are shown below.

I am using Stata v9.2, an up-to-date version of glst and the log data
(ln_rr_m  and corresponding errors se_glst) were obtained with gen double.

I would very much appreciate help with this crucial problem.

With thanks, 
Geoff. Livesey


COMMAND AND SYNTAX:
glst ln_rr_m dosage if  collect_c==1, se(se_glst) cov(person_y case)
pfirst(study_id studyexpression) random 


DATA:
   ln_rr_m   dosage  collec~c  se_glst  person_y case study_id study_e
         0         0      1          0    39637    281       3     2
 -.0725707  1.330824      1  .09000712    40218    265       3     2
 -.1278334  2.439844      1  .09273151    40621    241       3     2
 -.2613648  4.103374      1  .09935509    40956    198       3     2
 -.4462871  7.430433      1  .10182739    41222    156       3     2

         0         0      1          0   145258    219       7     2
 -.1625189  1.212121      1  .10710753   141933    162       7     2
 -.1392621  2.203856      1  .11429413   139945    151       7     2
 -.198451   3.636364      1  .11990109   146011    132       7     2
 -.4462871  7.493112      1  .14876455   143153     77       7     2

         0         0      1          0    34750    204       8     2
 -.1508229  2.187076      1  .10585496    35154    164       8     2
 -.0618754  3.827383      1  .10787362    35196    172       8     2
 -.1625189  5.649946      1  .11324987    35488    156       8     2
 -.328504   9.112817      1  .12940233    35529    148       8     2

         0         0      1          0    23988    456       9     2
 -.0943106  1.14482       1  .07583086    25050    381       9     2
 -.1165338  2.289639      1  .08001615    24227    357       9     2
 -.1863296  3.663423      1  .03711996    26115    386       9     2 








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