[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: msg for Statalist: "Which input for standard error in metaregression"

From   "Maurizio La Rocca" <[email protected]>
To   <[email protected]>
Subject   Re: msg for Statalist: "Which input for standard error in metaregression"
Date   Mon, 4 Jan 2010 17:15:35 +0100

Thanks a lot for your insights.
I bought your paper but I have to wait for the shipping to have a look at it.
I installed the new version and I found the AdjR2 using metareg.
One more question.
Using vwls I did not find the AdjR2. I've seen the using the command regress and then aweight the coefficients are equal with different se. Is it possible to consider that AdjR2? In general, what do you suggest to show in a paper as general statistics (provided as output of metareg)?
Thanks a lot and best regards

Maurizio La Rocca
From: "Roger Harbord" <[email protected]>
Sent: Monday, January 04, 2010 10:40 AM
To: <[email protected]>; "Maurizio La Rocca" <[email protected]>
Cc: <[email protected]>
Subject: Re: msg for Statalist: "Which input for standard error in metaregression"

Dear Maurizio:

On Mon, Jan 4, 2010 at 8:41 AM, Maurizio La Rocca <[email protected]> wrote:

I have a crucial doubt about the weights to use in a meta-regression.
For fixed-effect I have to use this Stata command: vwls Y(effect size)
DummyX1 DummyX2. Sd(StandardErrorEffectSize)
For fixed-effect I have to use this Stata command, using reml- residual
maximum likelihood - as option: metareg Y(effect size) DummyX1 DummyX2,
wsse(StandardErrorEffectSize) bsest(reml)
My doubt concerns the weight.
If I compute a variance-weighted least squared regression do I have to input in the stata command the Standard Error of the Effect Size or the inverted
squared standard error?
End running a metareg (random-effect), is it correct, in this case, the use
of the Standard Error of the Effect Size?

You have the command syntax right: -vwls- and -metareg- take the
standard error as argument to the sd() and wsse() options
respectively. (Note that Stata is case-sensitive so it may object if
you type "Sd" rather than "sd".)

Moreover, I have a second doubt.
Please, does anybody of you know how to compute R^2 after a
variance-weighted least squared regression? Is it possible to compute it?

The current version of -metareg- includes in the output an "adjusted
R-squared" value that is computed as the percentage reduction in the
(residual) between-study variance when covariates are fitted (compared
to the random-effects meta-analysis model with no covariates). To
install the latest version of -metareg- type "findit metareg" in Stata
and click on the link labelled "sbe23_1", which is currently the fifth
item down (at least in Stata 11 with the latest updates installed). Or
if that doesn't work for you, try "net sj 8-4 sbe23_1". For further
discussion of the updated version of -metareg- see:

Harbord RM, Higgins JPT. Meta-regression in Stata. Stata Journal 2008;
8(4):493-519. <>


Roger Harbord

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index