[R-meta] How to set the sampling variance when the Effect Size is Fisher-Zr?

Viechtbauer, Wolfgang (SP) wolfg@ng@viechtb@uer @ending from m@@@trichtuniver@ity@nl
Thu Oct 25 12:40:46 CEST 2018

Dear Fang,

To simulate a correlation, you have to simulate raw data for 2 variables with a given true correlation, and then you compute the observed correlation. mvrnorm() from MASS allows you to simulate the raw data from a multivariate normal distribution and then use cor() to get the observed correlation. Repeat for k studies. Then you can apply the r-to-z transformation to the observed correlations.


-----Original Message-----
From: R-sig-meta-analysis [mailto:r-sig-meta-analysis-bounces using r-project.org] On Behalf Of FANG JUNYAN
Sent: Thursday, 25 October, 2018 12:36
To: r-sig-meta-analysis using r-project.org
Subject: [R-meta] How to set the sampling variance when the Effect Size is Fisher-Zr?

Dear all,

I want to do a simulation study about how the Meta-regression performs when two moderators included.

The equation is yi<-0+xi*b1+xj*b2+e. 
yi refers to the outcome variable(ES), 0 is the intercept, b1 and b2 are moderators, xi and xj are regression coefficients, e is the sampling variance.

Since most empirical meta-analysis study take Pearson Correlation as Effect Size, I want to take Fisher-Zr as the yi. While most of the simulation studies I read took SMD or OR as the outcome variable,  I was wondering how to generate the e when the ES was Fisher-Zr. 


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