[R-meta] Reproducing results using regtest in metafor
James Pustejovsky
jepu@to @end|ng |rom gm@||@com
Wed Aug 14 20:50:24 CEST 2019
Alex,
Looking at the source code for regtest.rma, it looks like my previous
syntax can be simplified even further, to simply:
lm_fit <- lm(yi ~ m.c + sqrt(vi), data = ma.dataset, weights = 1 / vi)
summary(lm_fit)
The random effects structure / weighting scheme used to fit the initial
metaregression is simply disregarded when re-fitting the model. I think
that's reasonable because it forces one to make a coherent assumption about
the structure of the errors in the regression. In contrast, the other
approach involves fitting the first model based on random effects
weighting, and then fitting the Egger regression on the residuals, but
using a *different* weighting scheme. I can't think of any data generating
process where this would be an efficient way to fit the model or a valid
approach for inference. Thus, it would seem preferable to fit the model all
at once, using assumptions that can at least be clearly stated.
James
On Mon, Aug 12, 2019 at 7:34 AM Sutton, Alex (Prof.) <ajs22 using leicester.ac.uk>
wrote:
> Dear James
>
> Thank you for taking the time to think about this and write. I think your
> approach of writing the model out is a good one for discussing exactly what
> is going on "under the hood".
>
> Your justification of the degrees of freedom seems sound - much
> appreciated.
>
> I am still a little uncertain about the model specification because an
> additive random effect is specified in the initial meta-regression using
> the rma command. But then a multiplicative error is specified in the
> regtest command. These probably dont have any bearing on the degrees of
> freedom, but I would greatly appreciate it if someone could explain how
> these are jointly implemented.
>
> With very best wishes
>
> Alex
>
>
>
> ------------------------------
> *From:* James Pustejovsky <jepusto using gmail.com>
> *Sent:* 09 August 2019 19:04
> *To:* Sutton, Alex (Prof.) <ajs22 using leicester.ac.uk>
> *Cc:* Michael Dewey <lists using dewey.myzen.co.uk>;
> r-sig-meta-analysis using r-project.org <r-sig-meta-analysis using r-project.org>;
> DOLEMAN, Brett (UNIVERSITY HOSPITALS OF DERBY AND BURTON NHS FOUNDATION
> TRUST) <brett.doleman using nhs.net>; Freeman, Suzanne C. (Dr.) <
> suzanne.freeman using leicester.ac.uk>
> *Subject:* Re: [R-meta] Reproducing results using regtest in metafor
>
> Option 1 amounts to fitting the model
>
> Y_i = b0 + b1 m.c_i + b2 se_i + e_i
>
> with the assumption that Var(e_i) = sigma^2 v_i for unknown sigma^2. It
> can be fit using the nlme package using the following syntax (building off
> of the previous code):
>
> library(nlme)
> gls_fit <- gls(yi ~ m.c + sqrt(vi), data = ma.dataset, weights =
> varFixed(~ vi))
> summary(gls_fit)
>
> I think the correct df would be 27 in this case.
>
> With option 2, the residuals from the first stage have lost 2 degrees of
> freedom (down to 28), and then they lose two more with the second stage fit
> (because the intercept is re-estimated when it should be constrained to
> zero).
>
> James
>
> On Fri, Aug 9, 2019 at 8:24 AM Sutton, Alex (Prof.) <ajs22 using leicester.ac.uk>
> wrote:
>
> Dear Michael
>
> Many thanks for taking the time to write. (And let me thank you for all
> your hard work on the R meta-analysis web page - this is a fantastic
> resource I use all the time)
>
> I think your suggestion is very plausible and I was thinking along related
> lines. Then I convinced myself that the df used in first regression was
> reflected in the se of the residuals (in a very "hand wavy" sort of way!) .
>
> As you say, the issue then focuses on which is "better" - my concern with
> option 1 is that I don't know how to reproduce it outside of the package -
> but as you say it may well be theoretically superior.
>
> I am also hoping Wolfgang can supply some definitive insight!
>
> Thanks again
>
> Alex
>
> Alex Sutton
> Professor of Medical Statistics
>
> Department of Health Sciences
> College of Life Sciences
> University of Leicester
> George Davies Centre
> University Road
> LEICESTER LE1 7RH UK
>
> Please use Lancaster Road, Leicester, LE1 7HA for SatNav
>
> Member of the Complex Reviews Support Unit
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> -----Original Message-----
> From: Michael Dewey [mailto:lists using dewey.myzen.co.uk]
> Sent: 09 August 2019 13:19
> To: Sutton, Alex (Prof.) <ajs22 using leicester.ac.uk>;
> r-sig-meta-analysis using r-project.org
> Cc: DOLEMAN, Brett (UNIVERSITY HOSPITALS OF DERBY AND BURTON NHS
> FOUNDATION TRUST) <brett.doleman using nhs.net>; Freeman, Suzanne C. (Dr.) <
> suzanne.freeman using leicester.ac.uk>
> Subject: Re: [R-meta] Reproducing results using regtest in metafor
>
> Dear Alex
>
> I suspect the answer is that regtest.rma refits the model and so "knows"
> you have a moderator and hence loses you a degree of freedom whereas
> regtest.default does not "know" that and so proceeds as though you had just
> the single predictor (sei). That probably explains the change in t too
> although we may need to wait for Wolfgang to give us the definitive answer.
>
> Of course that leaves open the question which is better. I think your
> option 1 is what I would prefer but that is just based on instainct rather
> than any higher mathematics.
>
> Michael
>
> On 08/08/2019 17:42, Sutton, Alex (Prof.) wrote:
> > Hi All list members
> >
> > I wish to adjust a meta-analytic dataset by the control arm event rate
> > using meta-regression (ignoring any regression to the mean issues) and
> > then run Egger's funnel asymmetry test after the adjustment.
> >
> > (I paste complete data, R code and output below my query.)
> >
> > The regtest command in metafor can do this and an example is given in
> > the manual (option 1 in the code).
> >
> > But a colleague tried to do the same analysis in another package -
> > STATA
> > - but did not get the same result.
> >
> > I have tried to reconcile the 2, and have succeeded getting the STATA
> > result in R using the code in option 2. But I don't understand why
> > option 1 and option 2 code below give different results - I thought
> > they should be equivalent? (The degrees of freedom are different as
> > well as the test p-values)
> >
> > The key lines extracted from the below are:
> >
> > model2 <- rma(yi, vi, data = ma.dataset, mods = cbind(m.c),
> > control=list(maxiter=200, stepadj=0.5))
> >
> > print(summary(model2))
> >
> > # Option 1: Put model 2 directly into regtest
> >
> > option1 <- regtest(model2, model = "lm", predictor="sei")
> >
> > print(option1)
> >
> > # Option 2: Extract residuals and SE from model 2 and then put these
> > into regtest manually
> >
> > a <- rstandard.rma.uni(model2)
> >
> > option2 <- regtest(x=a$resid, sei=a$se, model = "lm", predictor="sei")
> >
> > print(option2)
> >
> > Hoping someone can offer me some insight.
> >
> > Many thanks in advance.
> >
> > Alex
> >
> > DATA BELOW:
> >
> > n.c
> >
> >
> >
> > n.t
> >
> >
> >
> > m.c
> >
> >
> >
> > m.t
> >
> >
> >
> > sd.c
> >
> >
> >
> > sd.t
> >
> > 15
> >
> >
> >
> > 15
> >
> >
> >
> > 43.34736
> >
> >
> >
> > 22.6778
> >
> >
> >
> > 20.14634
> >
> >
> >
> > 13.2187
> >
> > 15
> >
> >
> >
> > 15
> >
> >
> >
> > 36.66456
> >
> >
> >
> > 26.95877
> >
> >
> >
> > 14.24828
> >
> >
> >
> > 14.89395
> >
> > 15
> >
> >
> >
> > 15
> >
> >
> >
> > 51.74782
> >
> >
> >
> > 28.44658
> >
> >
> >
> > 23.83604
> >
> >
> >
> > 26.70313
> >
> > 15
> >
> >
> >
> > 15
> >
> >
> >
> > 49.80753
> >
> >
> >
> > 19.04398
> >
> >
> >
> > 24.16307
> >
> >
> >
> > 11.40324
> >
> > 15
> >
> >
> >
> > 15
> >
> >
> >
> > 60.67109
> >
> >
> >
> > 44.62121
> >
> >
> >
> > 29.01649
> >
> >
> >
> > 23.60531
> >
> > 15
> >
> >
> >
> > 15
> >
> >
> >
> > 31.34018
> >
> >
> >
> > 14.65917
> >
> >
> >
> > 18.27904
> >
> >
> >
> > 13.30416
> >
> > 25
> >
> >
> >
> > 25
> >
> >
> >
> > 44.48585
> >
> >
> >
> > 22.18729
> >
> >
> >
> > 24.98121
> >
> >
> >
> > 11.94804
> >
> > 25
> >
> >
> >
> > 25
> >
> >
> >
> > 42.19917
> >
> >
> >
> > 27.97304
> >
> >
> >
> > 27.69334
> >
> >
> >
> > 19.4292
> >
> > 25
> >
> >
> >
> > 25
> >
> >
> >
> > 44.99957
> >
> >
> >
> > 26.77364
> >
> >
> >
> > 33.80657
> >
> >
> >
> > 18.46828
> >
> > 25
> >
> >
> >
> > 25
> >
> >
> >
> > 62.6953
> >
> >
> >
> > 36.15569
> >
> >
> >
> > 32.1401
> >
> >
> >
> > 28.75357
> >
> > 25
> >
> >
> >
> > 25
> >
> >
> >
> > 35.38889
> >
> >
> >
> > 19.77613
> >
> >
> >
> > 16.96604
> >
> >
> >
> > 15.69643
> >
> > 25
> >
> >
> >
> > 25
> >
> >
> >
> > 36.46263
> >
> >
> >
> > 27.69418
> >
> >
> >
> > 22.18271
> >
> >
> >
> > 22.04955
> >
> > 25
> >
> >
> >
> > 25
> >
> >
> >
> > 42.63761
> >
> >
> >
> > 26.83291
> >
> >
> >
> > 22.60301
> >
> >
> >
> > 23.47935
> >
> > 50
> >
> >
> >
> > 50
> >
> >
> >
> > 57.92533
> >
> >
> >
> > 30.96353
> >
> >
> >
> > 28.90083
> >
> >
> >
> > 17.40233
> >
> > 50
> >
> >
> >
> > 50
> >
> >
> >
> > 26.15427
> >
> >
> >
> > 21.06599
> >
> >
> >
> > 17.39962
> >
> >
> >
> > 14.29371
> >
> > 50
> >
> >
> >
> > 50
> >
> >
> >
> > 39.98736
> >
> >
> >
> > 29.13268
> >
> >
> >
> > 19.99763
> >
> >
> >
> > 18.44498
> >
> > 50
> >
> >
> >
> > 50
> >
> >
> >
> > 46.11657
> >
> >
> >
> > 27.34703
> >
> >
> >
> > 24.23706
> >
> >
> >
> > 15.55458
> >
> > 50
> >
> >
> >
> > 50
> >
> >
> >
> > 48.0687
> >
> >
> >
> > 34.85292
> >
> >
> >
> > 25.19593
> >
> >
> >
> > 21.33037
> >
> > 50
> >
> >
> >
> > 50
> >
> >
> >
> > 53.43902
> >
> >
> >
> > 31.4177
> >
> >
> >
> > 31.33719
> >
> >
> >
> > 19.16536
> >
> > 50
> >
> >
> >
> > 50
> >
> >
> >
> > 56.2192
> >
> >
> >
> > 39.338
> >
> >
> >
> > 28.10021
> >
> >
> >
> > 24.66106
> >
> > 50
> >
> >
> >
> > 50
> >
> >
> >
> > 29.25929
> >
> >
> >
> > 15.60332
> >
> >
> >
> > 17.00783
> >
> >
> >
> > 12.57914
> >
> > 50
> >
> >
> >
> > 50
> >
> >
> >
> > 30.72385
> >
> >
> >
> > 20.22988
> >
> >
> >
> > 18.93253
> >
> >
> >
> > 15.11565
> >
> > 15
> >
> >
> >
> > 15
> >
> >
> >
> > 55.86973
> >
> >
> >
> > 27.38925
> >
> >
> >
> > 33.32485
> >
> >
> >
> > 22.29828
> >
> > 15
> >
> >
> >
> > 15
> >
> >
> >
> > 47.10929
> >
> >
> >
> > 28.39797
> >
> >
> >
> > 21.93013
> >
> >
> >
> > 25.12405
> >
> > 15
> >
> >
> >
> > 15
> >
> >
> >
> > 31.87787
> >
> >
> >
> > 15.31057
> >
> >
> >
> > 17.05947
> >
> >
> >
> > 10.99065
> >
> > 15
> >
> >
> >
> > 15
> >
> >
> >
> > 36.91457
> >
> >
> >
> > 26.14574
> >
> >
> >
> > 18.46971
> >
> >
> >
> > 18.57387
> >
> > 15
> >
> >
> >
> > 15
> >
> >
> >
> > 49.84609
> >
> >
> >
> > 34.04816
> >
> >
> >
> > 24.64221
> >
> >
> >
> > 21.22332
> >
> > 25
> >
> >
> >
> > 25
> >
> >
> >
> > 57.06665
> >
> >
> >
> > 32.91816
> >
> >
> >
> > 27.6288
> >
> >
> >
> > 19.84755
> >
> > 25
> >
> >
> >
> > 25
> >
> >
> >
> > 50.57364
> >
> >
> >
> > 36.87816
> >
> >
> >
> > 33.87053
> >
> >
> >
> > 21.38415
> >
> > 25
> >
> >
> >
> > 25
> >
> >
> >
> > 28.80046
> >
> >
> >
> > 21.97428
> >
> >
> >
> > 16.45233
> >
> >
> >
> > 15.75454
> >
> > CODE BELOW:
> >
> > library(metafor)
> >
> > rm(list=ls())
> >
> > ##simdat <- read.csv("s4_data.csv")
> >
> > ma.dataset <- escalc(n1i = n.t, n2i = n.c, m1i = m.t, m2i = m.c,
> >
> > sd1i = sd.t, sd2i = sd.c, data = simdat, measure
> > = "MD",
> >
> > append = TRUE)
> >
> > model2 <- rma(yi, vi, data = ma.dataset, mods = cbind(m.c),
> > control=list(maxiter=200, stepadj=0.5))
> >
> > print(summary(model2))
> >
> > # Option 1: Put model 2 directly into regtest
> >
> > option1 <- regtest(model2, model = "lm", predictor="sei")
> >
> > print(option1)
> >
> > # Option 2: Extract residuals and SE from model 2 and then put these
> > directly into regtest
> >
> > a <- rstandard.rma.uni(model2)
> >
> > option2 <- regtest(x=a$resid, sei=a$se, model = "lm", predictor="sei")
> >
> > print(option2)
> >
> > OUTPUT BELOW:
> >
> > Mixed-Effects Model (k = 30; tau^2 estimator: REML)
> >
> > logLik deviance AIC BIC AICc
> >
> > -84.1061 168.2122 174.2122 178.2088 175.2122
> >
> > tau^2 (estimated amount of residual heterogeneity): 0 (SE =
> > 6.3793)
> >
> > tau (square root of estimated tau^2 value): 0
> >
> > I^2 (residual heterogeneity / unaccounted variability): 0.00%
> >
> > H^2 (unaccounted variability / sampling variability): 1.00
> >
> > R^2 (amount of heterogeneity accounted for): 100.00%
> >
> > Test for Residual Heterogeneity:
> >
> > QE(df = 28) = 17.1497, p-val = 0.9456
> >
> > Test of Moderators (coefficient(s) 2):
> >
> > QM(df = 1) = 24.9726, p-val < .0001
> >
> > Model Results:
> >
> > estimate se zval pval ci.lb
> <https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fci.lb&data=02%7C01%7Cajs22%40leicester.ac.uk%7C20c831bfa58542425a5108d71cf419a3%7Caebecd6a31d44b0195ce8274afe853d9%7C0%7C0%7C637009707043643604&sdata=rPy8TD2UakuaBYZIcxoeb137ohT%2FoN8MayfplxEc3pI%3D&reserved=0>
> ci.ub
> >
> > intrcpt 3.5641 3.8211 0.9327 0.3510 -3.9251 11.0534
> >
> > m.c -0.4633 0.0927 -4.9973 <.0001 -0.6450 -0.2816 ***
> >
> > ---
> >
> > Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
> >
> >>
> >
> >>
> >
> >> # Option 1: Put model 2 directly into regtest
> >
> >> option1 <- regtest(model2, model = "lm", predictor="sei")
> >
> >> print(option1)
> >
> > Regression Test for Funnel Plot Asymmetry
> >
> > model: weighted regression with multiplicative dispersion
> >
> > predictor: standard error
> >
> > test for funnel plot asymmetry: t = -0.2787, df = 27, p = 0.7826
> >
> >> # Option 2: Extract residuals and SE from model 2 and then put these
> >> directly into regtest
> >
> >> a <- rstandard.rma.uni(model2)
> >
> >> residuals <- a$resid
> >
> >> SEresiduals <- a$se
> >
> >>
> >
> >> option2 <- regtest(x=residuals, sei=SEresiduals, model = "lm",
> >> predictor="sei")
> >
> >> print(option2)
> >
> > Regression Test for Funnel Plot Asymmetry
> >
> > model: weighted regression with multiplicative dispersion
> >
> > predictor: standard error
> >
> > test for funnel plot asymmetry: t = -0.2170, df = 28, p = 0.8297
> >
> > *Alex Sutton
> > Professor of Medical Statistics
> >
> > ***
> >
> > Department of Health Sciences
> >
> > College of Life Sciences
> >
> > University of Leicester
> >
> > George Davies Centre
> >
> > University Road
> >
> > LEICESTER LE1 7RH UK
> >
> > *Please use Lancaster Road, Leicester, LE1 7HA for SatNav*
> >
> > Member of the Complex Reviews Support Unit
> >
> > https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.n
> <http://www.n>
> > ihrcrsu.org
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> %7Ce117781ca2
> > a44ca568b608d71cc3bd96%7Caebecd6a31d44b0195ce8274afe853d9%7C0%7C1%7C63
> > 7009499341114715&sdata=0iAykupucHNp6qBZHrBdJiw9BLww5gTGlTsWDIFg2Zo
> > %3D&reserved=0
> >
> > *t:*+44 (0)116 229 7268
> > *e:*ajs22 using le.ac.uk <mailto:ajs22 using le.ac.uk>
> > *w:*
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