[R-meta] best subset of moderators for `robumeta` package in R

[Viechtbauer, Wolfgang (SP)]

Hi Reza,

I haven't played around with the leaps package, but you could do this with glmulti or MuMIn. An example of how to do this in combination with metafor is given here:

http://www.metafor-project.org/doku.php/tips:model_selection_with_glmulti_and_mumin

One could add additional steps to the rma.glmulti() function shown there, such as robust() from metafor or using coef_test() from clubSandwich.

But note that with 35 moderators, you are looking at 2^35 = 34,359,738,368 possible models. Even if fitting a single model only takes 0.01 seconds (which is rather optimistic), you will wait about 11 years for this to finish. If you have a cluster and parallelize this, you might be able to get this down to weeks or months. But one could also wonder if this is a useful exercise in the first place.

You could restrict your search to models with at most 'm' predictors. For m = 8, that's choose(35,8) = 23,535,820 models, which is still a lot but more feasible. glmulti() has a 'maxsize' argument for this purpose. dredge() from MuMIn has argument 'm.lim' for this.

Best,
Wolfgang

-----Original Message-----
From: R-sig-meta-analysis [mailto:r-sig-meta-analysis-bounces using r-project.org] On Behalf Of Reza Norouzian
Sent: Thursday, 07 November, 2019 3:24
To: R meta
Subject: [R-meta] best subset of moderators for `robumeta` package in R

I have a large number of "categorical" moderators (35 moderators). I am
planning to use the best subset of these moderators that can maximally
explain the variation in my 257 correlated effect sizes from 51 studies.

The R package `*leaps*` does perform best possible subset analysis via
function `*regsubsets()*` but to make that suited to `*robu()*` I think
need to define `weights` argument in `*regsubsets()*` so I can basically
make this suited for RVE purposes not simply OLS regression.

Any idea regarding how I can execute my plan in R or generally how I can
choose best subset of moderators for `*robu()*` in `robumeta` in R?

Many thanks,
Reza
-- 
*Reza Norouzian*