[R-meta] FW: Welcome to the "R-sig-meta-analysis" mailing list (Digest mode) _ question
Viechtbauer, Wolfgang (SP)
wo||g@ng@v|echtb@uer @end|ng |rom m@@@tr|chtun|ver@|ty@n|
Wed Sep 18 11:39:27 CEST 2019
Let V_b be the estimated variance-covariance matrix of the fixed effects, which is computed with:
V_b = (X'WX)^(-1),
where X is the model matrix (with a column of 1s for the intercept and columns for the other moderators in the model) and W = M^(-1) is the inverse of the model-implied estimated variance-covariance matrix of the outcomes (M). For this model, M is just equal to a diagonal matrix with TST_E^2 + hat(tau)^2 along the diagonal, where hat(tau)^2 is the estimated value of tau^2. And hence W is diagonal with 1/ (TST_E^2 + hat(tau)^2) along the diagonal.
You can extract X with model.matrix(test_TST), M with vcov(test_TST, type="obs"), and W with weights(test_TST, type="matrix"). See help(vcov.rma) and help(weights.rma.uni).
Now let x be a row vector with the desired values for the moderators (again, with a 1 in the first column). Then the predicted value is given by xb, where b is the column vector with the estimated model coefficients (which you can get with test_TRT$b or cbind(coef(test_LRT))). And then:
Var[xb] = x V_b x'
and SE[xb] = sqrt(Var[xb]), so that is how you will get the SE that is given by predict() and then the lower and upper 95% CI bounds are given by
xb +- 1.96 * SE[xb]
(or rather qnorm(.975) instead of 1.96 to be precise). The bounds of the credibility/prediction interval are given by
xb +- 1.96 * sqrt(Var[xb] + hat(tau)^2).
P.S.: newmods=cbind(c(65),c(100),c(1)) is unnecessarily complex. This will do: newmods=c(65,100,1).
From: R-sig-meta-analysis [mailto:r-sig-meta-analysis-bounces using r-project.org] On Behalf Of Tetyana Kendzerska
Sent: Wednesday, 18 September, 2019 5:41
To: r-sig-meta-analysis using r-project.org
Subject: [R-meta] FW: Welcome to the "R-sig-meta-analysis" mailing list (Digest mode) _ question
I am wondering if you can help me understanding the underlaying
calculations/formula for the confidence intervals (both) using the
I will try to explain the situation using an example below.
> test_TST = rma(yi=TST_Mean, sei=TST_E, method="DL",
mods=~Age_Mean+Sex__1+Night_coded, data=moderators[-c(5,69,117,168), ])
Mixed-Effects Model (k = 128; tau^2 estimator: DL)
tau^2 (estimated amount of residual heterogeneity): 439.3101 (SE =
263.3751) tau (square root of estimated tau^2 value): 20.9597
I^2 (residual heterogeneity / unaccounted variability): 91.95%
H^2 (unaccounted variability / sampling variability): 12.42
R^2 (amount of heterogeneity accounted for): 70.67%
Test for Residual Heterogeneity:
QE(df = 124) = 1539.9995, p-val < .0001
Test of Moderators (coefficient(s) 2,3,4):
QM(df = 3) = 183.5661, p-val < .0001
estimate se zval pval ci.lb
intrcpt 375.7589 10.4376 36.0005 <.0001 355.3016 396.2162 ***
Age_Mean -1.0134 0.1345 -7.5366 <.0001 -1.2770 -0.7499
Sex__1 0.0291 0.0667 0.4365 0.6624 -0.1017
Night_coded 38.3012 4.5223 8.4694 <.0001 29.4376 47.1647
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
I am trying to predict the estimates for the outcome, TST, based on certain
parameters using the predic.rma function:
> predict.rma (test_TST, newmods=cbind(c(65),c(100),c(1)))
pred se ci.lb ci.ub cr.lb cr.ub
351.1013 5.3417 340.6318 361.5708 308.7079 393.4947
My question is how I can use estimates from the rm () model results above
(the formula) to get the ci.lb ci.ub cr.lb cr.ub manually?
To get pred value, we used the following formula which makes sense:
Intercept_estimate + Age_coeff_estimate X Age (65) +Sex_coeff_estimate X 0
[if women] or 100 [if men] + Sleep_Night_coeff_estimate X 0 [first night]
or 1 [second night].
Which formula we should use to get in the same way: ci.lb ci.ub cr.lb
Thank you in advance and sorry if it sounds somewhat confusing,
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