[R-meta] Difference between univariate and multivariate parameterization

[Luke Martinez]

Sure. So, for other data structures (below) where paste0(dat$study, ".",
dat$sample) alone can't produce unique rows (perhaps due to another nested
grouping variable like "grp"), the "within study heterogeneity" is given by
paste0(dat$study, ".", dat$sample)  and "within sample heterogeneity" is
given by paste0(dat$study, ".", dat$sample, dat$grp), correct?

Which then would mean that Fred's comment about studies with a single
estimate getting the same sigma^2_within that they shouldn't becomes
studies with a single sample and a single group getting two sigma^2_withins
(one for study, one for sample) that they shouldn't, correct?

Thank you, Luke

study sample grp
1     1      1
1     1      2
1     2      1
1     2      2
2     1      1
2     1      2

On Fri, Aug 20, 2021 at 9:14 AM Viechtbauer, Wolfgang (SP) <
wolfgang.viechtbauer using maastrichtuniversity.nl> wrote:

> Note that:
>
> dat$sampleinstudy <- paste0(dat$studyid, ".", dat$sampleid)
>
> was used to create this variable (and indeed, it takes on a unique value
> per row).
>
> This is in fact in essence what happens when you fit the model:
>
> rma.mv(yi, vi, random = ~ 1 | studyid/sampleid, data=dat)
>
> and hence this is the same model:
>
> rma.mv(yi, vi, random = list(~ 1 | studyid, ~ 1 | sampleinstudy),
> data=dat)
>
> And the latter can then be extended with:
>
> rma.mv(yi, vi, random = list(~ 1 | studyid, ~ multsample |
> sampleinstudy), struct="DIAG", data=dat)
>
> as discussed.
>
> Best,
> Wolfgang
>
> >-----Original Message-----
> >From: Luke Martinez [mailto:martinezlukerm using gmail.com]
> >Sent: Friday, 20 August, 2021 16:06
> >To: Viechtbauer, Wolfgang (SP)
> >Cc: Farzad Keyhan; R meta
> >Subject: Re: [R-meta] Difference between univariate and multivariate
> >parameterization
> >
> >Ah!! "sampleinstudy" just so happens to be equivalent to a "row_id" **in
> this
> >particular dataset**. And in this particular case, the second random
> term (~
> >multsample | sampleinstudy) in reality is modeling the row_id
> (within-study
> >heterogeneity).
> >
> >To help people reading this (n = 0;-), when you say, "just like in the
> standard
> >multilevel structure", you mean a standard 3-level model of the form
> >(~1|study_id/row_id).
> >
> >I guess the one other time that this confusion happened to me was when I
> was
> >looking at "dat.konstantopoulos2011", demonstrating that the data
> structure should
> >always take precedence over the syntax!
> >
> >Super clear and helpful as always,
> >Luke
> >
> >On Fri, Aug 20, 2021 at 8:18 AM Viechtbauer, Wolfgang (SP)
> ><wolfgang.viechtbauer using maastrichtuniversity.nl> wrote:
> >For reference, we are discussing this:
> >
> >list(~ 1 | studyid, ~ multsample | sampleinstudy), struct="DIAG"
> >
> >where the data structure is like this:
> >
> >studyid  sampleinstudy  multsample
> >1        1              1
> >1        2              1
> >2        3              0
> >3        4              1
> >3        5              1
> >3        6              1
> >4        7              0
> >5        8              1
> >5        9              1
> >
> >~ 1 | studyid adds a random effect corresponding to the study level. This
> is to
> >account for 'between-study heterogeneity'.
> >
> >~ multsample | sampleinstudy adds a random effect to the sampleinstudy
> level. For
> >rows where sampleinstudy is the same, rows where multsample = 0 versus 1
> would get
> >different but correlated random effects. However, since there is just one
> row per
> >sampleinstudy, this never happens. So, each row is gettings its own
> random effect
> >(just like in the standard multilevel structure). With struct="DIAG", we
> allow for
> >a different tau^2 for multsample = 0 versus 1. So this models
> 'within-study
> >heterogeneity' and allows this variance component to differ for single
> versus
> >multisample studies (and one can then constrain the former to 0 if one
> likes).
> >
> >Best,
> >Wolfgang
> >
> >>-----Original Message-----
> >>From: Luke Martinez [mailto:martinezlukerm using gmail.com]
> >>Sent: Friday, 20 August, 2021 14:37
> >>To: Viechtbauer, Wolfgang (SP)
> >>Cc: Farzad Keyhan; R meta
> >>Subject: Re: [R-meta] Difference between univariate and multivariate
> >>parameterization
> >>
> >>Dear Wolfgang,
> >>
> >>Many thanks.
> >>
> >>>>>> "In res5, the two tau^2 values can be thought of as sigma^2_within
> for
> >single
> >>vs multi sample studies."
> >>
> >>I believe my question was why/how in res5 (and res4) models, tau^2 values
> >>represent only sigma^2_within?
> >>
> >>Is it because we have eliminated the off-diagonal elements (by
> struct="DIAG") in
> >>"~ multsample | sampleinstudy" or because we have previously defined the
> >>sigma^2_between studies using "~ 1 | studyid" and thus tau^2 values in "~
> >>multsample | sampleinstudy" can't represent anything other than
> sigma^2_within
> >>samples nested in studies?
> >>
> >>I appreciate your clarification,
> >>Luke
> >>
> >>PS. On the other hand, my understanding is that "sigma^2_between" and
> >>"sigma^2_within" are unique to each grouping variable so we can have
> >>"sigma^2_between_studies" and
> "sigma^2_between_study_sample_combinations" and the
> >>same is true for "sigma^2_withins".
> >>
> >>On Fri, Aug 20, 2021 at 6:31 AM Viechtbauer, Wolfgang (SP)
> >><wolfgang.viechtbauer using maastrichtuniversity.nl> wrote:
> >>Dear Luke,
> >>
> >>tau^2 doesn't mean the same thing across different models. In res5, the
> two tau^2
> >>values can be thought of as sigma^2_within for single vs multi sample
> studies.
> >>Whether we call something tau^2, sigma^2, or chicken^2 doesn't carry any
> inherent
> >>meaning.
> >>
> >>For example:
> >>
> >>dat <- dat.crede2010
> >>dat <- escalc(measure="ZCOR", ri=ri, ni=ni, data=dat,
> subset=criterion=="grade")
> >>
> >>dat$studyid.copy <- dat$studyid
> >>dat$sampleid.copy <- paste0(dat$studyid, ".", dat$sampleid)
> >>rma.mv(yi, vi, random = ~ 1 | studyid/sampleid, data=dat)
> >>rma.mv(yi, vi, random = list(~ studyid | studyid.copy, ~ sampleid |
> >>sampleid.copy), struct=c("ID","ID"), data=dat)
> >>
> >>are identical models, but in the first we have two sigma^2 values and in
> the
> >other
> >>we have tau^2 and gamma^2 (a bit of a silly example, but just to
> illustrate the
> >>point).
> >>
> >>Best,
> >>Wolfgang
> >>
> >>>-----Original Message-----
> >>>From: Luke Martinez [mailto:martinezlukerm using gmail.com]
> >>>Sent: Thursday, 19 August, 2021 5:05
> >>>To: Viechtbauer, Wolfgang (SP)
> >>>Cc: Farzad Keyhan; R meta
> >>>Subject: Re: [R-meta] Difference between univariate and multivariate
> >>>parameterization
> >>>
> >>>Dear Wolfgang,
> >>>
> >>>Thanks for your reply. But, if in the multivariate specification: tau^2
> =
> >>>sigma^2_between  +  sigma^2_within, then in your suggested "res5" model
> where
> >you
> >>>fixed tau2 = 0 for single sample studies, you have killed both
> sigma^2_between +
> >>>sigma^2_within, and not just sigma^2_within?
> >>>
> >>>Am I missing something?
> >>>
> >>>Thank you very much,
> >>>Luke
> >>>
> >>>On Wed, Aug 18, 2021 at 3:01 PM Viechtbauer, Wolfgang (SP)
> >>><wolfgang.viechtbauer using maastrichtuniversity.nl> wrote:
> >>>It is also possible to formulate a model where sigma^2_within is *not*
> added for
> >>>'single sample/estimate studies'. Let's consider this example:
> >>>
> >>>library(metafor)
> >>>
> >>>dat <- dat.crede2010
> >>>dat <- escalc(measure="ZCOR", ri=ri, ni=ni, data=dat,
> subset=criterion=="grade")
> >>>
> >>>table(dat$studyid) # most studies are single sample studies
> >>>
> >>># multilevel model
> >>>res1 <- rma.mv(yi, vi, random = ~ 1 | studyid/sampleid, data=dat)
> >>>res1
> >>>
> >>># multivariate parameterization
> >>>res2 <- rma.mv(yi, vi, random = ~ factor(sampleid) | studyid, data=dat)
> >>>res2
> >>>
> >>># as a reminder, the multilevel model is identical to this formulation
> >>>dat$sampleinstudy <- paste0(dat$studyid, ".", dat$sampleid)
> >>>res3 <- rma.mv(yi, vi, random = list(~ 1 | studyid, ~ 1 |
> sampleinstudy),
> >>>data=dat)
> >>>res3
> >>>
> >>># logical to indicate for each study whether it is a multi sample study
> >>>dat$multsample <- ave(dat$studyid, dat$studyid, FUN=length) > 1
> >>>
> >>># fit model that allows for a different sigma^2_within for single vs
> multi
> >sample
> >>>studies
> >>>res4 <- rma.mv(yi, vi, random = list(~ 1 | studyid, ~ multsample |
> >>sampleinstudy),
> >>>struct="DIAG", data=dat)
> >>>res4
> >>>
> >>># fit model that forces sigma^2_within = 0 for single sample studies
> >>>res5 <- rma.mv(yi, vi, random = list(~ 1 | studyid, ~ multsample |
> >>sampleinstudy),
> >>>struct="DIAG", tau2=c(0,NA), data=dat)
> >>>res5
> >>>
> >>>So this is all possible if you like.
> >>>
> >>>Best,
> >>>Wolfgang
>

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