[R-meta] clubSandwich for variance components

Stefanou Revesz @te|@noureve@z @end|ng |rom gm@||@com
Tue Aug 31 02:23:55 CEST 2021

Dear James,

Thank you very much. This is very helpful to know, almost any thread I
looked at in the archives talked about the systematic bias in the
estimates of variance components and the necessity of using RVE to
account for that, and yet I couldn't see how they are corrected. (this
can easily create a lot of confusion among substantively oriented

Just curious, do Tau and Omega estimates given by robumeta (I'm aware
of its underlying limitations in terms of modeling dependence etc.)
are themselves free from systematic bias (I think they are estimated
using closed-form equations)?

Thank you for this very important clarification,

On Mon, Aug 30, 2021 at 6:54 PM James Pustejovsky <jepusto using gmail.com> wrote:
> Hi Stefanou,
> clubSandwich provides standard errors, hypothesis tests, and confidence intervals for regression coefficient estimates (for meta-regressions and an array of other types of linear, generalized linear, and linear mixed effects models). It does *not* adjust variance component estimates (such as between-study heterogeneity estimates) not does it provide robust confidence intervals for variance components. The issues you asked about are challenging and relatively un-studied problems, and so unfortunately I don’t have any suggestions about alternative packages to look at.
> James
> > On Aug 30, 2021, at 5:18 PM, Stefanou Revesz <stefanourevesz using gmail.com> wrote:
> >
> > Dear Colleagues,
> >
> > I have recently learned about the RVE estimation and the usefulness of
> > the clubSandwich package in this regard.
> >
> > I read the documentation of the package, but I was unable to determine
> > which function or functions in the package provide the adjusted
> > estimates of variance components and possibly their confidence
> > intervals (if I'm not mistaken, these are the ones that are often
> > unreliable if left unadjusted)?
> >
> > Thank you for your assistance,
> > Stefanou
> >
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